Center for Research in Finance and Management

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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

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

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

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

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

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 journalArticle

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

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 journalArticle

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 journalArticle

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

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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

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

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

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

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

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

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

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

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

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 journalArticle

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

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

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

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

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

Paper

European Unemployment Benefit Expenditure Solidarity

De Crombrugghe, A., 2014. 14 p.

Research output: Contribution to conferencePaper

Open Access

Incentive compatible debt restructuring

De Crombrugghe, A., 2016.

Research output: Contribution to conferencePaper