Research Output per year
Research Output 1991 2019
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 journal › Article
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 journal › Article
products and commodities
markets
Causality
Conveying
Time series
Effective network inference through multivariate information transfer estimation
Dahlqvist, C. H. & Gnabo, J-Y., 1 Jun 2018, In : Physica A: Statistical Mechanics and its Applications. 499, p. 376-394 19 p.Research output: Contribution to journal › Article
information transfer
Information Transfer
inference
time lag
methodology
Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science
Gandica, Y., Geraci, M. V., Béreau, S. & Gnabo, J. Y., 1 Apr 2018, In : PLoS ONE. 13, 4, p. e0195110 e0195110.Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
Private equity
Fund raising
Expertise
Geographic location
Industry location
Sovereign wealth funds’ cross-border investments: Assessing the role of country-level drivers and spatial competition
Debarsy, N., Gnabo, J. Y. & Kerkour, M., 1 Sep 2017, In : Journal of International Money and Finance. 76, p. 68-87 20 p.Research output: Contribution to journal › Article
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 journal › Article
Sovereign wealth funds
Decision-making process
Foreign exchange reserves
Foreign investment
Home country
2016
Economic policy uncertainty and risk spillovers in the Eurozone
Bernal Diaz, O., Gnabo, J. Y. & Guilmin, G., 1 Jul 2016, In : Journal of International Money and Finance. 65, p. 24-45 22 p.Research output: Contribution to journal › Article
Spillover
Policy uncertainty
Euro zone
Economic policy
Bond market
Improving MSMEs access to external financing in low income countries: Is there a role for development cooperation?
Dayé, M., Houssa, R. & Reding, P., 8 Apr 2016, In : Reflets et Perspectives de la Vie Economique. 55, 1, p. 9-28 20 p.Research output: Contribution to journal › Article
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 conference › Paper
The importance of conflicts of interest in attributing sovereign credit ratings
Bernal Diaz, O., Girard, A. & Gnabo, J-Y., 2016, In : International Review of Law and Economics. 47, p. 48-66Research output: Contribution to journal › Article
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 journal › Article
fishery management
fishing
fishing gear
household survey
religion
2015
Cours interactif et performance académique d’étudiants de première année universitaire en économie
De Crombrugghe, A. & Romainville, M., Dec 2015, In : Revue internationale de pédagogie de l'enseignement supérieur . 31, 3Research output: Contribution to journal › Article
Open Access
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 journal › Article
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 journal › Article
business cycle
commodity price
Ghana
commodity
credit
The Risk Management Approach to Monetary Policy, Nonlinearity and Aggressiveness: The Case of the US Fed
Gnabo, J-Y. & Moccero, D., Jun 2015, In : ECB Working paper. 1792Research output: Contribution to journal › Article
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. 55-71Research output: Contribution to journal › Article
Assessing the contribution of banks, insurance and other financial services to systemic risk
Bernal Diaz, O., Gnabo, J. Y. & Guilmin, G., 1 Oct 2014, In : Journal of Banking and Finance. 47, p. 270-287 18 p.Research output: Contribution to journal › Article
European Unemployment Benefit Expenditure Solidarity
De Crombrugghe, A., 2014. 14 p.Research output: Contribution to conference › Paper
Open Access
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 journal › Article
capital accumulation
driver
labor productivity
statistical significance
human capital
System-wide tail comovements: A bootstrap test for cojump identification on the S&P500, US bonds and currencies
Gnabo, J. Y., Hvozdyk, L. & Lahaye, J., 1 Nov 2014, In : Journal of International Money and Finance. 48, 5, p. 147-174 28 p.Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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. 244-256Research output: Contribution to journal › Article
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 journal › Article
China
Africa
Governance
African countries
Import
2010
Interdependencies between monetary policy and foreign exchange interventions under inflation targeting: The case of Brazil and the Czech Republic
Gnabo, J. Y., de Mello, L. & Moccero, D., 2010, In : International Finance. 13, 2, p. 195-221 27 p.Research output: Contribution to journal › Article
monetary policy
foreign exchange
Czech Republic
exchange rate
inflation
2009
Announcements, financial operations or both? Generalizing central banks' FX reaction functions
Bernal, O. & Gnabo, J. Y., 1 Dec 2009, In : Journal of the Japanese and International Economies. 23, 4, p. 367-394 28 p.Research output: Contribution to journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article
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 journal › Article