4
H index
2
i10 index
40
Citations
Guillaume Roussellet : Citation Profile
McGill University | RESEARCH PRODUCTION: 7 Articles 10 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2012 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Guillaume Roussellet. | Is cited by:
| Cites to:
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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 |
|---|---|
| Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL | 2 |
Recent works citing Guillaume Roussellet (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2019 | Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932. Full description at Econpapers || Download paper |
| 2019 | A 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. Full description at Econpapers || Download paper |
| 2017 | Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models. (2017). Feunou, Bruno ; Okou, Cedric. In: Staff Working Papers. RePEc:bca:bocawp:17-55. Full description at Econpapers || Download paper |
| 2017 | Unconventional Monetary Policy and Bank Lending Relationships. (2017). Duquerroy, Anne ; Cahn, Christophe ; Mullins, W. In: Working papers. RePEc:bfr:banfra:659. Full description at Econpapers || Download paper |
| 2018 | Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h. Full description at Econpapers || Download paper |
| 2018 | Sovereign 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. Full description at Econpapers || Download paper |
| 2019 | What 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. Full description at Econpapers || Download paper |
| 2019 | Expectation 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. Full description at Econpapers || Download paper |
| 2019 | A Calibration of the Term Premia to the Euro Area. (2019). McCoy, Eric. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:110. Full description at Econpapers || Download paper |
| 2017 | Measuring 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2019 | Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: Working Papers. RePEc:hal:wpaper:halshs-02359503. Full description at Econpapers || Download paper |
| 2018 | Sovereign 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. Full description at Econpapers || Download paper |
| 2018 | Effects 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. Full description at Econpapers || Download paper |
| 2019 | Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:1-2019. Full description at Econpapers || Download paper |
| 2019 | Stochastic Modelling of New Phenomena in Financial Markets. (2019). Alfeus, Mesias. In: PhD Thesis. RePEc:uts:finphd:41. Full description at Econpapers || Download paper |
| 2018 | What 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. Full description at Econpapers || Download paper |
Works by Guillaume Roussellet:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Fiscal Sustainability in the Presence of Systemic Banks: the Case of EU Countries. In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | 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 another version. Agregated cites: 4 | paper | |
| 2013 | Credit and Liquidity in Interbank Rates: a Quadratic Approach. In: Working papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Credit 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: 11 | article | |
| 2014 | A Quadratic Kalman Filter In: Working papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A Quadratic Kalman Filter.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Staying at Zero with Affine Processes: An Application to Term Structure Modelling. In: Working papers. [Full Text][Citation analysis] | paper | 19 |
| 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 another version. Agregated cites: 19 | 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 another version. Agregated cites: 19 | article | |
| 2015 | Disentangling Credit and Liquidity Risks from Interbank Spreads In: Rue de la Banque. [Full Text][Citation analysis] | article | 0 |
| 2012 | Fiscal Sustainability in the Presence of Systemic Banks: The Case of EU Countries In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 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 | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team