Jean-Yves Gnabo : Citation Profile


Are you Jean-Yves Gnabo?

Université de Namur

7

H index

5

i10 index

113

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   11 years (2006 - 2017). See details.
   Cites by year: 10
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 7 (5.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn9
   Updated: 2017-11-18    RAS profile: 2017-08-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Debarsy, Nicolas (2)

Kerkour, Malik (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 (5)

Vähämaa, Sami (4)

Reboredo, Juan (4)

Szafarz, Ariane (4)

Beine, Michel (4)

O'Dorchai, Sile (3)

Weill, Laurent (3)

Iwatsubo, Kentaro (3)

O'Dorchai, Síle (3)

Gourio, Francois (3)

Kawanishi, Satoshi (3)

Cites to:

Beine, Michel (38)

Laurent, Sébastien (25)

Dominguez, Kathryn (25)

Bollerslev, Tim (25)

Fratzscher, Marcel (24)

Neely, Christopher (22)

Andersen, Torben (20)

Taylor, Mark (20)

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 Finance3
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2

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

Recent works citing Jean-Yves Gnabo (2017 and 2016)


YearTitle of citing document
2016Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro. In: Papers. RePEc:arx:papers:1504.03733.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:16-37.

Full description at Econpapers || Download paper

2016Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models. (2016). Villamizar-Villegas, mauricio ; Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Ordoez-Callamand, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:972.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach. (2016). Palm, Franz ; Laurent, Sébastien ; Lecourt, Christelle . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:383-400.

Full description at Econpapers || Download paper

2016A multiple threshold analysis of the Feds balancing act during the Great Moderation. (2016). Ahmad, Saad . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:343-358.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Foreign exchange market interventions under inflation targeting: The case of Guatemala. (2016). Catalan-Herrera, Juan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:101-114.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Downside and upside risk spillovers between exchange rates and stock prices. (2016). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:76-96.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016The impact of downward/upward oil price movements on metal prices. (2016). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:129-141.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016THE IMPACT OF A CENTRAL BANK’S VERBAL INTERVENTIONS ON STOCK EXCHANGE INDICES IN A RESOURCE BASED ECONOMY: THE EVIDENCE FROM RUSSIA. (2016). Kuznetsova, Olga ; Ulyanova, Sofiya R. In: HSE Working papers. RePEc:hig:wpaper:155/ec/2016.

Full description at Econpapers || Download paper

2016Aggregate Uncertainty and Sectoral Productivity Growth; The Role of Credit Constraints. (2016). Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Huang, YI. In: IMF Working Papers. RePEc:imf:imfwpa:16/174.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System. (2016). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-05.

Full description at Econpapers || Download paper

2016The Relationship between Insurance Industry and Banking Sector in China: Asymmetric Granger Causality Test. (2016). Jing, Qiaoling ; Guo, Jingyan . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:114-127.

Full description at Econpapers || Download paper

2016Impact Of FOMC Official Speeches on the Intraday Dynamics of CDS Markets. (2016). Lupu, Radu ; Calin, Adrian Cantemir ; Albu, Lucian ; Clin, Adrian Cantemir . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:2:p:5-12.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates. (2016). Bibinger, Markus ; Linzert, Tobias . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:31:y:2016:i:4:p:613-629.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Regional Banking Instability and FOMC Voting. (2016). Noth, Felix ; Eichler, Stefan ; Lahner, Tom . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-15-16.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016Regional Banking Instability and FOMC Voting. (2016). Noth, Felix ; Eichler, Stefan ; Lahner, Tom . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145803.

Full description at Econpapers || Download paper

Works by Jean-Yves Gnabo:


YearTitleTypeCited
2017Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science In: Papers.
[Full Text][Citation analysis]
paper0
2008Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale.
[Full Text][Citation analysis]
article0
2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper0
2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers.
[Full Text][Citation analysis]
paper0
2006Intervention policy of the BoJ: a unified approach In: DULBEA Working Papers.
[Full Text][Citation analysis]
paper35
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions In: Working Papers ECARES.
[Full Text][Citation analysis]
paper0
2015Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARS In: Working Papers ECARES.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article7
2009Foreign-exchange intervention strategies and market expectations: insights from Japan In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article9
2016The importance of conflicts of interest in attributing sovereign credit ratings In: International Review of Law and Economics.
[Full Text][Citation analysis]
article0
2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article20
2015Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article10
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.
[Full Text][Citation analysis]
article4
2016Economic policy uncertainty and risk spillovers in the Eurozone In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article5
2009Announcements, financial operations or both? Generalizing central banks FX reaction functions In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article12
2016Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
paper0
2012Do jumps mislead the FX market? In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2008Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic In: WIDER Working Paper Series.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team