Jean-Yves Gnabo : Citation Profile

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

10

H index

11

i10 index

518

Citations

RESEARCH PRODUCTION:

23

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 27
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 12 (2.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgn9
   Updated: 2025-12-13    RAS profile: 2025-08-25    
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Relations with other researchers

Works with:

Geraci, Marco Valerio (2)

Bennani, Hamza (2)

Girard, Alexandre (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:

Nguyen, Duc Khuong (8)

Sensoy, Ahmet (8)

Baruník, Jozef (6)

Ugolini, Andrea (6)

Weill, Laurent (5)

Uddin, Gazi (5)

Choi, Sangyup (5)

GUPTA, RANGAN (5)

O'Dorchai, Sile (5)

Szafarz, Ariane (5)

LECOURT, Christelle (5)

Cites to:

Beine, Michel (48)

LECOURT, Christelle (40)

Bollerslev, Tim (30)

Laurent, Sébastien (29)

Fratzscher, Marcel (27)

Dominguez, Kathryn (27)

Diebold, Francis (25)

Andersen, Torben (24)

Neely, Christopher (24)

Taylor, Mark (22)

Fatum, Rasmus (21)

Main data

Where Jean-Yves Gnabo has published?

Journals with more than one article published# docs
Journal of International Money and Finance5
Finance Research Letters3
Journal of Banking & Finance2
Journal of International Financial Markets, Institutions and Money2

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

Recent works citing Jean-Yves Gnabo (2025 and 2024)

YearTitle of citing document
2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Wang, Yuhang ; Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19439.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2025Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272.

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2024Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis. (2024). Rocha, Luis ; Gandica, Yerali ; Abafita, Jemal ; Choramo, Tekilu Tadesse. In: Papers. RePEc:arx:papers:2410.21019.

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2025Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635.

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2024Economic policy uncertainty and local government debt: Evidence from China. (2024). Zhou, Tianhang ; Li, Jie ; Lan, Minming ; Gao, Han. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:4:p:1103-1141.

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2024Spatial spillovers in trade agreement memberships: Does institutional proximity matter?. (2024). Sun, Yiguo ; Stengos, Thanasis ; Liu, Renliang. In: Review of International Economics. RePEc:bla:reviec:v:32:y:2024:i:3:p:1398-1433.

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2024Measuring capital at risk with financial contagion: two-sector model with banks and insurers. (2024). Covi, Giovanni ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:1081.

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2025The impact of climate litigation risk on firms’ cost of bank loans. (2025). Nobile, Lorenzo ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20253087.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Dai, LU ; Yang, Jizhe. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

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2024Home bias and the returns of strategic portfolios: Neither always so good nor so bad. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s221463502400042x.

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2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2024Talking fragmentation away – Decoding the ’whatever it takes’ effect. (2024). Baumgärtner, Martin ; Baumgartner, Martin ; Zahner, Johannes. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005104.

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2024Economic uncertainty and credit risk: Evidence from international corporate bonds. (2024). Valenzuela, Patricio ; Mella, Javier ; Claveria, Juan. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001496.

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2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Costola, Michele ; Iacopini, Matteo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Are FX communications effective? Evidence from emerging markets. (2024). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Parra-Polania, Julian. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2025Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777.

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2025How does ESG affect systemic tail risk?. (2025). Liu, Xiaoxing ; Wu, Yizhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002790.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Are “too big to fail” banks just different in size? – A study on systemic risk and stand-alone risk. (2024). Li, Zongyuan ; Lai, Rose Neng. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000954.

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2024Exchange rate stability and expectation management under heterogeneous expectations. (2024). Li, Xiaoping ; Shi, Wenming ; Wang, Nan ; Duan, Jihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003855.

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2024Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501.

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2024What explains the size of Sovereign Wealth Funds? A panel analysis (2008–2018). (2024). Di Domizio, Marco ; Caruso, Raul ; Balestra, Anna. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002307.

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2024Cross-Border spillover of imported sovereign risk to China: Key factors identification based on XGBoost-SHAP explainable machine learning algorithm. (2024). Wei, Zijun ; Luo, Weichen ; Chen, Zhizhen ; Shi, Guifen. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013369.

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2024Intraday variation in cross-sectional stock comovement and impact of index-based strategies. (2024). Shen, Yiwen ; Shi, Meiqi. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000120.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2025A network approach to interbank contagion risk in South Africa. (2025). Zhang, Hairui ; Lin, Shiqiang ; Mananga, Pierre Nkou. In: Journal of Financial Stability. RePEc:eee:finsta:v:77:y:2025:i:c:s1572308925000154.

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2024Assessment of Economic Policy Uncertainty spillovers: A cross-border analysis of global and BRIC economies. (2024). Hassan, M. Kabir ; Kayani, Umar ; Khan, Maaz ; Nawaz, Farrukh ; Dejan, Austin. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000532.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2025Carbon risk and debt financing: An international perspective. (2025). Urquhart, Andrew ; Ren, Xiaohang ; Li, Wenqi ; Duan, Kun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000294.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2024How informed are international short sellers? Global and local industry concentration of short sellers. (2024). , Ruth ; Huszr, Zsuzsa R ; Duong, Truong X. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000501.

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2024Does the risk spillover in global financial markets intensify during major public health emergencies? Evidence from the COVID-19 crisis. (2024). Wang, Yifan ; Zhang, Yanhang ; You, Xiqi ; Yang, Hanfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:83:y:2024:i:c:s0927538x24000234.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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2024Investment network and stock’s systemic risk contribution: Evidence from China. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:113-132.

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2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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2024Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293.

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2024The determinants of Turkish CDS volatility: An ARDL approach covering COVID period. (2024). Sunal, Onur ; Yaci, Filiz. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000930.

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2025Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466.

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2024Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443.

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2024Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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2024Measuring spatial impacts and tracking cross-border risk. (2024). Xiao, Yang ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:50-84.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2024Identifying crucial financial markets in the flows of cross-border capital – evidence from Chinas financial risk network. (2024). Lien, Donald ; Hu, Jinqiang ; Yu, Xiaojian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006622.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Al-Nassar, Nassar S ; Ma, Chao-Qun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001910.

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2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2025Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems. (2025). Foglia, Matteo ; Addi, Abdelhamid ; Miglietta, Federica ; Wang, Gang-Jin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004938.

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2024Are Regulatory Short Sale Data a Profitable Predictor of UK Stock Returns?. (2024). Ashby, Michael. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:320-:d:1442459.

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2024Real Exchange Rate Channel of QE Monetary Transmission Mechanism in Selected EU Members: The Pooled Mean Group Panel Approach. (2024). Sekuli, Aleksandar ; Pucar, Emilija Beker ; Stojkov, Stefan. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2024:i:1:p:12-:d:1556047.

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2025The Nexus Between Tax Revenue, Economic Policy Uncertainty, and Economic Growth: Evidence from G7 Economies. (2025). Sasmaz, Mahmut Unsal ; Ozen, Ahmet ; Sakar, Emre. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:15:p:6780-:d:1709974.

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2024Asymmetries in risk spillovers between currency and stock markets: Evidence from the CoVaR-copula approach. (2024). Wu, Jyh-Lin ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01285-1.

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2024Impacts of climate litigation on firm value. (2024). Venmans, Frank ; Higham, Catherine ; Gostlow, Glen ; Sato, Misato ; Setzer, Joana. In: Nature Sustainability. RePEc:nat:natsus:v:7:y:2024:i:11:d:10.1038_s41893-024-01455-y.

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2024Interconnectedness of systemic risk in the Chinese economy: the Granger causality and CISS indicator approach. (2024). Amiri, Sajjad Pashay ; Rouz, Omid Farkhondeh ; Vafa, Hossein Sohrabi ; Khoojine, Arash Sioofy. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:2:d:10.1057_s41283-024-00142-8.

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2024Market liquidity and volatility: Does economic policy uncertainty matter? Evidence from Asian emerging economies. (2024). Muzaffar, Zumara ; Malik, Imran Riaz. In: PLOS ONE. RePEc:plo:pone00:0301597.

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2024Shifting Tides: the Effect of Institutional Divestments on the Global Market. (2024). Banerjee, Rhythm. In: MPRA Paper. RePEc:pra:mprapa:121922.

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2024Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202415.

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2024Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach. (2024). Magerakis, Efstathios ; Gkillas, Konstantinos ; Galariotis, Emilios ; Floros, Christos ; Zopounidis, Constantin. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06176-1.

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2025Cryptocurrency markets, macroeconomic news announcements and energy consumption. (2025). ben Omrane, Walid ; Qi, Qianru ; Saadi, Samir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05500-5.

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2024Cross-border spillovers in G20 sovereign CDS markets: cluster analysis based on K-means machine learning algorithm and TVP–VAR models. (2024). Chen, Zhizhen ; Sun, Boyang ; Shi, Guifen. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02628-6.

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2025Empirical similarity for revealing the US interest rate policy: modeling case-based decisions of the FOMC. (2025). Okhrin, Yarema ; Golosnoy, Vasyl. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-024-02709-6.

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2025Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach. (2025). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00699-z.

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2024The Impact of the Social Mood on the Italian Sovereign Debt Market: A Twitter Perspective. (2024). Carnazza, Giovanni. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:10:y:2024:i:1:d:10.1007_s40797-022-00217-z.

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2024An empirical comparison of correlation-based systemic risk measures. (2024). Uberti, Pierpaolo ; Pastorino, Caterina. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01746-0.

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2024Macroeconomic effects of global policy and financial risks. (2024). Luo, Pengfei ; Ogawa, Eiji. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:177-205.

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2024Systemic risk in the Scandinavian banking sector. (2024). Uddin, Gazi ; Rahman, Md Lutfur ; Sjo, BO ; Hedstrom, Axel Per. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:581-608.

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2024The Life Cycle of Systemic Risk and Crises. (2024). Berger, Allen N ; Sedunov, John. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:8:p:1923-1961.

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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]		paper2
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.
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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]		paper3
2023Common short selling and excess comovement: Evidence from a sample of LSE stocks.(2023) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 3		article
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]		paper45
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: 45		paper
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article59
2015Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions.(2015) In: Working Papers ECARES.
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This paper has nother version. Agregated cites: 59		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
2016Understanding the Decision Making Process of Sovereign Wealth Funds: The Case of Temasek.(2016) In: Working Papers.
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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
2024Climate litigation and financial markets: A disciplinary effect? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2023Firm performance and the crowd effect in lobbying competition In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Decentralized Autonomous Organizations (DAOs): Catalysts for enhanced market efficiency In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Corporate lobbying and firm performance variability In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2022Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds In: Journal of Financial Stability.
[Full Text][Citation analysis]		article4
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]		article3
2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article112
2015Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2025From depegs to jumps: The role of stablecoin instabilities in crypto market dynamics In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article35
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]		article103
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]		article11
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 nother version. Agregated cites: 11		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
2022Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy In: Post-Print.
[Full Text][Citation analysis]		paper2
2022Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy.(2022) In: Applied Economics.
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This paper has nother version. Agregated cites: 2		article
2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Assessing the role of interbank network structure in business and financial cycle analysis In: Working Paper Research.
[Full Text][Citation analysis]		paper5
2024Sovereign Wealth Funds During Crises In: Springer Books.
[Citation analysis]		chapter0
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team