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Jean-Yves Gnabo
Jean-Yves Gnabo
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Adresse e-mail validée de fundp.ac.be
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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
2112014
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
1782016
Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
MV Geraci, JY Gnabo
Journal of Financial and Quantitative Analysis, 1-20, 2018
772018
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
762014
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
692018
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
262015
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
262009
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
242014
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
232017
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
222009
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
172009
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
122017
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
122009
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
102016
How transparent is the intervention exchange rate policy of the Bank of Japan?
JY Gnabo, C Lecourt
92005
Talks, financial operations or both? Generalizing central banks' FX reaction functions
O Bernal, JY Gnabo
82007
Do jumps mislead the FX market?
JY Gnabo, J Lahaye, S Laurent, C Lecourt
Quantitative Finance 12 (10), 1521-1532, 2012
72012
The risk management approach to monetary policy, nonlinearity and aggressiveness: the case of the US Fed
D Moccero, JY Gnabo
ECB Working Paper, 2015
62015
Intervention policy of the BoJ: a unified approach
MAR Beine, O Bernal, JY Gnabo, C Lecourt
52007
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