Citation profile for Guillaume Roussellet

Guillaume Roussellet : Citation Profile

McGill University

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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: 2024-01-16    RAS profile: 2023-08-24
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Relations with other researchers

Works with:

Renne, Jean-Paul (2)

Monfort, Alain (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)

Chernov, Mikhail (5)

Fernandez-Villaverde, Jesus (5)

Shin, Minchul (5)

Renne, Jean-Paul (4)

Song, Dongho (4)

Feunou, Bruno (4)

Meldrum, Andrew (3)

Augustin, Patrick (3)

Foos, Daniel (2)

Carriero, Andrea (2)

Cites to:

Demirguc-Kunt, Asli (5)

Detragiache, Enrica (5)

Acharya, Viral (4)

Argente, David (4)

Rothert, Jacek (3)

Singleton, Kenneth (3)

Renne, Jean-Paul (3)

Monfort, Alain (3)

Lippi, Francesco (3)

Laeven, Luc (3)

Hamilton, James (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
Universit� Paris1 Panth�on-Sorbonne (Post-Print and Working Papers) / HAL	2
Post-Print / 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