| Staying at zero with affine processes: An application to term structure modelling A Monfort, F Pegoraro, JP Renne, G Roussellet Journal of Econometrics 201 (2), 348-366, 2017 | 90* | 2017 |
| Credit and liquidity in interbank rates: A quadratic approach S Dubecq, A Monfort, JP Renne, G Roussellet Journal of Banking & Finance 68, 29-46, 2016 | 46 | 2016 |
| A quadratic Kalman filter A Monfort, JP Renne, G Roussellet Journal of Econometrics 187 (1), 43-56, 2015 | 28 | 2015 |
| Identifying beliefs from asset prices A Ghosh, G Roussellet Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2023 | 23 | 2023 |
| Fiscal sustainability in the presence of systemic banks: the case of EU countries A Bénassy-Quéré, G Roussellet International Tax and Public Finance 21, 436-467, 2014 | 22 | 2014 |
| Affine modeling of credit risk, pricing of credit events, and contagion A Monfort, F Pegoraro, JP Renne, G Roussellet Management Science 67 (6), 3674-3693, 2021 | 19 | 2021 |
| Scenario generation for long run interest rate risk assessment R Engle, G Roussellet, E Siriwardane Journal of econometrics 201 (2), 333-347, 2017 | 15 | 2017 |
| The term structure of macroeconomic risks at the zero lower bound G Roussellet Available at SSRN 2863271, 2021 | 12* | 2021 |
| Preventing COVID-19 fatalities: State versus federal policies JP Renne, G Roussellet, G Schwenkler arXiv preprint arXiv:2010.15263, 2020 | 10 | 2020 |
| Default risk and the pricing of US sovereign bonds RF Dittmar, A Hsu, G Roussellet, P Simasek Georgia Tech Scheller College of Business Research Paper, 2019 | 8 | 2019 |
| Recursive discrete-time affine processes and asset pricing A Monfort, F Pegoraro, JP Renne, G Roussellet Technical report, mimeo, 2014 | 5 | 2014 |
| Managing hedge fund liquidity risks S Darolles, G Roussellet HAL Post-Print, 2017 | 3 | 2017 |
| Non-Negativity, Zero Lower Bound and Affine Interest Rate Models G Roussellet Université Paris Dauphine-Paris IX, 2015 | 3 | 2015 |
| Properties of Subjective Beliefs Estimators A Ghosh, T Otsu Available at SSRN 3784757, 2021 | 1 | 2021 |
| Non-Negativity, Zero Lower Bound and A ne Interest Rate Models G Roussellet Ph. D. thesis, Dauphine University, 2015 | 1 | 2015 |
| The term structure of macroeconomic risks at the effective lower bound G Roussellet Journal of Econometrics, 105383, 2023 | | 2023 |
| Preventing COVID-19 Fatalities: State versus Federal Policies (preprint) JP Renne, G Roussellet, G Schwenkler | | 2020 |
| What do Bond Investors Learn from Macroeconomic News? B Feunou, JS Fontaine, G Roussellet Available at SSRN 3478738, 2019 | | 2019 |
| Long Run Impact of Macro News on Treasury Bond Yields BFJS Fontaine, G Roussellet | | 2019 |
| DIRECTION GÉNÉRALE DES ÉTUDES ET DES RELATIONS INTERNATIONALES A Monfort, F Pegoraro, JP Renne, G Roussellet | | 2012 |
Jean-Paul RENNEUniversity of Lausanne, Faculty of Business and Economics (HEC)Verified email at m4x.org
