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Guillaume Roussellet

Title: 
Assistant Professor, Finance
Guillaume Roussellet
Contact Information
Email address: 
guillaume.roussellet [at] mcgill.ca
Alternate email address: 
christine.nguli [at] mcgill.ca
Address: 

Bronfman Building [Map], room 555
1001 rue Sherbrooke Ouest
Montreal, Quebec
Canada
H3A 1G5

Degree(s): 
  • ​​Postdoctorate degree​, 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),​ under supervision of Prof. Alain Monfort​, 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): 
PERSONAL WEBSITE
Office: 
555
Curriculum vitae: 
PDF icon cv_2022.pdf
Group: 
Faculty
Tenured & Tenure Track
Stream: 
Finance
Research areas: 
Asset Pricing
Financial Econometrics
Sovereign Credit Risk
Statistical Methodology
Taught previously at: 
  • ​ENSAE (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: 
Current research: 
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