Jean-Yves Gnabo
Names
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Jean-Yves |
| last: |
Gnabo |
Identifer
Contact
Affiliations
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Université de Namur
/ Faculté des Sciences Économiques, Sociales et de Gestion (FSESG) (weight: 10%)
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Université de Namur
/ Faculté des Sciences Économiques, Sociales et de Gestion (FSESG)
/ Center for Research in Finance and Management (CeReFiM) (weight: 90%)
Research profile
author of:
- Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science (RePEc:arx:papers:1707.00296)
by Y'erali Gandica & Marco Valerio Geraci & Sophie B'ereau & Jean-Yves Gnabo - A multilevel analysis to systemic exposure: insights from local and system-wide information (RePEc:arx:papers:1910.08611)
by Y'erali Gandica & Sophie B'ereau & Jean-Yves Gnabo - Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance (RePEc:cai:finpug:fina_412_0007)
by Sophie Béreau & Jean-Yves Gnabo & Henri Vanhomwegen - Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks (RePEc:cam:camdae:2066)
by Geraci, M. V. & Gnabo, J-Y. & Veredas, D. - Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan (RePEc:cii:cepiei:2008-1ta)
by Jean-Yves Gnabo & Christelle Lecourt - Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (RePEc:cor:louvco:2016053)
by DEBARSY, Nicolas & DOSSOUGOIN, Cyrille & ERTUR, Cem & GNABO, Jean-Yves - Making a difference: European mutual funds distinctiveness and peers’ performance (RePEc:cor:louvco:2019015)
by BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri, - Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach (RePEc:cor:louvrp:2937)
by Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo - Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions (RePEc:cup:jfinqa:v:53:y:2018:i:03:p:1371-1390_00)
by Geraci, Marco Valerio & Gnabo, Jean-Yves - Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek (RePEc:drm:wpaper:2016-16)
by Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond-Feingold - Intervention policy of the BoJ: a unified approach (RePEc:dul:wpaper:06-15rs)
by Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt - Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions (RePEc:eca:wpaper:2013/222092)
by Marco Valerio Geraci & Jean-Yves Gnabo - Climate litigation and financial markets: A disciplinary effect? (RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004289)
by Dulak, Thomas & Gnabo, Jean-Yves - Firm performance and the crowd effect in lobbying competition (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007942)
by Girard, Alexandre & Gnabo, Jean-Yves & Londoño van Rutten, Rodrigo - Decentralized Autonomous Organizations (DAOs): Catalysts for enhanced market efficiency (RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008176)
by Perez Riaza, Baptiste & Gnabo, Jean-Yves - Corporate lobbying and firm performance variability (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008966)
by Girard, Alexandre & Gnabo, Jean-Yves & Londoño van Rutten, Rodrigo - Common short selling and excess comovement: Evidence from a sample of LSE stocks (RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000319)
by Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David - Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds (RePEc:eee:finsta:v:63:y:2022:i:c:s157230892200081x)
by Gnabo, Jean-Yves & Soudant, Joey - Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan (RePEc:eee:intfin:v:19:y:2009:i:1:p:94-111)
by Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle - Foreign-exchange intervention strategies and market expectations: insights from Japan (RePEc:eee:intfin:v:19:y:2009:i:3:p:432-446)
by Gnabo, Jean-Yves & Teiletche, Jérôme - The importance of conflicts of interest in attributing sovereign credit ratings (RePEc:eee:irlaec:v:47:y:2016:i:c:p:48-66)
by Bernal, Oscar & Girard, Alexandre & Gnabo, Jean-Yves - Assessing the contribution of banks, insurance and other financial services to systemic risk (RePEc:eee:jbfina:v:47:y:2014:i:c:p:270-287)
by Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory - Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed (RePEc:eee:jbfina:v:55:y:2015:i:c:p:281-294)
by Gnabo, Jean-Yves & Moccero, Diego Nicolas - The intra-day impact of communication on euro-dollar volatility and jumps (RePEc:eee:jimfin:v:43:y:2014:i:c:p:131-154)
by Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle - System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies (RePEc:eee:jimfin:v:48:y:2014:i:pa:p:147-174)
by Gnabo, Jean-Yves & Hvozdyk, Lyudmyla & Lahaye, Jérôme - Economic policy uncertainty and risk spillovers in the Eurozone (RePEc:eee:jimfin:v:65:y:2016:i:c:p:24-45)
by Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory - Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition (RePEc:eee:jimfin:v:76:y:2017:i:c:p:68-87)
by Debarsy, Nicolas & Gnabo, Jean-Yves & Kerkour, Malik - Announcements, financial operations or both? Generalizing central banks' FX reaction functions (RePEc:eee:jjieco:v:23:y:2009:i:4:p:367-394)
by Bernal, Oscar & Gnabo, Jean-Yves - Effective network inference through multivariate information transfer estimation (RePEc:eee:phsmap:v:499:y:2018:i:c:p:376-394)
by Dahlqvist, Carl-Henrik & Gnabo, Jean-Yves - Understanding the decision-making process of sovereign wealth funds: The case of Temasek (RePEc:hal:journl:hal-01685389)
by J.Y. Gnabo & M. Kerkour & C. Lecourt & H. Raymond - Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy (RePEc:hal:journl:hal-04202585)
by Eli Agba & Hamza Bennani & Jean-Yves Gnabo - Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek (RePEc:hal:wpaper:hal-04141594)
by Jean-Yves Gnabo & Malik Kerkour & Christelle Lecourt & Hélène Raymond - Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis (RePEc:hal:wpaper:halshs-03513049)
by Sophie Béreau & Nicolas Debarsy & Cyrille Dossougoin & Jean-Yves Gnabo - Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition (RePEc:leo:wpaper:2173)
by Nicolas DEBARSY & Jean-Yves GNABO & Malik KERKOUR - Assessing the role of interbank network structure in business and financial cycle analysis (RePEc:nbb:reswpp:201610-307)
by Jean-Yves Gnabo & Nicolas K. Scholtes - Sovereign Wealth Funds During Crises (RePEc:spr:sprchp:978-3-031-50821-9_30)
by Jean-Yves Gnabo & Malik Kerkour & Louise Schraverus - Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy (RePEc:taf:applec:v:54:y:2022:i:48:p:5549-5574)
by Eli Agba & Hamza Bennani & Jean-Yves Gnabo - Do jumps mislead the FX market? (RePEc:taf:quantf:v:12:y:2012:i:10:p:1521-1532)
by Jean-Yves Gnabo & J�rôme Lahaye & S�bastien Laurent & Christelle Lecourt - Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic (RePEc:unu:wpaper:rp2008-95)
by Jean-Yves Gnabo & Luiz de Mello & Diego Moccero