Research Output 1991 2019

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

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
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

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
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

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

2012

African trade dynamics: is China a different trading partner?

de Grauwe, P., Houssa, R. & Piccillo, G., 1 Feb 2012, In : Journal of Chinese Economic and Business Studies. 10, 1, p. 15-45 31 p.

Research output: Contribution to journalArticle

China
Africa
Governance
African countries
Import
2010
monetary policy
foreign exchange
Czech Republic
exchange rate
inflation
2009
central bank
Reaction function
Central bank
Announcement
event

Intervention policy of the BoJ: A unified approach

Beine, M., Bernal, O., Gnabo, J. Y. & Lecourt, C., 1 May 2009, In : Journal of Banking and Finance. 33, 5, p. 904-913 10 p.

Research output: Contribution to journalArticle

Policy intervention
Secrecy
Decision process
Communication policy
Trade-offs
2008

Foreign exchange intervention policy: With or without transparency? the case of japan

Gnabo, J. Y. & Lecourt, C., 1 Dec 2008, In : Economie Internationale. 113, 1, p. 5-34 30 p.

Research output: Contribution to journalArticle

Transparency
Foreign exchange intervention
Japan
Authority
Uncertainty
2001

ALM des produits bancaires sans échéance

Grégoire, P. & Platten, I., 2001, In : ACTU-L. 1, p. 57-66 10 p.

Research output: Contribution to journalArticle

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

2000

L'Euro-NM Paris : un marché dirigé par les fixing?

Platten, I., François-Heude, A. & De Winne, R., 2000, In : Banque et Marchés. 46, p. 5-14 10 p.

Research output: Contribution to journalArticle

1999

Interest rate risk in non-maturity banking products: Implied options in core deposits

Goosse, P., Grégoire, P. & Platten, I., 1999, (Unpublished) In : Revue de la Banque - Bank en Financiewezen. p. 37-42 6 p.

Research output: Contribution to journalArticle

1998

La gestion de la dette publique belge: l'expérience, les leçons et .. le risque politique

Kobzar, A., 1998, In : Rynok Tsennih Bumag (Moscou). 16, p. 48-53 6 p.

Research output: Contribution to journalArticle

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