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Lecourt, Christelle Bernal, Oscar Geraci, Marco Valerio Moccero, Diego Erdemlioglu, Deniz Dewachter, Hans Kerkour, Malik Mello, Luiz de Béreau, Sophie Veredas, David Beine, Michel Vanhomwegen, Henri Raymond, Hélène Debarsy, Nicolas Dossougoin, Cyrille Ertur, Kamil C. Guilmin, Grégory Scholtes, Nicolas K. Moccero, Diego Nicolas Girard, Alexandre Hvozdyk, Lyudmyla Lahaye, Jérôme Laurent, Sébastien Raymond-Feingold, Hélène Kerkour, M. Debarsy, Nicolas Rutten, Rodrigo Londoño van Bennani, Hamza Agba, Eli Soudant, Joey Van Rutten, Rodrigo Londoño Girard, Alexandre Perez Riaza, Baptiste Teïletche, Jérôme All co-authors policy market monetary geldpolitik case exchange intervention financial wechselkurspolitik approach foreign assessing sovereign interconnectedness network central short funds measuring role time interbank inflation targeting japan schätzung estimation zentralbank performance volatility jumps czech republic banks interventions volatilität common excess evidence making wealth varying vector autoregressions intra day communication dollar level europe uncertainty interdependencies model sector events unternehmenserfolg börsenkurs europa länderrisiko staatsfonds systemrisiko finanzmarkt kommunikation wechselkurs effect selling european mutual spillovers spatial process institutions bayesian structure management impact euro brazil boj unified reaction bank framework capital correlation relationship using effects authorities estimate crisis leerverkauf kapitaleinkommen korrelation investmentfonds auslandsinvestition finanzsektor finanzkrise risikomanagement informationsverbreitung inflationssteuerung brasilien tschechien firm lobbying competition comovement difference distinctiveness peers sources eurozone risk transmission channels temasek business cycle fed rate
Composed monetary policy exchange rate policy foreign exchange systemic risk eu staaten eu countries central bank us dollar assessing role brazil czech intervention policy foreign investment firm performance common short short selling sovereign wealth time varying vector autoregressions intra day communication euro euro dollar exchange intervention exchange rate share price country risk sovereign wealth fund financial market 1991 2004 selling excess excess comovement mutual funds wealth funds measuring interconnectedness interconnectedness financial financial institutions institutions bayesian bayesian time varying vector network structure risk management day impact impact communication dollar volatility volatility jumps interdependencies monetary policy foreign inflation targeting targeting case case brazil czech republic policy boj boj unified unified approach central banks fx market financial crisis capital income investment fund spillover effekt spillover effect sovereign wealth funds financial interconnectedness time varying parameter var modell var model bayes statistik bayesian inference financial sector information dissemination 1998 1999 announcement effect comovement making distinctiveness peers peers performance measuring sovereign sovereign risk role transmission transmission channels channels spatial econometrics approach understanding decision funds case case temasek cycle analysis case fed policy case exchange interventions dsge model euro area taylor rule
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Jean-Yves Gnabo Alternative spellings: J.-Y. Gnabo
Affiliations Université de Namur (2013-) Université catholique de Louvain. Center for Operations Research and Econometrics Louvain School of Management
Publishing years Series CORE discussion papers : DP (2) Cambridge working papers in economics (1) Document de travail (1) ECARES working paper (1) Working paper / National Bank of Belgium / National Bank of Belgium (1) Working paper series / European Central Bank (1) KU Leuven - Center for Economic Studies Discussion Paper (1) Discussion paper series (1) Working paper / National Bank of Belgium (1) Research papers / United Nations University, World Institute for Development Economics Research (1) CESifo Working Paper Series (1) Working papers / OECD, Economics Department (1) CESifo working papers (1) 
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