Research Output 1991 2019

An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela

Chuffart, T. & Hooper, E., May 2019, In : Energy Economics. 80, p. 904-916 13 p.

Research output: Contribution to journalArticle

Crude oil
Price impact
Venezuela
Oil prices
Credit default swap (CDS) spreads
4 Downloads (Pure)

Questionnaire used in Chapter 3: The quality of Benin's institutions - insights from international comparisons, an opinion survey and growth diagnostic exercices

Houssa, R. & Bourguignon, F., 2019, BENIN INSTITUTIONAL DIAGNOSTIC François Bourguignon, Editor Paris School of Economics Romain Houssa, Editor University of Namur Jean-Philippe Platteau, Editor University of Namur Paul Reding, Editor University of Namur.

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

File

The Benin Institutional Diagnostic, Forthcoming

Bourguignon, F. (ed.), Houssa, R. (ed.), Platteau, J-P. (ed.) & Reding, P. (ed.), 2019

Research output: Book/Report/JournalBook

File
2018

Cross-country information transmissions and the role of commodity markets: a multichannel Markov switching approach

Dahlqvist, C-H., 16 Aug 2018, In : PLoS ONE. 13, 8, p. e0202251 e0202251.

Research output: Contribution to journalArticle

products and commodities
markets
Causality
Conveying
Time series
information transfer
Information Transfer
inference
time lag
methodology
7 Downloads (Pure)
Open Access
File
financial institutions
Industry
stock exchange
markets
industry

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

Debarsy, N., Dossougoin, C., Ertur, C. & Gnabo, J. Y., 1 Feb 2018, In : Journal of Economic Dynamics and Control. 87, p. 21-45 25 p.

Research output: Contribution to journalArticle

Econometrics
Coexistence
Linkage
Testing
Interaction

The dynamics of bond and equities markets in WAEMU

Houssa, R. & Megersa, K., 2018, The Service Sector and Economic Development in Africa. New York: Routledge Studies in Development Economics

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter (peer-reviewed)

2017

Private equity fundraising and firm specialization

Gejadze, M., Giot, P. & Schwienbacher, A., 1 May 2017, In : Quarterly Review of Economics and Finance. 64, p. 259-274 16 p.

Research output: Contribution to journalArticle

Private equity
Fund raising
Expertise
Geographic location
Industry location

Sovereign Wealth Funds' investments and industry performance: Evidence from Europe

Bereau, S., Gnabo, J-Y., Kerkour, M. & RAYMOND, H., 2017, Handbook of Sovereign Wealth Funds. Oxford University Press

Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter (peer-reviewed)

Industry performance
Sovereign wealth funds
Investment performance
Liquidity
Causality
Sovereign wealth funds
Cross-border investment
Spatial competition
Spatial dependence
Expenses

Understanding the decision-making process of sovereign wealth funds: The case of Temasek

Gnabo, J. Y., Kerkour, M., Lecourt, C. & Raymond, H., 1 Dec 2017, In : International Economics. 152, p. 91-106 16 p.

Research output: Contribution to journalArticle

Sovereign wealth funds
Decision-making process
Foreign exchange reserves
Foreign investment
Home country
2016

Book Review of Palgrave? Dictionary of emerging markets and transition economies

De Crombrugghe, A., 2016, In : Public Finance and Management. 16, 2, p. 187-191 5 p.

Research output: Contribution to journalBook/Film/Article review

Spillover
Policy uncertainty
Euro zone
Economic policy
Bond market
Firm-level data
Factors
Small and medium-sized enterprises
Financing constraints
External finance

Incentive compatible debt restructuring

De Crombrugghe, A., 2016.

Research output: Contribution to conferencePaper

Introduction aux principes de l'économie: Choix et Décisions Economiques

De Crombrugghe, A., 24 Oct 2016, Louvain-la-Neuve: De Boeck Supérieur. 684 p. (Ouvertures Economiques)

Research output: Book/Report/JournalBook

conflict of interest
credit
rating
Conflict of interest
Credit rating

Voodoo versus fishing committees: The role of traditional and contemporary institutions in fisheries management

Briones Alonso, E., Houssa, R. & Verpoorten, M., 1 Feb 2016, In : Ecological Economics. 122, p. 61-70 10 p.

Research output: Contribution to journalArticle

fishery management
fishing
fishing gear
household survey
religion

Escolhas e decisoes economicas: Introducao aos principios da economia

De Crombrugghe, A., 2015, Lisbonne (Lisboa): Edicoes Piaget. 582 p.

Research output: Book/Report/JournalBook

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

Gnabo, J. Y. & Moccero, D. N., 1 Jun 2015, In : Journal of Banking and Finance. 55, p. 281-294 14 p.

Research output: Contribution to journalArticle

Monetary policy
Inflation
Nonlinearity
Risk management
Output gap

Sources of business cycles in a low income country

Houssa, R., Mohimont, J. & Otrok, C., 1 Feb 2015, In : Pacific Economic Review. 20, 1, p. 125-148 24 p.

Research output: Contribution to journalArticle

business cycle
commodity price
Ghana
commodity
credit
Yield spread
Asset prices
Surprise
Credit rating
Price dynamics
24 Downloads (Pure)

Voodoo versus fishing committees: the role of traditional and contemporary institutions in fisheries management

Briones Alonso, E., Houssa, R. & Verpoorten, M., 26 Feb 2015.

Research output: Working paper

File

Webmaster of the CeReFiM website

Hubert, O., 2015

Research output: Other contribution

Webmaster of the DW2015 Website

Hubert, O., 2015

Research output: Other contribution

2014

Are novice private equity funds risk-takers? Evidence from a comparison with established funds

Giot, P., Hege, U. & Schwienbacher, A., 2014, In : Journal of Corporate Finance. 27, p. 55-71

Research output: Contribution to journalArticle

Construction of Value at-Risk forecasts under different distributional assumptions within a BEKK framework

Scholtes, N. & Braione, M., 2014, (In preparation) 37 p. (CORE Discussion Paper Series).

Research output: Working paperDiscussion paper

Skewness
Value at risk
Skewed distribution
Multivariate GARCH
Financial assets

European Unemployment Benefit Expenditure Solidarity

De Crombrugghe, A., 2014. 14 p.

Research output: Contribution to conferencePaper

Open Access

Financial stability through self-quarantine vs. system regulation in the interbank market

Scholtes, N., Edwards, M., Hellmann, J., Campbell, E. & Li, L., 2014, (In preparation) Financial stability through self-quarantine vs. system regulation in the interbank market. 15 p.

Research output: Contribution in Book/Catalog/Report/Conference proceedingConference contribution

Interbank market
Imperfect information
Quarantine
Financial stability
Network model

L'effet chef d'oeuvre sur le marché des violons.

Translated title of the contribution: Masterpiece effects, evidence on the violins marketGiot, P., Girard, A. & Namur, M-L., 2014, 9: Revue bancaire et financière, p. 243, 248 p.

Research output: Working paper

Investing
Empirical analysis
Financial returns
Repeat sales
Auctions

Significant drivers of growth in Africa

Badunenko, O., Henderson, D. J. & Houssa, R., 24 Oct 2014, In : Journal of Productivity Analysis. 42, 3, p. 339-354 16 p.

Research output: Contribution to journalArticle

capital accumulation
driver
labor productivity
statistical significance
human capital
Currency
Bootstrap test
Jump
Comovement
Semimartingale

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

Dewachter, H., Erdemlioglu, D., Gnabo, J. Y. & Lecourt, C., 1 May 2014, In : Journal of International Money and Finance. 43, p. 131-154 24 p.

Research output: Contribution to journalArticle

Eurodollar
Jump
Communication
Authority
Exchange rates
Interbank market
Network model
Agent-based
Credit
Interdependencies
2013

Assessing suicide ideation in patients with traumatic brain injury (TBI) by using depression scales

Desseilles, M., Gosselin, N. & Perroud, N., 1 Mar 2013, In : Journal of Head Trauma Rehabilitation. 28, 2, p. 149-150 2 p.

Research output: Contribution to journalArticle

139 Downloads (Pure)

CREDIT SHOCKS AND MACROECONOMIC FLUCTUATIONS IN EMERGING MARKETS

Houssa, R., Mohimont, J. & Otrok, C., 24 May 2013, (CESifo Working Paper Series ; no. 4281 ).

Research output: Working paper

File

The Impact of Trading and Hedging Derivatives on Banking Efficiency in The Eurozone

Girard, A. & Titova, Y., 2013, (In preparation).

Research output: Working paper

Banking
Euro zone
Derivatives
Hedging
Subprime crisis

Uncertainty about welfare effects of consumption fluctuations

Houssa, R., 1 Apr 2013, In : European Economic Review. 59, p. 35-62 28 p.

Research output: Contribution to journalArticle

Fluctuations
Welfare effects
Uncertainty
Welfare gains
Developing countries

Which Short-Selling Regulation is the Least Damaging to Market Efficiency? Evidence from Europe

Bernal Diaz, O., Szafarz, A. & Herinckx, A., 2013, In : International Review of Law and Economics. 37, p. 244-256

Research output: Contribution to journalArticle