Guillaume Roussellet : Citation Profile

Are you Guillaume Roussellet?

McGill University

4

H index

2

i10 index

46

Citations

RESEARCH PRODUCTION:

7

Articles

14

Papers

1

Books

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 5
   Journals where Guillaume Roussellet has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 5 (9.8 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pro836
   Updated: 2020-10-24    RAS profile: 2020-03-25    
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Relations with other researchers

Works with:

Monfort, Alain (7)

Renne, Jean-Paul (6)

Pegoraro, Fulvio (4)

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)

Chernov, Mikhail (4)

Song, Dongho (3)

Meldrum, Andrew (3)

Augustin, Patrick (3)

Renne, Jean-Paul (3)

Foos, Daniel (2)

Casiraghi, Marco (2)

Pliszka, Kamil (2)

Rodano, Lisa (2)

Gaiotti, Eugenio (2)

Cites to:

Detragiache, Enrica (5)

Demirguc-Kunt, Asli (4)

Renne, Jean-Paul (3)

Monfort, Alain (3)

Singleton, Kenneth (3)

Valencia, Fabian (2)

Rudebusch, Glenn (2)

Pegoraro, Fulvio (2)

Diebold, Francis (2)

Wright, Jonathan (2)

Wu, Liuren (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
Post-Print / HAL2
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL2

Recent works citing Guillaume Roussellet (2020 and 2019)

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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2020A 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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2020Disastrous Defaults. (2020). Mouabbi, Sarah ; Jean-Paul, Renne ; Sarah, Mouabbi ; Alain, Monfort ; Christian, Gourieroux. In: Working papers. RePEc:bfr:banfra:778.

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2019Benchmark interest rates when the government is risky. (2019). Schmid, Lukas ; Chernov, Mikhail ; Augustin, Patrick ; Song, Dongo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14105.

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2020Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads. (2020). Tsuruta, Masaru. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306818.

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2020GMM estimation of affine term structure models. (2020). Hlouskova, Jaroslava ; Sogner, Leopold. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:2-15.

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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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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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2019Benchmark Interest Rates When the Government is Risky. (2019). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas. In: NBER Working Papers. RePEc:nbr:nberwo:26429.

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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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2019Measuring Inflation Anchoring and Uncertainty: A U.S. and Euro Area Comparison. (2019). Renne, Jean-Paul ; Mouabbi, Sarah ; Grishchenko, Olesya. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:5:p:1053-1096.

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2019Quantifying the transmission of European sovereign default risk. (2019). Holden, Tom ; DUMITRU, ANA-MARIA. In: EconStor Preprints. RePEc:zbw:esprep:193632.

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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.
[Full Text][Citation analysis]		paper8
2012Fiscal 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 another version. Agregated cites: 8		paper
2012Fiscal sustainability in the presence of systemic banks: the case of EU countries.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		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: 8		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: 8		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: 8		paper
2014Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU countries.(2014) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2012Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2012Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2014Fiscal 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 another version. Agregated cites: 8		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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2013Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers.
[Full Text][Citation analysis]		paper12
2016Credit and liquidity in interbank rates: A quadratic approach.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2014A Quadratic Kalman Filter In: Working papers.
[Full Text][Citation analysis]		paper4
2015A Quadratic Kalman Filter.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		article
2015Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers.
[Full Text][Citation analysis]		paper21
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: 21		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: 21		article
2015Disentangling Credit and Liquidity Risks from Interbank Spreads In: Rue de la Banque.
[Full Text][Citation analysis]		article0
2020Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Non-Negativity, Zero Lower Bound and Affine Interest Rate Models In: Economics Thesis from University Paris Dauphine.
[Full Text][Citation analysis]		book0
2017Scenario generation for long run interest rate risk assessment In: Journal of Econometrics.
[Full Text][Citation analysis]		article0

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