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Details about Jean-Yves Gnabo

E-mail:
Homepage:http://sites.google.com/site/jygnabo
Phone:+32 (0)81 72 49 02
Postal address:University of Namur 8, Rempart de la Vierge B-3000 Namur, Belgium
Workplace:Center for Research in Finance and Management (CeReFiM), Faculté des Sciences Économiques, Sociales et de Gestion (FSESG) (Faculty of Economics, Social Sciences and Business Administration), Université de Namur (University of Namur), (more information at EDIRC)
Faculté des Sciences Économiques, Sociales et de Gestion (FSESG) (Faculty of Economics, Social Sciences and Business Administration), Université de Namur (University of Namur), (more information at EDIRC)

Access statistics for papers by Jean-Yves Gnabo.

Last updated 2020-11-26. Update your information in the RePEc Author Service.

Short-id: pgn9


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Working Papers

2020

  1. Common Short Selling and Excess Comovement
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads

2019

  1. A multilevel analysis to systemic exposure: insights from local and system-wide information
    Papers, arXiv.org Downloads
  2. Making a difference: European mutual funds distinctiveness and peers’ performance
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Finance (2020)

2018

  1. Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
    Papers, arXiv.org Downloads View citations (1)
  2. Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)
    Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2016) Downloads View citations (3)

2017

  1. Understanding the decision-making process of sovereign wealth funds: The case of Temasek
    Post-Print, HAL View citations (1)
    Also in EconomiX Working Papers, University of Paris Nanterre, EconomiX (2016) Downloads

2016

  1. Assessing the role of interbank network structure in business and financial cycle analysis
    Working Paper Research, National Bank of Belgium Downloads View citations (4)
  2. Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)

2015

  1. Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
    Working Papers ECARES, ULB -- Universite Libre de Bruxelles Downloads View citations (4)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2018)

2008

  1. Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (2)

2006

  1. Intervention policy of the BoJ: a unified approach
    DULBEA Working Papers, ULB -- Universite Libre de Bruxelles Downloads View citations (32)

Journal Articles

2020

  1. Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance
    Finance, 2020, 41, (2), 7-51 Downloads
    See also Working Paper (2019)

2018

  1. Effective network inference through multivariate information transfer estimation
    Physica A: Statistical Mechanics and its Applications, 2018, 499, (C), 376-394 Downloads
  2. Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions
    Journal of Financial and Quantitative Analysis, 2018, 53, (3), 1371-1390 Downloads View citations (20)
    See also Working Paper (2015)

2017

  1. Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition
    Journal of International Money and Finance, 2017, 76, (C), 68-87 Downloads View citations (3)
    See also Working Paper (2016)

2016

  1. Economic policy uncertainty and risk spillovers in the Eurozone
    Journal of International Money and Finance, 2016, 65, (C), 24-45 Downloads View citations (44)
  2. The importance of conflicts of interest in attributing sovereign credit ratings
    International Review of Law and Economics, 2016, 47, (C), 48-66 Downloads View citations (1)

2015

  1. Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed
    Journal of Banking & Finance, 2015, 55, (C), 281-294 Downloads View citations (14)

2014

  1. Assessing the contribution of banks, insurance and other financial services to systemic risk
    Journal of Banking & Finance, 2014, 47, (C), 270-287 Downloads View citations (63)
  2. System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies
    Journal of International Money and Finance, 2014, 48, (PA), 147-174 Downloads View citations (10)
  3. The intra-day impact of communication on euro-dollar volatility and jumps
    Journal of International Money and Finance, 2014, 43, (C), 131-154 Downloads View citations (22)

2012

  1. Do jumps mislead the FX market?
    Quantitative Finance, 2012, 12, (10), 1521-1532 Downloads View citations (3)

2009

  1. Announcements, financial operations or both? Generalizing central banks' FX reaction functions
    Journal of the Japanese and International Economies, 2009, 23, (4), 367-394 Downloads View citations (13)
  2. Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 94-111 Downloads View citations (13)
  3. Foreign-exchange intervention strategies and market expectations: insights from Japan
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 432-446 Downloads View citations (11)

2008

  1. Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan
    Economie Internationale, 2008, (113), 5-34 Downloads
 
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