| Assessing the contribution of banks, insurance and other financial services to systemic risk O Bernal, JY Gnabo, G Guilmin Journal of Banking & Finance 47, 270-287, 2014 | 212 | 2014 |
| Economic policy uncertainty and risk spillovers in the Eurozone O Bernal, JY Gnabo, G Guilmin Journal of International Money and Finance 65, 24-45, 2016 | 180 | 2016 |
| Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions MV Geraci, JY Gnabo Journal of Financial and Quantitative Analysis, 1-20, 2018 | 77 | 2018 |
| The intra-day impact of communication on euro-dollar volatility and jumps H Dewachter, D Erdemlioglu, JY Gnabo, C Lecourt Journal of International Money and Finance 43, 131-154, 2014 | 76 | 2014 |
| Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach N Debarsy, C Dossougoin, C Ertur, JY Gnabo Journal of Economic Dynamics and Control 87, 21-45, 2018 | 71 | 2018 |
| Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed JY Gnabo, DN Moccero Journal of Banking & Finance 55, 281-294, 2015 | 26 | 2015 |
| Intervention policy of the BoJ: a unified approach M Beine, O Bernal, JY Gnabo, C Lecourt Journal of banking & finance 33 (5), 904-913, 2009 | 26 | 2009 |
| System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies JY Gnabo, L Hvozdyk, J Lahaye Journal of International Money and Finance 48, 147-174, 2014 | 24 | 2014 |
| Sovereign Wealth Funds’ cross-border investments: assessing the role of country-level drivers and spatial competition N Debarsy, JY Gnabo, M Kerkour Journal of International Money and Finance 76, 68-87, 2017 | 23 | 2017 |
| Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan JY Gnabo, S Laurent, C Lecourt Journal of International Financial Markets, Institutions and Money 19 (1 …, 2009 | 22 | 2009 |
| Foreign-exchange intervention strategies and market expectations: insights from Japan JY Gnabo, J Teiletche Journal of International Financial Markets, Institutions and Money 19 (3 …, 2009 | 17 | 2009 |
| Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting JY Gnabo, L de Mello, D Moccero | 13* | 2008 |
| Understanding the decision-making process of sovereign wealth funds: The case of Temasek JY Gnabo, M Kerkour, C Lecourt, H Raymond International Economics 152, 91-106, 2017 | 12 | 2017 |
| Announcements, financial operations or both? Generalizing central banks’ FX reaction functions O Bernal, JY Gnabo Journal of the Japanese and international economies 23 (4), 367-394, 2009 | 12 | 2009 |
| The importance of conflicts of interest in attributing sovereign credit ratings O Bernal, A Girard, JY Gnabo International Review of Law and Economics 47, 48-66, 2016 | 10 | 2016 |
| How transparent is the intervention exchange rate policy of the Bank of Japan? JY Gnabo, C Lecourt | 9 | 2005 |
| Talks, financial operations or both? Generalizing central banks' FX reaction functions O Bernal, JY Gnabo | 8 | 2007 |
| Do jumps mislead the FX market? JY Gnabo, J Lahaye, S Laurent, C Lecourt Quantitative Finance 12 (10), 1521-1532, 2012 | 7 | 2012 |
| The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed D Moccero, JY Gnabo ECB Working Paper, 2015 | 6 | 2015 |
| Intervention policy of the BoJ: a unified approach MAR Beine, O Bernal, JY Gnabo, C Lecourt | 5 | 2007 |
