List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| The term structure of macroeconomic risks at the effective lower bound Journal of Econometrics | 2025-03-18 | Paper |
| Scenario generation for long run interest rate risk assessment Journal of Econometrics | 2017-11-07 | Paper |
| Staying at zero with affine processes: an application to term structure modelling Journal of Econometrics | 2017-11-07 | Paper |
| A quadratic Kalman filter Journal of Econometrics | 2015-09-01 | Paper |
Research outcomes over time
This page was built for person: Guillaume Roussellet
