Guillaume Roussellet : Citation Profile


Are you Guillaume Roussellet?

McGill University

4

H index

2

i10 index

40

Citations

RESEARCH PRODUCTION:

7

Articles

10

Papers

1

Books

RESEARCH ACTIVITY:

   5 years (2012 - 2017). See details.
   Cites by year: 8
   Journals where Guillaume Roussellet has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 5 (11.11 %)

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   Permalink: http://citec.repec.org/pro836
   Updated: 2020-02-16    RAS profile: 2020-01-06    
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Relations with other researchers


Works with:

Monfort, Alain (8)

Renne, Jean-Paul (7)

Pegoraro, Fulvio (3)

Benassy-Quere, Agnès (3)

Dubecq, Simon (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 (4)

Augustin, Patrick (2)

Pliszka, Kamil (2)

Alexius, Annika (2)

Gaiotti, Eugenio (2)

Casiraghi, Marco (2)

Song, Dongho (2)

Dewachter, Hans (2)

Carriero, Andrea (2)

Meldrum, Andrew (2)

Secchi, Alessandro (2)

Cites to:

Detragiache, Enrica (5)

Demirguc-Kunt, Asli (5)

Valencia, Fabian (4)

Brixi, Hana (4)

Laeven, Luc (4)

Singleton, Kenneth (3)

Renne, Jean-Paul (3)

Monfort, Alain (3)

Hamilton, James (3)

Rudebusch, Glenn (2)

Williams, John (2)

Main data


Where Guillaume Roussellet has published?


Journals with more than one article published# docs
Journal of Econometrics3
Rue de la Banque2

Working Papers Series with more than one paper published# docs
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Guillaume Roussellet (2018 and 2017)


YearTitle of citing document
2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

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2019A multi-factor polynomial framework for long-term electricity forwards with delivery period. (2019). Regez, Markus ; Larsson, Martin ; Komaric, Vlatka ; Kleisinger-Yu, XI. In: Papers. RePEc:arx:papers:1908.08954.

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2017Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-55.

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2017Unconventional Monetary Policy and Bank Lending Relationships. (2017). Duquerroy, Anne ; Cahn, Christophe ; Mullins, W. In: Working papers. RePEc:bfr:banfra:659.

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2018Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

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2018Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12857.

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2019What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2019). Pliszka, Kamil ; Foos, Daniel ; Dombret, Andreas R ; Schulz, Alexander. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:152-183.

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2019Expectation and duration at the effective lower bound. (2019). King, Thomas B. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:3:p:736-760.

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2019A Calibration of the Term Premia to the Euro Area. (2019). McCoy, Eric. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:110.

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2017Measuring Inflation Anchoring and Uncertainty : A US and Euro Area Comparison. (2017). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-102.

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2018A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Meldrum, Andrew C ; Andreasen, Martin M. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-56.

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2018A Research on the Debt Sustainability of China’s Major City Governments in Post-Land Finance Era. (2018). Tu, Lihe ; Padovani, Emanuele. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1606-:d:146829.

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2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503.

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2018Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads. (2018). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick. In: NBER Working Papers. RePEc:nbr:nberwo:24506.

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2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:489.

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2019Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:1-2019.

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2019Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:41.

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2018What are the real effects of financial market liquidity? Evidence on bank lending from the euro area. (2018). Pliszka, Kamil ; Foos, Daniel ; Schulz, Alexander ; Dombret, Andreas R. In: Discussion Papers. RePEc:zbw:bubdps:342018.

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Works by Guillaume Roussellet:


YearTitleTypeCited
2013Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. In: Working papers.
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paper4
2012Fiscal sustainability in the presence of systemic banks: the case of EU countries.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2014Fiscal 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 another version. Agregated cites: 4
paper
2012Fiscal 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 another version. Agregated cites: 4
paper
2012Fiscal 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 another version. Agregated cites: 4
paper
2014Fiscal sustainability in the presence of systemic banks: the case of EU countries.(2014) In: International Tax and Public Finance.
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This paper has another version. Agregated cites: 4
article
2012Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne.
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This paper has another version. Agregated cites: 4
paper
2013Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers.
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paper11
2016Credit and liquidity in interbank rates: A quadratic approach.(2016) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 11
article
2014A Quadratic Kalman Filter In: Working papers.
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paper1
2015A Quadratic Kalman Filter.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 1
article
2015Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers.
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paper19
2017Staying at zero with affine processes : an application to term structure modelling.(2017) In: Rue de la Banque.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2017Staying at zero with affine processes: An application to term structure modelling.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
article
2015Disentangling Credit and Liquidity Risks from Interbank Spreads In: Rue de la Banque.
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article0
2012Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries In: CESifo Working Paper Series.
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paper5
2015Non-Negativity, Zero Lower Bound and Affine Interest Rate Models In: Economics Thesis from University Paris Dauphine.
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2017Scenario generation for long run interest rate risk assessment In: Journal of Econometrics.
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