Jean-Yves Gnabo : Citation Profile

Are you Jean-Yves Gnabo?

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

10

H index

10

i10 index

467

Citations

RESEARCH PRODUCTION:

22

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 25
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 11 (2.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn9
   Updated: 2024-12-03    RAS profile: 2024-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Bennani, Hamza (2)

Geraci, Marco Valerio (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:

Sensoy, Ahmet (8)

Nguyen, Duc Khuong (8)

Ugolini, Andrea (6)

Baruník, Jozef (6)

Uddin, Gazi (5)

Szafarz, Ariane (5)

Choi, Sangyup (5)

Beine, Michel (5)

Weill, Laurent (5)

Furceri, Davide (5)

LECOURT, Christelle (5)

Cites to:

Beine, Michel (47)

LECOURT, Christelle (39)

Laurent, Sébastien (28)

Dominguez, Kathryn (27)

Fratzscher, Marcel (27)

Bollerslev, Tim (26)

Neely, Christopher (24)

Taylor, Mark (22)

Diebold, Francis (21)

Andersen, Torben (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
Finance Research Letters3
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
Working Papers / HAL2

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Revisiting of Interest Rate Channel: Nonlinear transmission of Monetary Policy Shocks to the Turkish Economy. (2023). Turan, Tugba ; Yildirim, Durmus Cagri. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:12:y:2023:i:1:p:199-223.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Beyond distance: The spatial relationships of European regional economic growth. (2023). Glocker, Christian ; Krisztin, Tamas ; Piribauer, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001410.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Liu, Peipei ; Huang, Wei-Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Interconnectedness of financial institutions based on pledged shares in China. (2023). Liu, Zhidong ; Yan, Guan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005238.

Full description at Econpapers || Download paper

2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China. (2023). Uddin, Gazi ; Wang, Gang-Jin ; Chen, Yan ; Xie, Chi ; Zhu, You. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011.

Full description at Econpapers || Download paper

2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

Full description at Econpapers || Download paper

2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Guo, Lili ; Li, Yanjiao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Systemically important financial institutions and drivers of systemic risk: Evidence from India. (2023). Bouri, Elie ; Kumar, Dilip ; Narayan, Shivani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002263.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[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]		paper2
2023Common short selling and excess comovement: Evidence from a sample of LSE stocks.(2023) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		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]		paper34
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: 34		paper
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article54
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: 54		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.
[Full Text][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
2024Climate litigation and financial markets: A disciplinary effect? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
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]		article3
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]		article104
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]		article32
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]		article89
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
2022Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy In: Post-Print.
[Full Text][Citation analysis]		paper1
2022Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy.(2022) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		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, 3 2024. Contact: CitEc Team