Citation profile for Guillaume Roussellet

Guillaume Roussellet : Citation Profile

McGill University

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i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 9
   Journals where Guillaume Roussellet has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 6 (6.45 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pro836
   Updated: 2024-04-18    RAS profile: 2023-08-24
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Relations with other researchers

Works with:

Monfort, Alain (2)

Renne, Jean-Paul (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Guillaume Roussellet.

Is cited by:

Mouabbi, Sarah (6)

Shin, Minchul (5)

Chernov, Mikhail (5)

Fernandez-Villaverde, Jesus (5)

Song, Dongho (4)

Renne, Jean-Paul (4)

Feunou, Bruno (4)

Augustin, Patrick (3)

Meldrum, Andrew (3)

Casiraghi, Marco (2)

Laeven, Roger (2)

Cites to:

Demirguc-Kunt, Asli (5)

Detragiache, Enrica (5)

Argente, David (4)

Acharya, Viral (4)

Renne, Jean-Paul (3)

Singleton, Kenneth (3)

Lippi, Francesco (3)

Laeven, Luc (3)

Rothert, Jacek (3)

Monfort, Alain (3)

Brixi, Hana (2)

Main data

Where Guillaume Roussellet has published?

Journals with more than one article published	# docs
Journal of Econometrics	3
Rue de la Banque	2

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	2
Universit� Paris1 Panth�on-Sorbonne (Post-Print and Working Papers) / HAL	2

Recent works citing Guillaume Roussellet (2024 and 2023)

Year	Title of citing document
2023	Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers \|\| Download paper
2023	A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers \|\| Download paper
2023	Subsidize or Not: The Competition of Credit Card and Online Credit in Platform-based Supply Chain System. (2023). Dong, YU ; Zha, Yong ; Li, Quan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:644-658. Full description at Econpapers \|\| Download paper
2023	Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259. Full description at Econpapers \|\| Download paper
2023	Mask mandates save lives. (2023). Mano, Rui C ; Hansen, Niels-Jakob H. In: Journal of Health Economics. RePEc:eee:jhecon:v:88:y:2023:i:c:s0167629622001357. Full description at Econpapers \|\| Download paper
2023	Managing Information Sensitivity: The Relationship between the Interbank Offered Rate and the Characteristics of Bank-Issued Wealth Management Products in China. (2023). Chen, Chunhui ; Bai, Gang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1392-:d:1032318. Full description at Econpapers \|\| Download paper
2023	Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023. Full description at Econpapers \|\| Download paper

Works by Guillaume Roussellet:

Year	Title	Type	Cited
2020	Preventing COVID-19 Fatalities: State versus Federal Policies In: Papers. [Full Text][Citation analysis]	paper	9
2013	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. In: Working papers. [Full Text][Citation analysis]	paper	8
2012	Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries.(2012) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2012	Fiscal sustainability in the presence of systemic banks: the case of EU countries.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2014	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries.(2014) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2012	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2012	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: PSE - G-MOND WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2014	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2012	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2012	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2014	Fiscal sustainability in the presence of systemic banks: the case of EU countries.(2014) In: International Tax and Public Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	article
2012	Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2013	Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers. [Full Text][Citation analysis]	paper	20
2016	Credit and liquidity in interbank rates: A quadratic approach.(2016) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20	article
2014	A Quadratic Kalman Filter In: Working papers. [Full Text][Citation analysis]	paper	5
2015	A Quadratic Kalman Filter.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2015	Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers. [Full Text][Citation analysis]	paper	36
2017	Staying at zero with affine processes : an application to term structure modelling.(2017) In: Rue de la Banque. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36	article
2017	Staying at zero with affine processes: An application to term structure modelling.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36	article
2015	Disentangling Credit and Liquidity Risks from Interbank Spreads In: Rue de la Banque. [Full Text][Citation analysis]	article	0
2020	Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion In: Working Papers. [Full Text][Citation analysis]	paper	4
2021	Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion.(2021) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article
2015	Non-Negativity, Zero Lower Bound and Affine Interest Rate Models In: Economics Thesis from University Paris Dauphine. [Full Text][Citation analysis]	book	0
2017	Scenario generation for long run interest rate risk assessment In: Journal of Econometrics. [Full Text][Citation analysis]	article	5