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Delve: The Divided State of American Public Health

Published: 12 January 2021

Even as the pandemic radically reshaped American life, the federal government failed to provide strong and consistent guidance about how best to manage this public health crisis. Not surprisingly,...

Guillaume Roussellet awarded 2019 FRQSC New Academics Grant

Published: 26 July 2019

Congratulations to聽Guillaume Roussellet,聽Assistant Professor in Finance,聽awarded 2019 FRQSC New Academics Grant (Soutien 脿 la recherche pour la rel猫ve professorale) 鈥淔acteurs de volatilit茅 et...

Staying at zero with affine processes: An application to term structure modelling

Published: 2 October 2017

Authors: Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet Publication: Journal of Econometrics, Vol. 201, No. 2, 2017, pp. 348-366. Abstract:

Scenario generation for long run interest rate risk assessment

Published: 3 October 2017

Authors: Robert Engle, Guillaume Roussellet, Emil Siriwardane Publication: Journal of Econometrics, Vol. 201, No. 2, December 2017 Abstract:

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