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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
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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
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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