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

270

Citations

RESEARCH PRODUCTION:

15

Articles

14

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 19
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 8 (2.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgn9
   Updated: 2021-03-01    RAS profile: 2020-11-26    
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Relations with other researchers


Works with:

Debarsy, Nicolas (5)

Kerkour, Malik (5)

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)

Szafarz, Ariane (5)

O'Dorchai, Síle (5)

O'Dorchai, Sile (5)

Baruník, Jozef (5)

Belke, Ansgar (5)

Weill, Laurent (5)

Choi, Sangyup (5)

Zhang, Zhichao (5)

Furceri, Davide (5)

Beine, Michel (5)

Cites to:

Beine, Michel (40)

Dominguez, Kathryn (25)

Fratzscher, Marcel (24)

Laurent, Sébastien (24)

Bollerslev, Tim (24)

Neely, Christopher (22)

Taylor, Mark (20)

Andersen, Torben (19)

Fatum, Rasmus (18)

Diebold, Francis (17)

Hutchison, Michael (16)

Main data


Where Jean-Yves Gnabo has published?


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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
Post-Print / HAL2

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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2020Dynamic 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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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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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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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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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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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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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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2020Back to government ownership: The Sovereign Wealth Funds phenomenon. (2020). Grira, Jocelyn. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319302156.

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

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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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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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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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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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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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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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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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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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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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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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paper0
2019A multilevel analysis to systemic exposure: insights from local and system-wide information In: Papers.
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paper0
2020Making a Difference: European Mutual Funds Distinctiveness and Peersâ Performance In: Finance.
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article0
2019Making a difference: European mutual funds distinctiveness and peers’ performance.(2019) In: LIDAM Discussion Papers CORE.
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This paper has another version. Agregated cites: 0
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2020Common Short Selling and Excess Comovement In: Cambridge Working Papers in Economics.
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paper0
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: LIDAM Discussion Papers CORE.
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paper11
2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach.(2018) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has another version. Agregated cites: 11
paper
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
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article19
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: 19
paper
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.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
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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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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article1
2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
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article56
2015Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed In: Journal of Banking & Finance.
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article15
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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article19
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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article10
2016Economic policy uncertainty and risk spillovers in the Eurozone In: Journal of International Money and Finance.
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article36
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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article4
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: 4
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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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2017Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition In: Post-Print.
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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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article1
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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paper4

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