SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Jean‐Yves Gnabo · Study

Home/Author

Jean‐Yves Gnabo

13 works· latest 2024· 4 institutionscluster: provisionalORCID 0000-0003-2582-3102

h-index12

i1012

Citations747

Works here13

05

07

08

09

10

13

14

16

17

18

24

Most cited in this library

Economic policy uncertainty and risk spillovers in the Eurozone2016 · 193 citations
Assessing the contribution of banks, insurance and other financial services to systemic risk2014 · 179 citations
Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions2018 · 85 citations
Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach2017 · 77 citations
The intra-day impact of communication on euro-dollar volatility and jumps2014 · 67 citations

Works

13 shown

Climate litigation and financial markets: A disciplinary effect?

International Review of Financial Analysis·2024·2 authors·Open access

8citations

Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions

Journal of Financial and Quantitative Analysis·2018·2 authors·Open access

85citations

Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach

Journal of Economic Dynamics and Control·2017·4 authors·Open access

77citations

Economic policy uncertainty and risk spillovers in the Eurozone

Journal of International Money and Finance·2016·1 author·Open access

193citations

Assessing the contribution of banks, insurance and other financial services to systemic risk

Journal of Banking & Finance·2014·1 author·Open access

179citations

The intra-day impact of communication on euro-dollar volatility and jumps

Journal of International Money and Finance·2014·4 authors·Open access

67citations

Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed

Journal of Banking & Finance·2013·2 authors

15citations

Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic

International Finance·2010·3 authors

14citations

Announcements, financial operations or both? Generalizing central banks’ FX reaction functions

Journal of the Japanese and International Economies·2009·1 author

20citations

Intervention policy of the BoJ: A unified approach

Journal of Banking & Finance·2008·3 authors

38citations

Foreign-exchange intervention strategies and market expectations: insights from Japan

Journal of International Financial Markets Institutions and Money·2008·2 authors·Open access

19citations

Does transparency in central bank intervention policy bring noise to the FX market?

Journal of International Financial Markets Institutions and Money·2007·3 authors

20citations

How Transparent is the Intervention Exchange Rate Policy of the Bank of Japan?

SSRN Electronic Journal·2005·2 authors·preprint·Open access

12citations