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~subject:"Schätzung"
~subject:"Wechselkurs"
~type:"article"
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Search: "Gnabo, Jean-Yves"
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Gnabo, Jean-Yves
7
Bernal, Oscar
2
Agba, Eli
1
Beine, Michel
1
Bennani, Hamza
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Debarsy, Nicolas
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Dewachter, Hans
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Dossougoin, Cyrille
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ECONIS (ZBW)
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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:
2
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:
3
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:
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:
5
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:
6
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:
7
Announcements, financial operations or both? : generalizing central banks' FX reaction functions
Bernal, Oscar
;
Gnabo, Jean-Yves
- In:
Journal of the Japanese and international economies : …
23
(
2009
)
4
,
pp. 367-394
Persistent link: https://www.econbiz.de/10003921474
Saved in:
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