Jean-Yves Gnabo : Citation Profile


Are you Jean-Yves Gnabo?

Université de Namur

8

H index

6

i10 index

140

Citations

RESEARCH PRODUCTION:

13

Articles

11

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 11
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 9 (6.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgn9
   Updated: 2018-10-13    RAS profile: 2018-06-08    
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Relations with other researchers


Works with:

Debarsy, Nicolas (5)

Kerkour, Malik (2)

Dossougoin, Cyrille (2)

Geraci, Marco Valerio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jean-Yves Gnabo.

Is cited by:

Ugolini, Andrea (6)

Zhang, Zhichao (5)

Belke, Ansgar (4)

Reboredo, Juan (4)

Beine, Michel (4)

Szafarz, Ariane (4)

Vähämaa, Sami (4)

Bernal, Oscar (3)

Beckmann, Joscha (3)

Loungani, Prakash (3)

Fisher, Jonas (3)

Cites to:

Beine, Michel (38)

Bollerslev, Tim (25)

Dominguez, Kathryn (25)

Laurent, Sébastien (25)

Fratzscher, Marcel (24)

Neely, Christopher (22)

Taylor, Mark (20)

Andersen, Torben (20)

Diebold, Francis (18)

Fatum, Rasmus (18)

Hutchison, Michael (16)

Main data


Where Jean-Yves Gnabo has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
Journal of International Financial Markets, Institutions and Money2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers ECARES / ULB -- Universite Libre de Bruxelles2
Post-Print / HAL2

Recent works citing Jean-Yves Gnabo (2018 and 2017)


YearTitle of citing document
2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1602.05489.

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2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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2018Testing the systemic risk differences in banks. (2018). Jokivuolle, Esa ; Vioto, Davide ; Tunaru, Radu. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_013.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2017Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015708.

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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20.

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2017Sovereign debt and systemic risk in the eurozone. (2017). Popescu, Alexandra ; Turcu, Camelia. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:275-284.

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2017Measuring systemic risk with regime switching in tails. (2017). Liu, Xiaochun. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:55-72.

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2018Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy. (2018). de Mendonça, Helder ; deMendona, Helder Ferreira ; da Silva, Rafael Bernardo ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:141-157.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2018Risk contribution of the Chinese stock market to developed markets in the post-crisis period. (2018). Yu, Honghai ; Du, Donglei ; Sun, Boyang ; Fang, Libing. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:87-97.

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2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

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2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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2017Multiple risk measures for multivariate dynamic heavy–tailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32.

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2017Systematic cojumps, market component portfolios and scheduled macroeconomic announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:43-58.

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2017Assessing contagion risk from energy and non-energy commodity markets. (2017). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:312-322.

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2017Oral intervention in China: Efficacy of Chinese exchange rate communications. (2017). Zhang, Zhichao ; Li, HE. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:24-34.

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2017Bank systemic risk and corporate investment: Evidence from the US. (2017). Vithessonthi, Chaiporn ; Adachi-Sato, Meg. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:151-163.

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2017Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53.

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2018Is U.S. economic policy uncertainty priced in Chinas A-shares market? Evidence from market, industry, and individual stocks. (2018). Kutan, Ali ; Sun, Ping-Wen ; Hu, Zhijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:207-220.

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2018Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution. (2018). Fang, Libing ; Qian, Yichuo ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:137-144.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2017Forecasting the variance of stock index returns using jumps and cojumps. (2017). Liao, Yin ; Clements, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:729-742.

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2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

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2018Regional banking instability and FOMC voting. (2018). Eichler, Stefan ; Noth, Felix ; Lahner, Tom . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:282-292.

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2017Words are not all created equal: A new measure of ECB communication. (2017). Renault, Thomas ; PICAULT, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:136-156.

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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Balcilar, Mehmet ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:208-218.

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2018Flexible dependence modeling using convex combinations of different types of connectivity structures. (2018). Debarsy, Nicolas ; Lesage, James . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:69:y:2018:i:c:p:48-68.

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2017Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?. (2017). Suardi, Sandy ; Chang, Yuanchen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:370-390.

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2018Spillover effects among financial institutions within Germany and the United Kingdom. (2018). Ghulam, Yaseen ; Doering, Jana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:49-63.

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2017Uncertainty over Production Forecasts: An empirical analysis using monthly firm survey data. (2017). MORIKAWA, MASAYUKI ; Masayuki, Morikawa . In: Discussion papers. RePEc:eti:dpaper:17081.

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2017Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Working Papers. RePEc:fip:fedlwp:2017-011.

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2017Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints. (2017). Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Huang, YI. In: IHEID Working Papers. RePEc:gii:giihei:heidwp09-2017.

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2017Assessing systemic risk and its determinants for advanced and major emerging economies: the case of ΔCoVaR. (2017). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0330-2.

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2017Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan ; de Moraes, Claudio . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:87:p:67-95.

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2017Uncertainty and Monetary Policy in Good and Bad Times. (2017). Castelnuovo, Efrem ; Caggiano, Giovanni ; Nodari, Gabriela. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-06.

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2017The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik . In: ROME Working Papers. RePEc:rmn:wpaper:201708.

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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2018 Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach. (2018). Ferreiro, Javier Ojea. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1812.

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2017Aggregate Uncertainty and Sectoral Productivity Growth: The Role of Credit Constraints. (2017). Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Huang, YI. In: Working papers. RePEc:yon:wpaper:2017rwp-109.

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2017The impact of uncertainty on macro variables: An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik . In: Ruhr Economic Papers. RePEc:zbw:rwirep:699.

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Works by Jean-Yves Gnabo:


YearTitleTypeCited
2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science In: Papers.
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2008Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale.
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article0
2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach In: CORE Discussion Papers.
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paper1
2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach.(2018) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 1
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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach.(2018) In: Post-Print.
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2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers.
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2006Intervention policy of the BoJ: a unified approach In: DULBEA Working Papers.
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paper38
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions In: Working Papers ECARES.
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2015Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS In: Working Papers ECARES.
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paper0
2009Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan In: Journal of International Financial Markets, Institutions and Money.
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article8
2009Foreign-exchange intervention strategies and market expectations: insights from Japan In: Journal of International Financial Markets, Institutions and Money.
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article10
2016The importance of conflicts of interest in attributing sovereign credit ratings In: International Review of Law and Economics.
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article0
2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
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article29
2015Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed In: Journal of Banking & Finance.
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article12
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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article13
2014System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies In: Journal of International Money and Finance.
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article5
2016Economic policy uncertainty and risk spillovers in the Eurozone In: Journal of International Money and Finance.
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article8
2009Announcements, financial operations or both? Generalizing central banks FX reaction functions In: Journal of the Japanese and International Economies.
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article12
2018Effective network inference through multivariate information transfer estimation In: Physica A: Statistical Mechanics and its Applications.
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2017Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition In: Post-Print.
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2016Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition.(2016) In: LEO Working Papers / DR LEO.
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2016Assessing the role of interbank network structure in business and financial cycle analysis In: Working Paper Research.
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2012Do jumps mislead the FX market? In: Quantitative Finance.
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2008Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic In: WIDER Working Paper Series.
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