Access Statistics for Guillaume Roussellet

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quadratic Kalman Filter 0 0 0 67 0 5 15 204
Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion 0 0 0 74 0 6 15 167
Credit and Liquidity in Interbank Rates: a Quadratic Approach 0 0 1 66 1 7 24 178
Exploring the TIPS‑Treasury Valuation Puzzle 0 0 0 10 1 3 8 35
Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries 1 1 1 18 2 4 6 92
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 40 0 0 2 55
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 2 1 3 8 27
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 48 0 3 13 87
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 3 1 1 9 50
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 1 0 2 8 26
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries 0 0 0 75 0 5 12 76
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 21 0 1 3 71
Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries 0 0 0 24 1 1 7 25
Fiscal sustainability in the presence of systemic banks: the case of EU countries 0 0 0 59 0 0 1 143
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 1
Managing hedge fund liquidity risks 0 0 0 0 0 0 2 4
Managing hedge fund liquidity risks 0 0 0 0 0 1 3 3
Managing hedge fund liquidity risks 0 0 0 0 1 2 3 4
Managing hedge fund liquidity risks 0 0 0 0 0 0 1 1
Managing hedge fund liquidity risks 0 0 0 0 1 2 3 7
Managing hedge fund liquidity risks 0 0 0 0 0 1 2 2
Managing hedge fund liquidity risks 0 0 0 0 0 1 2 3
Managing hedge fund liquidity risks 0 0 0 0 0 0 0 1
Managing hedge fund liquidity risks 0 0 0 0 0 1 3 4
Managing hedge fund liquidity risks 0 0 0 0 0 2 4 5
Managing hedge fund liquidy risks 0 0 0 0 0 1 2 3
Preventing COVID-19 Fatalities: State versus Federal Policies 0 0 0 3 0 2 11 26
Staying at Zero with Affine Processes: An Application to Term Structure Modelling 0 0 0 60 0 5 13 216
When Long-Run Trends Are Unknown: Bond Pricing Implications 0 8 8 8 0 3 3 3
Total Working Papers 1 9 10 579 9 62 184 1,519

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quadratic Kalman Filter 1 2 2 29 1 6 13 143
Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion 1 1 4 4 1 7 16 28
Credit and liquidity in interbank rates: A quadratic approach 0 1 3 34 0 3 19 139
Disentangling Credit and Liquidity Risks from Interbank Spreads 0 0 1 12 0 3 8 53
Fiscal sustainability in the presence of systemic banks: the case of EU countries 1 1 1 11 1 5 14 93
Scenario generation for long run interest rate risk assessment 0 0 1 22 2 3 13 100
Staying at zero with affine processes: An application to term structure modelling 0 0 1 38 0 5 12 197
Staying at zero with affine processes: an application to term structure modelling 0 0 0 12 1 5 20 92
Total Journal Articles 3 5 13 162 6 37 115 845

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-Negativity, Zero Lower Bound and Affine Interest Rate Models 0 0 1 23 0 2 7 74
Total Books 0 0 1 23 0 2 7 74

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Statistics updated 2026-06-04