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ECONIS (ZBW)
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1
Intervention policy of the BoJ : a unified approach
Beine, Michel
;
Bernal, Oscar
;
Gnabo, Jean-Yves
; …
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 904-913
Persistent link: https://www.econbiz.de/10003836451
Saved in:
2
Intervention policy of the BoJ : a unified approach
Beine, Michel
;
Bernal, Oscar
;
Gnabo, Jean-Yves
; …
-
2007
Persistent link: https://www.econbiz.de/10003462353
Saved in:
3
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:
4
Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
Geraci, Marco Valerio
;
Gnabo, Jean-Yves
-
2016
Persistent link: https://www.econbiz.de/10011628710
Saved in:
5
Measuring sovereign risk spillovers and assessing the role of transmission channels : a spatial econometrics approach
Debarsy, Nicolas
;
Dossougoin, Cyrille
;
Ertur, Kamil C.
; …
-
2016
Persistent link: https://www.econbiz.de/10011894462
Saved in:
6
Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions
Geraci, Marco Valerio
;
Gnabo, Jean-Yves
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1371-1390
Persistent link: https://www.econbiz.de/10011930417
Saved in:
7
Measuring sovereign risk spillovers and assessing the role of transmission channels : a spatial econometrics approach
Debarsy, Nicolas
;
Dossougoin, Cyrille
;
Ertur, Kamil C.
; …
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 21-45
Persistent link: https://www.econbiz.de/10011973881
Saved in:
8
Assessing the sources of heterogeneity in eurozone response to unconventional monetary policy
Agba, Eli
;
Bennani, Hamza
;
Gnabo, Jean-Yves
- In:
Applied economics
54
(
2022
)
48
,
pp. 5549-5574
Persistent link: https://www.econbiz.de/10013411232
Saved in:
9
Robust estimations of equilibrium exchange rates within the G20 : a panel beer approach
Bénassy-Quéré, Agnès
;
Béreau, Sophie
;
Mignon, Valérie
- In:
Scottish journal of political economy : the journal of …
56
(
2009
)
5
,
pp. 608-633
Persistent link: https://www.econbiz.de/10003892299
Saved in:
10
How robust are estimated equilibrium exchange rates? : A panel BEER approach
Bénassy-Quéré, Agnès
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003750601
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