Guillaume Roussellet
Title:
Assistant Professor, Finance
Degree(s):
- 鈥�鈥婸ostdoctorate degree鈥�, NYU Stern School of Business (USA), under supervision of Prof. Robert F. Engle, obtained 2017
- Ph.D., Paris-Dauphine University/CREST/Banque de France (France),鈥� under supervision of Prof.聽Alain Monfort鈥�, obtained 2015
- M.Sc. in Economics, Paris School of Economics (France), obtained 2012
- M.Sc. in Statistics and Financial Econometrics, ENSAE (France), obtained 2012
Area(s):
Finance
Teaching areas:
- Fixed Income
- Machine Learning and data science
Link(s):
Office:
555
Curriculum vitae:
Group:
Faculty
Tenured & Tenure Track
Stream:
Finance
Research areas:
Asset Pricing
Financial Econometrics
Sovereign Credit Risk
Statistical Methodology
Taught previously at:
- 鈥婨NSAE (France), Financial Econometrics, TA, 2013-2015
- ENSAE (France), Time Series Econometrics, TA, 2013-2015
- Paris-Sorbonne University (France), Macroeconomics 101, TA, 2011-2012
Selected publications:
- ,听Journal of Econometrics,听forthcoming
- ,听Management Science, Vol. 67, No.聽6, June 2021,听飞颈迟丑听,听听补苍诲听
- ,听Journal of Econometrics, Vol. 201, No.聽2, December 2017,听飞颈迟丑听,听听补苍诲听
- ,听Journal of Econometrics, Vol. 201, No.聽2, December 2017,听飞颈迟丑听听补苍诲听
- ,听Journal of Banking and Finance, Vol. 68, July 2016,听飞颈迟丑听,听听补苍诲听
- ,听Journal of Econometrics, Vol. 187, No.聽1, July 2015,听joint 飞颈迟丑听听补苍诲听
Current research:
- , 2021,听飞颈迟丑听听补苍诲听
- , 2023,听R&R Review of Financial Studies,听飞颈迟丑听Anisha Ghosh
- , 2022,听R&R Journal of Finance,听飞颈迟丑听,听听补苍诲听
