Photo Jean-Yves Gnabo

Jean-Yves Gnabo

Professeur(e)
  • Email
  • Axe de recherche

      Macroéconomie Internationale, Banque et Econométrie Financière

  • Thème(s)
    • Time series
    • Nonlinear modeling
    • Banque centrale
    • Politique monétaire

 

https://sites.google.com/site/jygnabo/

 

Université de Namur (UNamur)
Rempart de la Vierge (off. 430)
5000 Namur - Belgique


Current positions
2016-... Co-Director of the BNP Paribas Research Chair, UNamur
2016-…Associate member, (EconomiX), University of Paris Nanterre (France)
2013-.. Associate member, Namur Center for Complex Systems (naXys), UNamur
Spokesperson of the ARC project on "Financial Complex System", UNamur
Director of the Center for Research in Finance and Management, CeReFiM, UNamur

 

Past
2012-16. Vice-dean of the Faculty of economics, social sciences and business administration, UNamur
2012-15. Co-Director of the Ageas Research Chair, UNamur
2014-15. Associate member, (EconomiX), University of Paris Ouest Nanterre (France)
2014-15. Short-term visiting professor (contact: Nicolas Debarsy, Cem Ertur), Departement of Economics, University of Orléans (France)
2013-14. Short-term visite (contact: Jérôme Lahaye), Departement of Economics, Fordham University (USA)
2013-14. Short-term visiting professor (contact: Nicolas Debarsy, Cem Ertur), Departement of Economics, University of Orléans (France)
2013-14. Short-term visiting researcher (contact: Lyudmila Hvozdyk), Departement of Economics, University College Dublin (Ireland)
2009-10. Short-term visiting professor (contact: Christophe Hurlin), Departement of Economics, University of Orléans (France)
2009-15. Secretary of the Jury (deliberation+admission) in FASEG
2009-15. Consultant, Organisation for Economic Co-operation and Development (OECD), Paris
2008-10. Assistant Professor of Finance, University of Namur
2007-08. Visiting scholar, Departement of Civil and Environmental Engineering, University of Maryland (USA)
2007-08. Intern under the supervision of Dr. Luiz de Mello, Organisation for Economic Co-operation and Development (OECD), Paris
2002-03 Intern under the supervision of Guy Longueville (May-July), BNP PARIBAS, Banque de Financement et d’Investissement (Department of economic research), Paris
2002-03 Intern under the supervision of Dr. Jérôme Teiletch (March-May), CDC IXIS Asset Management Paris
2001-02. Intern under the supervision of Dr. Howard Oxley, Organisation for Economic Co-operation and Development (OECD), Paris

 

Education
2004-2008. PhD in Economics & Business Administration, University of Namur
Title: The Economic Desirability of Transparency in Central Banks’ Intervention Policy
2002-03. M.Sc. in Money Banking and Finance, University Paris I Panthéon Sorbonne
Magistère in Economics (Master), University Paris I Panthéon Sorbonne
2001-02. BA in Econometrics, University Paris I Panthéon Sorbonne


Keywords
International Finance: Central banking, Monetary policy, Exchange rate policy, Communication policy, Sovereign wealth funds, Network science, Contagion
Applied econometrics: Time series, Nonlinear modeling, Discrete choice models, Volatility modelling, High frequency data, Bootstrapping techniques

 

 

Referee reports
Review of International Economics, Journal of Banking and Finance, Journal of International Money and Finance, The Manchester School,
Quantitative Finance, Journal of Empirical Finance, Open Economic Review, International Economics, Journal of Macoeconomics

 

PhD Thesis supervision
2013-15 Malik Kerkour, Essays Sovereign wealth funds investment strategies, University of Namur
2013-... Marco Geraci, Essays on financial complexity, University of Namur (co-supervision with Davy Paindaveine (ULB))
2013-... Nicolas Scholtes, Essays on interbank market network, University of Namur (co-supervision with Sophie Béreau (UCL))
2016-... Joey Soudant, Monetary poliy responses in uncertain environment, University of Namur (co- supervision with Sophie Béreau (UNamur))
2013-... Carl-Henrik Dahlqvist, Essays on causality in finance, University of Namur (co-supervision with Sophie Bereau (UCL))
2012-15 Grégory Guilmin, Essays on systemic risk, University of Namur (co-supervision with Oscar Bernal (University of Namur))
2010-15 Alexandre Girard, Essays on financial markets monitoring, University of Namur

 

Current Teaching
2010-... Risk Management , Master’s Program, 30h-course in French, University of Namur
             Financial Management, Master’s Program (Faseg), 30h-course in French, University of Namur
2008-... Internatinonal Financial Management , Master’s Program, 15h-course in English, Univer-sity of Namur
            Econometrics , Master’s Program (Faseg), 45h-course in French, University of Namur Seminar on applied research methods , Master’s Program, 30h in French, University of Namur


Service
2012-2016. vice Dean , FSESG, content: Advise and assist the Dean in developing the Faculty’s global strategy, is a member of the auditorium concil, is a membre of the reprography concil, organ- ises the election of students representative for the faculty and the university, is responsible of logistic questions of the faculty building, is a membre of the faculty board, is a member of the commission de contact, is a member of the student admission jury as well as the deliberation jury*, elaborate the strategy for the Bachelor program*, is the chairman of the "commission de contact "*(* from 2015 to 2016)
2013-... Director of the CeReFiM , UNamur, content: manage the budget, organize the internal seminars, organize the PhD workshops in collaboration with partern Universities, search for external fundings, manage the website
2009-2015 Secretary of the Jury , Faseg (evening program), content: secretary for the deliberation and student admissions

 

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