Guillaume Roussellet
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Roussellet |
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McGill University
/ Desautels Faculty of Management
Research profile
author of:
- Preventing COVID-19 Fatalities: State versus Federal Policies
Papers, arXiv.org (2020)
by Jean-Paul Renne & Guillaume Roussellet & Gustavo Schwenkler
(ReDIF-paper, arx:papers:2010.15263) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries
Working papers, Banque de France (2013)
by Bénassy-quéré, A. & Roussellet, A.
(ReDIF-paper, bfr:banfra:428) - Credit and Liquidity in Interbank Rates: a Quadratic Approach
Working papers, Banque de France (2013)
by Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G.
(ReDIF-paper, bfr:banfra:446) - A Quadratic Kalman Filter
Working papers, Banque de France (2014)
by Monfort, A. & Renne, J.-P. & Roussellet, G.
(ReDIF-paper, bfr:banfra:486) - Staying at Zero with Affine Processes: An Application to Term Structure Modelling
Working papers, Banque de France (2015)
by A. Monfort & F. Pegoraro & J.-P. Renne & G. Roussellet
(ReDIF-paper, bfr:banfra:558) - Disentangling Credit and Liquidity Risks from Interbank Spreads
Rue de la Banque, Banque de France (2015)
by Renne, J.-P. & Rousselet, G.
(ReDIF-article, bfr:rueban:2015:03) - Staying at zero with affine processes : an application to term structure modelling
Rue de la Banque, Banque de France (2017)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet
(ReDIF-article, bfr:rueban:2017:52) - Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries
CESifo Working Paper Series, CESifo (2012)
by Agnes Benassy-Quere & Guillaume Roussellet
(ReDIF-paper, ces:ceswps:_3975) - Fiscal sustainability in the presence of systemic banks: the case of EU countries
Working Papers, CEPII research center (2012)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, cii:cepidt:2012-05) - Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion
Working Papers, Center for Research in Economics and Statistics (2020)
by Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET
(ReDIF-paper, crs:wpaper:2020-01) - Non-Negativity, Zero Lower Bound and Affine Interest Rate Models
Economics Thesis from University Paris Dauphine, Paris Dauphine University (2015)
by Roussellet, Guillaume
(ReDIF-book, dau:thesis:123456789/15295) - A Quadratic Kalman Filter
Journal of Econometrics, Elsevier (2015)
by Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume
(ReDIF-article, eee:econom:v:187:y:2015:i:1:p:43-56) - Scenario generation for long run interest rate risk assessment
Journal of Econometrics, Elsevier (2017)
by Engle, Robert & Roussellet, Guillaume & Siriwardane, Emil
(ReDIF-article, eee:econom:v:201:y:2017:i:2:p:333-347) - Staying at zero with affine processes: An application to term structure modelling
Journal of Econometrics, Elsevier (2017)
by Monfort, Alain & Pegoraro, Fulvio & Renne, Jean-Paul & Roussellet, Guillaume
(ReDIF-article, eee:econom:v:201:y:2017:i:2:p:348-366) - Credit and liquidity in interbank rates: A quadratic approach
Journal of Banking & Finance, Elsevier (2016)
by Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume
(ReDIF-article, eee:jbfina:v:68:y:2016:i:c:p:29-46) - Exploring the TIPS‑Treasury Valuation Puzzle
Liberty Street Economics, Federal Reserve Bank of New York (2024)
by Guillaume Roussellet
(ReDIF-paper, fip:fednls:98470) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, hal:cesptp:hal-00825256) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, hal:cesptp:halshs-00755705) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries
PSE - G-MOND WORKING PAPERS, HAL (2012)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, hal:gmonwp:hal-00962455) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries
Post-Print, HAL (2014)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, hal:journl:hal-00825256) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries
Post-Print, HAL (2012)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, hal:journl:halshs-00755705) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries
Working Papers, HAL (2012)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, hal:wpaper:hal-00962455) - Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion
Management Science, INFORMS (2021)
by Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet
(ReDIF-article, inm:ormnsc:v:67:y:2021:i:6:p:3674-3693) - Fiscal sustainability in the presence of systemic banks: the case of EU countries
International Tax and Public Finance, Springer;International Institute of Public Finance (2014)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-article, kap:itaxpf:v:21:y:2014:i:3:p:436-467) - Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries
Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)
by Agnès Bénassy-Quéré & Guillaume Roussellet
(ReDIF-paper, mse:cesdoc:12077)