Jean-Yves Gnabo : Citation Profile


Are you Jean-Yves Gnabo?

Université de Namur (90% share)
Université de Namur (10% share)

10

H index

10

i10 index

316

Citations

RESEARCH PRODUCTION:

15

Articles

13

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 22
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 101.    Total self citations: 8 (2.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgn9
   Updated: 2022-05-14    RAS profile: 2020-11-26    
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Relations with other researchers


Works with:

Kerkour, Malik (4)

Debarsy, Nicolas (4)

Geraci, Marco Valerio (3)

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

Is cited by:

Nguyen, Duc Khuong (8)

Sensoy, Ahmet (7)

Ugolini, Andrea (6)

Belke, Ansgar (6)

Weill, Laurent (5)

Furceri, Davide (5)

Szafarz, Ariane (5)

Beine, Michel (5)

O'Dorchai, Sile (5)

Zhang, Zhichao (5)

O'Dorchai, Síle (5)

Cites to:

Beine, Michel (40)

Dominguez, Kathryn (25)

Bollerslev, Tim (24)

Laurent, Sébastien (24)

Fratzscher, Marcel (24)

Neely, Christopher (21)

Taylor, Mark (20)

Andersen, Torben (19)

Diebold, Francis (17)

Fatum, Rasmus (17)

Hutchison, Michael (15)

Main data


Where Jean-Yves Gnabo has published?


Journals with more than one article published# docs
Journal of International Money and Finance4
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Jean-Yves Gnabo (2021 and 2020)


YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020Reconstruction Rating Model of Sovereign Debt by Logical Analysis of Data. (2020). Vizv, B'Ela ; Gholipour, Elnaz ; Lakner, Zolt'An. In: Papers. RePEc:arx:papers:2011.14112.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698.

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2021Do Good Institutions and Economic Uncertainty Matter to Foreign Direct Investment?. (2021). Sakharkar, Akshay ; Bommadevara, Ramesh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:471-487.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2022The Rising Interconnectedness of the Insurance Sector. (2022). Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:857.

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2021Modeling the dependence structure and systemic risk of all listed insurance companies in the Chinese insurance market. (2021). Cao, Yufei. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:4:p:367-399.

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2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach. (2020). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300440.

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2021Banks’ loan charge-offs and macro-level risk. (2021). Guo, Mengyang ; Song, Victor ; Jin, Justin Y. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001179.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach. (2020). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301986.

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2021Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. (2021). Jiang, Cuixia ; Jin, Bei ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302357.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2022Contagion effect of systemic risk among industry sectors in China’s stock market. (2022). Zhao, Tianyu ; Yan, Haoyang ; Xu, Qiuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001819.

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2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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2021Dynamic spatial panel data models with common shocks. (2021). Li, Kunpeng ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:134-160.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Disentangling the role of the exchange rate in oil-related scenarios for the European stock market. (2020). Ferreiro, Javier Ojea. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s014098832030116x.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2020Sovereign wealth funds: Past, present and future. (2020). Bahoo, Salman ; Paltrinieri, Andrea ; Alon, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918308068.

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2020Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642.

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2020Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis. (2020). Du, Min ; Boateng, Agyenim ; Kwabi, Frank O. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301083.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

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2022Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082.

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2022Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Assessing the contribution of China’s financial sectors to systemic risk. (2020). Vioto, Davide ; Morelli, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300760.

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2020The state of research on sovereign wealth funds. (2020). Gao, Xuechen ; Megginson, William L. In: Global Finance Journal. RePEc:eee:glofin:v:44:y:2020:i:c:s1044028319300638.

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2020Determinants of foreign direct investment inflows: The role of economic policy uncertainty. (2020). Nguyen Thanh, Binh ; Canh, Nguyen ; Binh, Nguyen Thanh ; Schinckus, Christophe ; Dinhthanh, SU. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:159-172.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?. (2021). Nguyen, Thanh Cong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001062.

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2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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2021Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

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2020Facing the Quadrilemma: Taylor rules, intervention policy and capital controls in large emerging markets. (2020). Zink, David ; Hutchison, Michael ; Chertman, Fernando. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305601.

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2021Emotions in macroeconomic news and their impact on the European bond market. (2021). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001236.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021Stock market comovements: Evidence from the COVID-19 pandemic. (2021). Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000335.

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2021Time-varying effects of global economic policy uncertainty shocks on crude oil price volatility?New evidence. (2021). Yang, MO ; Wei, YU ; Tuo, Siwei ; Lyu, Yongjian. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309739.

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2021Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x.

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2021Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098.

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2020Corporate risk-taking in developed countries: The influence of economic policy uncertainty and macroeconomic conditions. (2020). Vural-Yava, Idem. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300050.

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2020Economic policy uncertainty and ADR mispricing. (2020). Ngo, Thanh ; Grossmann, Axel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165.

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2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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2020Spatial pricing with multiple risk transmission channels and specific factors. (2020). Yuan, Ying ; Zhuang, Xintian ; Jin, Xiu ; Chen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119321636.

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2021The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach. (2021). Huang, Yirong ; Yu, Xiaoling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000662.

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2020Estimation of fixed effects spatial dynamic panel data models with small T and unknown heteroskedasticity. (2020). Yang, Zhenlin ; Li, Liyao. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:81:y:2020:i:c:s0166046219301139.

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2020The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186.

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2021An investigation of semantic similarity in PBOC’s communication on RMB volatility. (2021). Pang, Xin ; Miao, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:441-455.

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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2022Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482.

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2020Correlation between the 2014 EU-wide stress tests and the market-based measures of systemic risk. (2020). Dissem, Sonia ; Lobez, Frederic. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918300965.

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2020Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326.

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2020Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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2021Measuring the deadly embrace: Systemic and sovereign risks. (2021). de Simone, Francisco Nadal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531920309569.

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2020Asymmetric network connectedness of fears. (2020). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia ; Barunik, Jozef. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108199.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2022On Survivor Stocks in the S&P 500 Stock Index. (2022). Grobys, Klaus. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:95-:d:755090.

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2020Do Countries with Similar Levels of Corruption Compete to Attract Foreign Investment? Evidence Using World Panel Data. (2020). Salinas-Jimenez, Javier ; Marquez, Miguel Angel ; Fernandez-Nuez, Teresa ; Alama-Sabater, Luisa. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6194-:d:393011.

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2022An Asymmetric Analysis of the Influence That Economic Policy Uncertainty, Institutional Quality, and Corruption Level Have on India’s Digital Banking Services and Banking Stability. (2022). Grima, Simon ; Ullah, Assad ; Kamal, Muhammad Abdul ; Syed, Aamir Aijaz. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3238-:d:767820.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049.

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2020Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Working Papers. RePEc:ipg:wpaper:2020-006.

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2021Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis. (2021). Schwartz, Eduardo ; Wachter, Susan ; Pavlov, Andrey. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09747-8.

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2021Systemic Risk Spillovers Across the EURO Area. (2021). Skouralis, Alexandros. In: Working Papers. RePEc:lan:wpaper:326919507.

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2021Parameter Stability Testing for Multivariate Dynamic Time-Varying Models. (2021). Yan, Yayi ; Peng, Bin ; Gao, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-11.

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2020Global Effects of the Brexit Referendum: Evidence from US Corporations. (2020). Cortes, Gustavo ; Campello, Murillo ; Kankanhalli, Gaurav ; D'Almeida, Fabricio. In: NBER Working Papers. RePEc:nbr:nberwo:26714.

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2022Does insurance demand react to economic policy uncertainty and geopolitical risk? Evidence from Saudi Arabia. (2022). Hemrit, Wael. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:2:d:10.1057_s41288-021-00229-3.

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2020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

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2020Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2020). Li, Youwei ; Stanley, Eugene ; Pantelous, Athanasios ; Chen, Yanhua. In: MPRA Paper. RePEc:pra:mprapa:101700.

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2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162.

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2021Economic policy uncertainty: are there regional and country correlation?. (2021). Ozili, Peterson Kitakogelu. In: MPRA Paper. RePEc:pra:mprapa:105636.

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2021Economic policy uncertainty in banking: a literature review. (2021). Ozili, Peterson Kitakogelu. In: MPRA Paper. RePEc:pra:mprapa:108017.

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2022Economic policy uncertainty, bank nonperforming loans and loan loss provisions: are they correlated?. (2022). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:112381.

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2020Assessing the Systemic Risk Between American and European Financial Systems. (2020). Castanho, Rui Alexandre ; Benli, Vahit Ferhan ; Orhan, Ayhan. In: Prague Economic Papers. RePEc:prg:jnlpep:v:2020:y:2020:i:6:id:756:p:649-671.

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2021Official Intervention and Exchange Rate Determination: Evidence from India. (2021). Sharma, Akhil ; Gupta, Sanjeev ; Rishad, Abdul. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:3:p:357-379.

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2020The Economic Policy Uncertainty and Firm Investment in Germany. (2020). Oliver, John. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2020:p:34-41.

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2020Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions”. (2020). Nakajima, Jouchi. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00742-2.

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2020GAS Copula models on who’s systemically important in South Africa: Banks or Insurers?. (2020). Muteba, John Weirstrass ; Manguzvane, Mathias Mandla. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01695-4.

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2021The role of systemic risk spillovers in the transmission of Euro Area monetary policy. (2021). Skouralis, Alexandros. In: ESRB Working Paper Series. RePEc:srk:srkwps:2021129.

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2021Heterogeneous determinants of the exchange rate market in China with structural breaks. (2021). Deng, Lingling ; Du, Ziqing ; Zhang, Zhi ; Chen, Liming. In: Applied Economics. RePEc:taf:applec:v:53:y:2021:i:59:p:6839-6854.

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2021Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2021:05.

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2021Economic policy uncertainty, stakeholder engagement, and environmental, social, and governance practices: The moderating effect of competition. (2021). Vuralyava, Idem. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:1:p:82-102.

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2021Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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2021Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643.

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2021Spillovers and jumps in global markets: A comparative analysis. (2021). Laurini, Marcio P ; Moura, Rodolfo C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5997-6013.

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More than 100 citations found, this list is not complete...

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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2019A multilevel analysis to systemic exposure: insights from local and system-wide information In: Papers.
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2020Making a Difference: European Mutual Funds Distinctiveness and Peersâ Performance In: Finance.
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2019Making a difference: European mutual funds distinctiveness and peers’ performance.(2019) In: LIDAM Discussion Papers CORE.
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2020Common Short Selling and Excess Comovement In: Cambridge Working Papers in Economics.
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2008Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale.
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article1
2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach In: LIDAM Discussion Papers CORE.
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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach.(2018) In: LIDAM Reprints CORE.
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This paper has another version. Agregated cites: 14
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2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
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article27
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
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This paper has another version. Agregated cites: 27
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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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paper1
2017Understanding the decision-making process of sovereign wealth funds: The case of Temasek.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 1
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2006Intervention policy of the BoJ: a unified approach In: DULBEA Working Papers.
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paper54
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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article9
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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2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
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article70
2015Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed In: Journal of Banking & Finance.
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article14
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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article23
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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article11
2016Economic policy uncertainty and risk spillovers in the Eurozone In: Journal of International Money and Finance.
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article54
2017Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition In: Journal of International Money and Finance.
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article3
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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This paper has another version. Agregated cites: 3
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2009Announcements, financial operations or both? Generalizing central banks FX reaction functions In: Journal of the Japanese and International Economies.
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article13
2018Effective network inference through multivariate information transfer estimation In: Physica A: Statistical Mechanics and its Applications.
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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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article3
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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