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Guillaume Roussellet

This is information that was supplied by Guillaume Roussellet in registering through RePEc. If you are Guillaume Roussellet, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Guillaume
Middle Name:
Last Name:Roussellet
RePEc Short-ID:pro836
New York City, New York (United States)

: (212) 998-0100

44 West Fourth Street, New York, NY 10012
RePEc:edi:fdnyuus (more details at EDIRC)
New York City, New York (United States)

: (212) 998-0100

(212) 998-0100
RePEc:edi:vinyuus (more details at EDIRC)
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  1. A. Monfort & F. Pegoraro & J.-P. Renne & G. Roussellet, 2015. "Staying at Zero with Affine Processes: An Application to Term Structure Modelling," Working papers 558, Banque de France.
  2. Monfort, A. & Renne, J.-P. & Roussellet, G., 2014. "A Quadratic Kalman Filter," Working papers 486, Banque de France.
  3. Dubecq, S. & Monfort, A. & Renne, J-P. & Roussellet, G., 2013. "Credit and Liquidity in Interbank Rates: a Quadratic Approach," Working papers 446, Banque de France.
  4. Agnès Bénassy-Quéré & Guillaume Roussellet, 2012. "Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00755705, HAL.
  1. Dubecq, Simon & Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2016. "Credit and liquidity in interbank rates: A quadratic approach," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 29-46.
  2. Monfort, Alain & Renne, Jean-Paul & Roussellet, Guillaume, 2015. "A Quadratic Kalman Filter," Journal of Econometrics, Elsevier, vol. 187(1), pages 43-56.
  3. Renne, J.-P. & Rousselet, G., 2015. "Disentangling Credit and Liquidity Risks from Interbank Spreads," Rue de la Banque, Banque de France, issue 03, February..
  4. Agnès Bénassy-Quéré & Guillaume Roussellet, 2014. "Fiscal sustainability in the presence of systemic banks: the case of EU countries," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(3), pages 436-467, June.
  1. Roussellet, Guillaume, 2015. "Non-Negativity, Zero Lower Bound and Affine Interest Rate Models," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/15295 edited by Monfort, Alain.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (5) 2012-03-14 2012-12-06 2012-12-10 2013-03-30 2013-10-11. Author is listed
  2. NEP-CBA: Central Banking (4) 2012-12-06 2012-12-10 2013-03-30 2013-06-09. Author is listed
  3. NEP-EEC: European Economics (3) 2012-03-14 2012-12-06 2013-03-30. Author is listed
  4. NEP-MAC: Macroeconomics (2) 2013-10-11 2015-06-20. Author is listed
  5. NEP-RMG: Risk Management (2) 2012-12-06 2012-12-10. Author is listed
  6. NEP-ACC: Accounting & Auditing (1) 2012-12-06
  7. NEP-ECM: Econometrics (1) 2014-06-22
  8. NEP-ETS: Econometric Time Series (1) 2014-06-22
  9. NEP-FMK: Financial Markets (1) 2013-10-11
  10. NEP-MON: Monetary Economics (1) 2013-10-11
  11. NEP-ORE: Operations Research (1) 2014-06-22
  12. NEP-PBE: Public Economics (1) 2012-12-06

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