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isPartOf:"Discussion paper series"
subject:"EU countries"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Gnabo, Jean-Yves"
~subject:"CoVaR"
~subject:"EU-Staaten"
~subject:"Geldpolitik"
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EU countries
CoVaR
EU-Staaten
Geldpolitik
Volatility
3
Volatilität
3
Central bank
2
Communication
2
Euro
2
Exchange rate
2
Information dissemination
2
Informationsverbreitung
2
Kommunikation
2
Risk
2
US dollar
2
US-Dollar
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Wechselkurs
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Zentralbank
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Ankündigungseffekt
1
Announcement effect
1
Capital income
1
Central bank communication
1
Cojump
1
Correlation
1
Country risk
1
Diversification
1
Economic policy
1
Economic policy uncertainty
1
Estimation
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Estimation theory
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Euro area
1
Eurozone
1
Exchange rate communication
1
High-frequency
1
High-frequency data
1
Jump
1
Jump process
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Gnabo, Jean-Yves
Razin, Asaf
13
Eichengreen, Barry
10
Svensson, Lars E. O.
10
Feldstein, Martin S.
9
Proost, Stef
9
Blanchard, Olivier
8
Bordo, Michael D.
8
Gordon, Robert J.
8
Tsadḳah, Efrayim
8
Casella, Alessandra
7
Hall, Bronwyn H.
7
Verboven, Frank
7
Whalley, John
7
Alesina, Alberto
6
Giovannini, Alberto
6
Kane, Edward J.
6
Osborn, Denise R.
6
Beetsma, Roel
5
Fratzscher, Marcel
5
Galí, Jordi
5
Giavazzi, Francesco
5
Hagen, Jürgen von
5
Kalemli-Ozcan, Sebnem
5
Afonso, António
4
Aizenman, Joshua
4
Baldwin, Richard E.
4
Bayoumi, Tamim A.
4
Börsch-Supan, Axel
4
Carbó Valverde, Santiago
4
Chinn, Menzie David
4
De Grauwe, Paul
4
Dewachter, Hans
4
Ehrmann, Michael
4
Fasani, Francesco
4
Fehr, Hans
4
Frankel, Jeffrey A.
4
Frattini, Tommaso
4
Furceri, Davide
4
Haan, Jakob de
4
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Discussion paper series
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
The Oxford handbook of sovereign wealth funds
2
Applied economics
1
CORE discussion papers : DP
1
Finance : revue de l'Association Française de Finance
1
Journal of financial stability
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ECONIS (ZBW)
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The intra-day impact of communication on euro-dollar volatility and jumps
Dewachter, Hans
;
Erdemlioglu, Deniz
;
Gnabo, Jean-Yves
; …
-
2013
Persistent link: https://www.econbiz.de/10009734041
Saved in:
2
Economic policy uncertainty and risk spillovers in the Eurozone
Bernal, Oscar
;
Gnabo, Jean-Yves
;
Guilmin, Grégory
- In:
Journal of international money and finance
65
(
2016
),
pp. 24-45
Persistent link: https://www.econbiz.de/10011668397
Saved in:
3
The intra-day impact of communication on euro-dollar volatility and jumps
Dewachter, Hans
;
Erdemlioglu, Deniz
;
Gnabo, Jean-Yves
- In:
Journal of international money and finance
43
(
2014
),
pp. 131-154
Persistent link: https://www.econbiz.de/10010372633
Saved in:
4
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
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