Gnabo, Jean-Yves : rechercher sur Z-Library

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1

Economic policy uncertainty and risk spillovers in the Eurozone

Bernal, Oscar, Gnabo, Jean-Yves, Guilmin, Grégory

Journal:

Journal of International Money and Finance

Année:

2016

Langue:

english

Fichier:

PDF, 751 KB

english, 2016

2

Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition

Debarsy, Nicolas, Gnabo, Jean-Yves, Kerkour, Malik

Journal:

Journal of International Money and Finance

Année:

2017

Langue:

english

Fichier:

PDF, 1.49 MB

english, 2017

3

Intervention policy of the BoJ: A unified approach

Michel Beine, Oscar Bernal, Jean-Yves Gnabo, Christelle Lecourt

Journal:

Journal of Banking & Finance

Année:

2009

Langue:

english

Fichier:

PDF, 253 KB

english, 2009

4

Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed

Gnabo, Jean-Yves, Moccero, Diego Nicolas

Journal:

Journal of Banking & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 631 KB

english, 2015

5

Assessing the contribution of banks, insurance and other financial services to systemic risk

Bernal, Oscar, Gnabo, Jean-Yves, Guilmin, Grégory

Journal:

Journal of Banking & Finance

Année:

2014

Langue:

english

Fichier:

PDF, 410 KB

english, 2014

6

Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan

Jean-Yves Gnabo, Sébastien Laurent, Christelle Lecourt

Journal:

Journal of International Financial Markets, Institutions and Money

Année:

2009

Langue:

english

Fichier:

PDF, 215 KB

english, 2009

7

Do jumps mislead the FX market?

Gnabo, Jean-Yves, Lahaye, Jérôme, Laurent, Sébastien, Lecourt, Christelle

Journal:

Quantitative Finance

Année:

2012

Langue:

english

Fichier:

PDF, 340 KB

english, 2012

8

Foreign-Exchange Intervention Strategies and Market Expectations: Insights from Japan

Gnabo, Jean-Yves, Teiletche, Jerome

Journal:

SSRN Electronic Journal

Année:

2008

Langue:

english

Fichier:

PDF, 974 KB

english, 2008

9

Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic

Jean-Yves Gnabo, Luiz De Mello, Diego Moccero

Journal:

International Finance

Année:

2010

Langue:

english

Fichier:

PDF, 258 KB

english, 2010

10

Foreign-exchange intervention strategies and market expectations: insights from Japan

Jean-Yves Gnabo, Jérôme Teiletche

Journal:

Journal of International Financial Markets, Institutions and Money

Année:

2009

Langue:

english

Fichier:

PDF, 579 KB

english, 2009

11

Announcements, financial operations or both? Generalizing central banks’ FX reaction functions

Oscar Bernal, Jean-Yves Gnabo

Journal:

Journal of the Japanese and International Economies

Année:

2009

Langue:

english

Fichier:

PDF, 715 KB

english, 2009

12

The intra-day impact of communication on euro-dollar volatility and jumps

Dewachter, Hans, Erdemlioglu, Deniz, Gnabo, Jean-Yves, Lecourt, Christelle

Journal:

Journal of International Money and Finance

Année:

2014

Langue:

english

Fichier:

PDF, 1.18 MB

english, 2014

13

System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies

Gnabo, Jean-Yves, Hvozdyk, Lyudmyla, Lahaye, Jérôme

Journal:

Journal of International Money and Finance

Année:

2014

Langue:

english

Fichier:

PDF, 1.44 MB

english, 2014

14

The importance of conflicts of interest in attributing sovereign credit ratings

Bernal, Oscar, Girard, Alexandre, Gnabo, Jean-Yves

Journal:

International Review of Law and Economics

Année:

2016

Langue:

english

Fichier:

PDF, 893 KB

english, 2016

15

Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach

Debarsy, Nicolas, Dossougoin, Cyrille, Ertur, Cem, Gnabo, Jean-Yves

Journal:

Journal of Economic Dynamics and Control

Année:

2017

Langue:

english

Fichier:

PDF, 2.67 MB

english, 2017

16

Effective network inference through multivariate information transfer estimation

Dahlqvist, Carl-Henrik, Gnabo, Jean-Yves

Journal:

Physica A: Statistical Mechanics and its Applications

Année:

2018

Langue:

english

Fichier:

PDF, 803 KB

english, 2018

17

Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions

Geraci, Marco Valerio, Gnabo, Jean-Yves

Journal:

Journal of Financial and Quantitative Analysis

Année:

2018

Langue:

english

Fichier:

PDF, 458 KB

english, 2018

18

Economic Policy Uncertainty and Risk Spillovers in the Eurozone

Bernal, Oscar, Gnabo, Jean-Yves, Guilmin, Grrgory

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 533 KB

english, 2015

19

Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk

Bernal, Oscar, Gnabo, Jean-Yves, Guilmin, Grégory

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 557 KB

english, 2013

20

Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science

Gandica, Yerali, Geraci, Marco Valerio, Béreau, Sophie, Gnabo, Jean-Yves, Gallos, Lazaros K.

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 11.00 MB

english, 2018

21

System-Wide Tail Comovements: A Bootstrap Test for Cojump Identification on the S&P 500, US Bonds and Exchange Rates

Gnabo, Jean-Yves, Hvozdyk, Liudmyla, Lahaye, JJrrme

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 2.07 MB

english, 2014

22

The Importance of Conflicts of Interest in Attributing Sovereign Credit Ratings

Bernal, Oscar, Girard, Alexandre, Gnabo, Jean-Yves

Journal:

SSRN Electronic Journal

Année:

2015

Langue:

english

Fichier:

PDF, 459 KB

english, 2015

23

Does Transparency in Central Bank Intervention Policy Bring Noise to the FX Market? The Case of the Bank of Japan

Gnabo, Jean-Yves, Laurent, Sébastien, Lecourt, Christelle

Journal:

SSRN Electronic Journal

Année:

2007

Langue:

english

Fichier:

PDF, 315 KB

english, 2007

24

A multilevel analysis of financial institutionsâ systemic exposure from local and system-wide information

Gandica, YÃ©rali, BÃ©reau, Sophie, Gnabo, Jean-Yves

Journal:

Scientific Reports

Année:

2020

Fichier:

PDF, 2.24 MB

2020