Jean-Yves Gnabo : Citation Profile

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

10

H index

10

i10 index

486

Citations

RESEARCH PRODUCTION:

22

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 27
   Journals where Jean-Yves Gnabo has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 11 (2.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgn9
   Updated: 2025-04-12    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Geraci, Marco Valerio (2)

Girard, Alexandre (2)

Bennani, Hamza (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)

LECOURT, Christelle (5)

Furceri, Davide (5)

Uddin, Gazi (5)

Weill, Laurent (5)

O'Dorchai, Sile (5)

Beine, Michel (5)

Zhang, Zhichao (5)

Cites to:

Beine, Michel (48)

LECOURT, Christelle (39)

Laurent, Sébastien (28)

Fratzscher, Marcel (27)

Dominguez, Kathryn (27)

Bollerslev, Tim (26)

Neely, Christopher (24)

Taylor, Mark (22)

Diebold, Francis (21)

Andersen, Torben (21)

Fatum, Rasmus (19)

Main data

Production by document typechapterpaperarticle20062007200820092010201120122013201420152016201720182019202020212022202320240510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20062007200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2006200720082009201020112012201320142015201620172018201920202021202220232024050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents123456789101112050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
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.

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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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2024Economic policy uncertainty and local government debt: Evidence from China. (2024). Li, Jie ; Lan, Minming ; Gao, Han ; Zhou, Tianhang. 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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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.

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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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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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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.

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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). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. 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 ; Iacopini, Matteo ; Costola, Michele. 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). 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.

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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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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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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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2024Assessment of Economic Policy Uncertainty spillovers: A cross-border analysis of global and BRIC economies. (2024). Hassan, M. Kabir ; Khan, Maaz ; Nawaz, Farrukh ; Dejan, Austin ; Kayani, Umar. 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). 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.

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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.

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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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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.

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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). 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.

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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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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 ; Yahya, Muhammad ; Tian, Shu ; 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 ; 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.

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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.

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

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

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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.

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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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Works by Jean-Yves Gnabo:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper3
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: 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]		paper39
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: 39		paper
2018Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article55
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: 55		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]		article1
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]		article3
2014Assessing the contribution of banks, insurance and other financial services to systemic risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article106
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]		article33
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]		article94
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]		paper2
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: 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 February, 4 2025. Contact: CitEc Team