Guillaume Roussellet
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Guillaume |
| last: |
Roussellet |
Identifer
Contact
Affiliations
-
McGill University
/ Desautels Faculty of Management
Research profile
author of:
- Preventing COVID-19 Fatalities: State versus Federal Policies (repec:arx:papers:2010.15263)
by Jean-Paul Renne & Guillaume Roussellet & Gustavo Schwenkler - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries (repec:bfr:banfra:428)
by Agnès Bénassy-quéré & Roussellet, A. - Credit and Liquidity in Interbank Rates: a Quadratic Approach (repec:bfr:banfra:446)
by Simon Dubecq & Alain Monfort & Jean-Paul Renne & Roussellet, G. - A Quadratic Kalman Filter (repec:bfr:banfra:486)
by Alain Monfort & Renne, J.-P. & Roussellet, G. - Staying at Zero with Affine Processes: An Application to Term Structure Modelling (repec:bfr:banfra:558)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & G. Roussellet - Disentangling Credit and Liquidity Risks from Interbank Spreads (repec:bfr:rueban:2015:03)
by Renne, J.-P. & Rousselet, G. - Staying at zero with affine processes : an application to term structure modelling (repec:bfr:rueban:2017:52)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries (repec:ces:ceswps:_3975)
by Agnes Benassy-Quere & Guillaume Roussellet - Fiscal sustainability in the presence of systemic banks: the case of EU countries (repec:cii:cepidt:2012-05)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion (repec:crs:wpaper:2020-01)
by Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET - Non-Negativity, Zero Lower Bound and Affine Interest Rate Models (repec:dau:thesis:123456789/15295)
by Monfort, Alain (ed.) Roussellet, Guillaume - A Quadratic Kalman Filter (repec:eee:econom:v:187:y:2015:i:1:p:43-56)
by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume - Scenario generation for long run interest rate risk assessment (repec:eee:econom:v:201:y:2017:i:2:p:333-347)
by Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil - Staying at zero with affine processes: An application to term structure modelling (repec:eee:econom:v:201:y:2017:i:2:p:348-366)
by Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume - Credit and liquidity in interbank rates: A quadratic approach (repec:eee:jbfina:v:68:y:2016:i:c:p:29-46)
by Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume - Exploring the TIPS‑Treasury Valuation Puzzle (RePEc:fip:fednls:98470)
by Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries (repec:hal:cesptp:hal-00825256)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries (repec:hal:cesptp:halshs-00755705)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries (repec:hal:gmonwp:hal-00962455)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries (repec:hal:journl:hal-00825256)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04534030)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04534151)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04534192)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04534481)
by Serge Darolles & Guillaume Roussellet & Serge Darolles - Managing hedge fund liquidity risks (repec:hal:journl:hal-04587032)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04590300)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04590372)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04590413)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04590556)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04590641)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidy risks (repec:hal:journl:hal-04659856)
by Serge Darolles & Guillaume Roussellet - Managing hedge fund liquidity risks (repec:hal:journl:hal-04659869)
by Serge Darolles & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries (repec:hal:journl:halshs-00755705)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries (repec:hal:wpaper:hal-00962455)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion (repec:inm:ormnsc:v:67:y:2021:i:6:p:3674-3693)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet - Fiscal sustainability in the presence of systemic banks: the case of EU countries (repec:kap:itaxpf:v:21:y:2014:i:3:p:436-467)
by Agnès Bénassy-Quéré & Guillaume Roussellet - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries (repec:mse:cesdoc:12077)
by Agnès Bénassy-Quéré & Guillaume Roussellet