Guillaume Roussellet

Research Economist
Macrofinance Studies
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

guillaume.roussellet@ny.frb.org

   
Fields of interest

Financial Economics, Asset and Derivative Pricing, Yield Curve, Monetary Policy, Macrofinance, Inflation Risk Premia, Default Risk

Guillaume Roussellet joined the New York Fed in January 2024. His research is specialized in financial econometrics, more specifically with the modeling of the term structure of interest rates. His papers look at estimation methods, default risk assessment of sovereign and corporate bonds, inflation risk, and the modeling of the zero lower bound. His work has been published in leading academic journals, such as the Journal of Econometrics and Management Science. He is currently on leave from McGill University, Desautels School of Management. He holds a Ph.D. in applied mathematics from Université Paris-Dauphine and CREST, and master’s degrees in economics and statistics from ENSAE and Paris School of Economics.

Guillaume Roussellet's CVPDF

By continuing to use our site, you agree to our Terms of Use and Privacy Statement. You can learn more about how we use cookies by reviewing our Privacy Statement.   Close