Guillaume Roussellet
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Guillaume |
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Roussellet |
Identifer
Contact
Affiliations
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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 Bénassy-quéré, A. & Roussellet, A. - Credit and Liquidity in Interbank Rates: a Quadratic Approach (RePEc:bfr:banfra:446)
by Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G. - A Quadratic Kalman Filter (RePEc:bfr:banfra:486)
by Monfort, A. & Renne, J.-P. & Roussellet, G. - Staying at Zero with Affine Processes: An Application to Term Structure Modelling (RePEc:bfr:banfra:558)
by A. Monfort & F. Pegoraro & J.-P. 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 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 - 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 - 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