Research Output 1991 2019

Measuring Liquidity and Market Quality Using TAQ Data: A Technical Guide

Beaupain, R., 2006

Research output: Other contribution

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

On the Strategic Use of Corporate Venture Financing for Securing Demand

Riyanto, Y. & Schwienbacher, A., 2002, Namur: FUNDP, mimeo.

Research output: Book/Report/JournalOther report

Headquarters
Corporate ventures
Venture capital financing
Venture
Entrepreneurs

Phenomenology of the term structure of interest rates with Padé Approximants

Platten, I. & Nuyts, J., 2001, In : Physica A : statistical mechanics and its application. 299, 3-4, p. 528-546 19 p.

Research output: Contribution to journalArticle

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

Produits financiers dérivés

Lecourt, C., 2008, Namur: FUNDP. Faculté des sciences économiques , sociales et de gestion.

Research output: Book/Report/JournalScholarly edition

Projection of long-term interset rates with maps

De Bodt, E., Grégoire, P. & Cottrell, M., 1999, Visual explorations in finance with self-organizing maps. Guido, D. (ed.). London: Springer, p. 24-38 15 p.

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

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

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

Salaires et croissance soutenable en Pologne 1987-94

De Crombrugghe, A., 1994, Croissance, Répartition, Environnement : Quelles régulations pour un développement durable? : Action Publique, Institutions et Marché (Commission 2). Charleroi : Centre Interuniversitaire de Formation Permanente , Vol. 2. p. 273-296

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

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

Simulating interest rate structure evolution on a long term horizon: a Kohonen map application

Cottrell, M., De Bodt, E., Henrion, E. F. & Grégoire, P., 1999, Decision technologies for financial engineering. Andreas, W. (ed.). Singapore: World Scientific, p. 162-174 13 p.

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

Simulation de l'évolution de la structure à terme des taux d'intérêt. T

De Bodt, E., Grégoire, P. & Cottrell, M., 1998, 14e Conférence Internationale de Finance.

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

Simulation de l'évolution de la structure à terme des taux d'intérêt. Test d'une approche non-paramétrique

De Bodt, E., Grégoire, P. & Cottrell, M., 1998, Approches Connexionnistes en Sciences économiques et de gestion. p. 82-94 13 p.

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

Simulation de l'évolution de la structure par terme des taux d'intérêt: Une approche non-paramétrique

De Bodt, E., Cottrell, M. & Grégoire, P., 1998, In : Banque et Marchés. Cahiers de recherche financière appliquée.. 36, p. 21-28 8 p.

Research output: Contribution to journalArticle

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

Sovereign bond spreads: the role of debt accumulation

Gnabo, J-Y. & Bernal Diaz, O., 2012, (Unpublished).

Research output: Working paper

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

Syndication of Venture Capital Deals

Schwienbacher, A. & Hackbarth, D., 2002, FUNDP, mimeo.

Research output: Book/Report/JournalOther report

Venture capital
Investors
Syndication
Finance
Dilution
Currency
Bootstrap test
Jump
Comovement
Semimartingale
1 Downloads (Pure)

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

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)

Yield spread
Asset prices
Surprise
Credit rating
Price dynamics

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
conflict of interest
credit
rating
Conflict of interest
Credit rating

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

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

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

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
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

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