At the New York Fed, our mission is to make the U.S. economy stronger and the financial system more stable for all segments of society. We do this by executing monetary policy, providing financial services, supervising banks and conducting research and providing expertise on issues that impact the nation and communities we serve.
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Learn about the history of the New York Fed and central banking in the United States through articles, speeches, photos and video.
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The Governance & Culture Reform hub is designed to foster discussion about corporate governance and the reform of culture and behavior in the financial services industry.
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The Federal Reserve Bank of New York works to promote sound and well-functioning financial systems and markets through its provision of industry and payment services, advancement of infrastructure reform in key markets and training and educational support to international institutions.
The New York Innovation Center bridges the worlds of finance, technology, and innovation and generates insights into high-value central bank-related opportunities.
The growing role of nonbank financial institutions, or NBFIs, in U.S. financial markets is a transformational trend with implications for monetary policy and financial stability.
The New York Fed offers the Central Banking Seminar and several specialized courses for central bankers and financial supervisors.
We are connecting emerging solutions with funding in three areas—health, household financial stability, and climate—to improve life for underserved communities. Learn more by reading our strategy.
The Economic Inequality & Equitable Growth hub is a collection of research, analysis and convenings to help better understand economic inequality.
The Governance & Culture Reform hub is designed to foster discussion about corporate governance and the reform of culture and behavior in the financial services industry.
Guillaume Roussellet |
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Research Economist |
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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. |