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

406

Citations

RESEARCH PRODUCTION:

15

Articles

14

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 25
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 10 (2.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgn9
   Updated: 2024-01-16    RAS profile: 2022-06-20    
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Relations with other researchers

Works with:

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)

Zhang, Zhichao (5)

LECOURT, Christelle (5)

Furceri, Davide (5)

Weill, Laurent (5)

Szafarz, Ariane (5)

O'Dorchai, Síle (5)

Choi, Sangyup (5)

Beine, Michel (5)

Cites to:

Beine, Michel (47)

LECOURT, Christelle (39)

Laurent, Sébastien (28)

Dominguez, Kathryn (27)

Bollerslev, Tim (26)

Fratzscher, Marcel (25)

Neely, Christopher (24)

Taylor, Mark (22)

Andersen, Torben (21)

Diebold, Francis (21)

Fatum, Rasmus (19)

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

Recent works citing Jean-Yves Gnabo (2024 and 2023)

YearTitle of citing document
2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023A Bayesian Markov-switching SAR model for time-varying cross-price spillovers. (2023). Glocker, Christian ; Iacopini, Matteo ; Piribauer, Philipp ; Krisztin, Tam'As. In: Papers. RePEc:arx:papers:2310.19557.

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2023.

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2023Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?. (2023). Piccillo, Giulia ; Gomez, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10407.

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2023Unveiling the sentiment behind central bank narratives: A novel deep learning index. (2023). Radu, Tefan-Constantin ; Pochea, Maria-Miruna ; Nioi, Mihai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000230.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

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2023Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2023A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003034.

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2023Interest rates and systemic risk:Evidence from the Vietnamese economy. (2023). Thuy, Linh Thi ; Xuan, Huong Thi ; Thanh, Hoai Thi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000063.

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2023Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039.

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2023The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300.

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2023Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. (2023). Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s037843712300136x.

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2023Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000703.

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2023Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?. (2023). Graziano, Domenico ; Varrone, Nicola ; Mustilli, Mario ; Gangi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000764.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008.

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2023Unanticipated and Backward-Looking: Deflations and the Behavior of Inflation Expectations. (2023). Mehrotra, Aaron ; Banerjee, Ryan. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:4:a:2.

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2023The Role of Systemic Risk Spillovers in the Transmission of Euro Area Monetary Policy. (2023). Skouralis, Alexandros. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09707-0.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023A review of the internationalization of state-owned firms and sovereign wealth funds: Governments’ nonbusiness objectives and discreet power. (2023). Megginson, William L ; Grosman, Anna ; Cuervo-Cazurra, Alvaro. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:1:d:10.1057_s41267-022-00522-w.

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2023Cross-country variations in sovereign wealth funds’ transparency. (2023). Wood, Geoffrey T ; Grosman, Anna ; Cuervo-Cazurra, Alvaro. In: Journal of International Business Policy. RePEc:pal:joibpo:v:6:y:2023:i:3:d:10.1057_s42214-023-00149-0.

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2023Risk spillover in China’s real estate industry chain: a DCC-EGARCH-?CoVaR model. (2023). Zheng, Yuelong ; Wang, Lin ; Zhou, Liguo ; Chen, Xiaoyang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01934-1.

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2023Assessing the contribution of South African Insurance Firms to Systemic Risk. (2023). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla ; Zulu, Thulani. In: MPRA Paper. RePEc:pra:mprapa:116815.

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2023anetworkapproachtointerbankcontagionriskinsouthafrica. (2023). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Working Papers. RePEc:rbz:wpaper:11052.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Uncertainty?driven oil volatility risk premium and international stock market volatility forecasting. (2023). Yin, Libo ; Su, Zhi ; Miao, Deyu ; Fang, Tong. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:872-904.

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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.
[Full Text][Citation analysis]		paper0
2019A multilevel analysis to systemic exposure: insights from local and system-wide information In: Papers.
[Full Text][Citation analysis]		paper0
2020Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance In: Finance.
[Full Text][Citation analysis]		article0
2019Making a difference: European mutual funds distinctiveness and peers’ performance.(2019) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2008Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan In: Economie Internationale.
[Full Text][Citation analysis]		article1
2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper23
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 nother version. Agregated cites: 23		paper
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article42
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper4
2017Understanding the decision-making process of sovereign wealth funds: The case of Temasek.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2006Intervention policy of the BoJ: a unified approach In: DULBEA Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article9
2009Foreign-exchange intervention strategies and market expectations: insights from Japan In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article10
2016The importance of conflicts of interest in attributing sovereign credit ratings In: International Review of Law and Economics.
[Full Text][Citation analysis]		article1
2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article90
2015Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article29
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]		article14
2016Economic policy uncertainty and risk spillovers in the Eurozone In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article78
2017Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2016Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition.(2016) In: LEO Working Papers / DR LEO.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2009Announcements, financial operations or both? Generalizing central banks FX reaction functions In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article13
2018Effective network inference through multivariate information transfer estimation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Assessing the role of interbank network structure in business and financial cycle analysis In: Working Paper Research.
[Full Text][Citation analysis]		paper4
2012Do jumps mislead the FX market? In: Quantitative Finance.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper4

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