Guillaume Roussellet /desautels/taxonomy/term/2921/all en Delve: The Divided State of American Public Health /desautels/channels/news/delve-divided-state-american-public-health-327625 <p>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, individual states diverged in what they chose to do, and when they chose to do it</p> Tue, 12 Jan 2021 21:33:33 +0000 julie.lapalme@affiliate.mcgill.ca 77974 at /desautels Guillaume Roussellet awarded 2019 FRQSC New Academics Grant /desautels/channels/news/guillaume-roussellet-awarded-2019-frqsc-new-academics-grant-298921 <p>Congratulations to <a href="/desautels/guillaume-roussellet"><strong>Guillaume Roussellet</strong></a>, Assistant Professor in Finance, awarded 2019 FRQSC New Academics Grant (Soutien à la recherche pour la relève professorale) “Facteurs de volatilité et valorisation du VIX”</p> Fri, 26 Jul 2019 17:44:37 +0000 angela.l.williams@mcgill.ca 74666 at /desautels Staying at zero with affine processes: An application to term structure modelling /desautels/channels/news/staying-zero-affine-processes-application-term-structure-modelling-270930 <p><strong>Authors:</strong> Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and <a href="/desautels/guillaume-roussellet"><strong>Guillaume Roussellet</strong></a></p> <p><strong>Publication: </strong><em>Journal of Econometrics</em>, Vol. 201, No. 2, 2017, pp. 348-366.</p> <p><strong>Abstract:</strong></p> Mon, 02 Oct 2017 21:03:48 +0000 julie.lapalme@mcgill.ca 67919 at /desautels Scenario generation for long run interest rate risk assessment /desautels/channels/news/scenario-generation-long-run-interest-rate-risk-assessment-271322 <p><strong>Authors:</strong> Robert Engle, <a href="/desautels/guillaume-roussellet"><strong>Guillaume Roussellet</strong></a>, Emil Siriwardane</p> <p><strong>Publication:</strong> <em>Journal of Econometrics</em>, Vol. 201, No. 2, December 2017</p> <p><strong>Abstract:</strong></p> Tue, 03 Oct 2017 14:52:07 +0000 julie.lapalme@mcgill.ca 67921 at /desautels Guillaume Roussellet /desautels/guillaume-roussellet Tue, 26 Feb 2019 17:08:35 +0000 julie.lapalme@mcgill.ca 67757 at /desautels