• Gnabo, J. Y. & Moccero, D. N.

    Risk management, nonlinearity and aggressiveness in monetary policy: the case of the US Fed: The case of the US Fed, Journal of Banking and Finance, 2015.

  • Dayé, M.; Houssa, R. & Reding P.
    Improving MSMEs access to external financing in Low Income Countries: Is there a role for Development Cooperation? Forthcoming in Reflets et Perspectives, 2015.
  • Houssa, R.; Mohimont, J. & Otrok, C.
    The Sources of Business Cycles in a Low Income Country, Pacific Economic Review, 2015.
  • Houssa, R. & Verpoorten, M.
    The Unintended Consequence of an Export Ban: Evidence from Benin’s Shrimp Sector, World Development, 2015, 67, 138–150.
  • Badunenko, O.; Henderson, D. J. & Houssa, R.
    Significant Drivers of Growth in Africa, Journal of Productivity Analysis, 2014.
  • Bernal, O.; Gnabo, J.-Y. & Guilmin, G. 
    Assessing the contribution of banks, insurance and other financial services to systemic risk, Journal of Banking & Finance201447, 270-287.
  • Bernal, O.; Herinckx, A. & Szafarz, A.
    Which short-selling regulation is the least damaging to market efficiency? Evidence from Europe, International Review of Law and Economics, 2014, 37, 244-256.
  • Dewachter, H.; Erdemlioglu, D.; Gnabo, J.-Y. & Lecourt, C.
    The intra-day impact of communication on euro-dollar volatility and jumps, Journal of International Money and Finance, 2014, 43, 131-154.
  • Giot, P. & Girard, A.
    L'effet chef d'oeuvre sur le marché des violons., Revue bancaire et financière, 2014, 243-248.
  • Giot, P.; Hege, U. & Schwienbacher, A.
    Are novice private equity funds risk-takers? Evidence from a comparison with established funds, Journal of Corporate Finance, 2014, 27, 55-71.
  • Gnabo, J.-Y.; Hvozdyk, L. & Lahaye, J.
    System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies, Journal of International Money and Finance, 2014, 48, 147-174.
  • Gnabo, J.-Y. & Moccero, D. N.
    Risk management, nonlinearity and aggressiveness in monetary policy: The case of the US Fed, Journal of Banking & Finance, 2013In Press, Corrected Proof.
  • Houssa, R.
    Uncertainty about welfare effects of consumption fluctuations, European Economic Review, 2013, 59, 35-62.
  • De Grauwe, P.; Houssa, R. & Piccillo, G.
    African trade dynamics: is China a different trading partner?, Journal of Chinese Economic and Business Studies, 2012, 10, 15-45.
  • Dewachter, H.; Houssa, R. & Toffano, P.
    Spatial propagation of macroeconomic shocks in Europe, Review of World Economics, 2012, 148, 377-402.
  • Gnabo, J.-Y.; Lahaye, J.; Laurent, S. & Lecourt, C.
    Do jumps mislead the FX market?, Quantitative Finance, 2012, 12, 1521-1532.
  • De Crombrugghe, A. & de Walque, G.
    Wage and employment effects of a wage norm: The Polish transition experience, Economics of Transition, 2011, 19, 541–561.
  • De Moerloose, S. & Giot, P.
    Style investing and momentum investing: A case study, Journal of Asset Management, 2011, 12, 407–417.
  • Dewachter, H.; Houssa, R.; Lyrio, M. & Kaltwasser, P. R.
    Dynamic Forecasting Rules and the Complexity of Exchange Rate Dynamics, Review of Business and Economic Literature, 2011, 56, 454-472.
  • Giot, P. & Petitjean, M.
    On the statistical and economic performance of stock return predictive regression models: an international perspective, Quantitative Finance, 2011, 11, 175-193.
  • Beaupain, R.; Giot, P. & Petitjean, M.
    Market-wide liquidity co-movements, volatility regimes and market cap sizes, Revue Finance, 2010, 31, 55-78.
  • Bernal, O.; Szafarz, A. & Oosterlink, K.
    Observing bailout expectations during a total eclipse of the sun, Journal of International Money and Finance, 2010, 29, 1193-1205.
  • Giot, P.; Laurent, S. & Petitjean, M.
    Trading activity, realized volatility and jumps, Journal of Empirical Finance, 2010, 17, 168–175.
  • Gnabo, J.-Y.; Mello, L. D. & Moccero, D.
    Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic, International Finance, 2010, 13, 195-221.
  • Houssa, R.; Otrok, C. & Puslenghea, R.
    A Model for Monetary Policy Analysis for Sub-Saharan Africa, Open Economies Review, 2010, 21, 127-145.


  • Gnabo, J-Y. & Moccero, D.

    The Risk Management Approach to Monetary Policy, Nonlinearity and Aggressiveness: The Case of the US Fed, ECB Working paper, 2015.

  • Briones Alonso, E., Houssa, R. & Verpoorten, M.

    Voodoo versus fishing committees: the role of traditional and contemporary institutions in fisheries management, 2015.

  • Girard, A., Bernal Diaz, O. & Gnabo, J-Y.

    The Impact of Sovereign Credit Rating Surprises on Asset Price Dynamics in Europe, 2015.

  • Béreau, S.; Gnabo, J.-Y. & Dahlqvist, C.-H.
    Effective Network Inference through Multivariate Information Transfer Estimation, Working Paper UCL, UNamur2015.
  • Bernal, O.; Girard, A. & Gnabo, J.-Y.
    The Impact of Solicitation on Sovereign Credit Ratings, Working Paper UNamur, 2015.
  • Bernal, O.; Girard, A. & Gnabo, J.-Y.
    The Importance of Conflicts of Interest in Attributing Sovereign Credit Ratings, Working Paper UNamur, 2015.
  • Bernal, O.; Guilmin, G.& Gnabo, J.-Y.
    Economic Policy Uncertainty and Risk Spillovers in the Eurozone, Working Paper UNamur, 2015.
  • Casteleyn, A.; Gnabo, J.-Y.; Zwinkels, R. & Béreau, S.

    Commonality among equity mutual funds: impact on financial stability and price discoveryWorking Paper UNamur, 2015.

  • Dayé, M.; Houssa, R. & Reding, P.

    Policy instruments to improve MSMEs access to external financing in developing countries: A survey, Working Paper UNamur, 2015.

  • Béreau, S.; Casteleyn, A. & Gnabo, J.-Y.

    The impact of short-selling on financial stability: An HAM-based empirical assessmentWorking Paper UNamur, 2014.

  • Geraci, M.; Veredas, D. & Garbaravicius, T.
    Short selling in the tails, Working Paper ULB, UNamur, 2014.
  • Scholtes, N. & Braione, M.
    Construction of Value at-Risk forecasts under different distributional assumptions within a BEKK framework, Working Paper UCL, UNamur, 2014.
  • Scholtes, N.
    Trust and credit freezes in an agent-based bilayer network model of the interbank market, Working Paper UCL, UNamur, 2014.
  • Béreau, S.; Gnabo, J.-Y. & Quang, T.
    Debt structure and growth in emerging economies, Working Paper UCL, UNamur, Univ. Paris Ouest, 2013.
  • Girard, A. & Titova, Y.
    The Impact of Trading and Hedging Derivatives on Banking Efficiency in The Eurozone, Working Paper UNamur, 2013.
  • Houssa, R.; Mohimont, J. & Otrok, C.
    Credit Shocks and Macroeconomic Fluctuations in Emerging Markets, CESifo Working Paper, 2013, 4281.
  • Bernal, O. & Gnabo, J.-Y.
    Sovereign bond spreads: the role of debt accumulation, Working Paper UNamur, 2012.
  • Houssa, R.
    The Effect of Fiscal policy on the Yield Curve in Emerging Market Economies, Working Paper UNamur, 2012.


  • De Crombrugghe, A. & Wyplosz, C.
    Choix et décisions économiques: Introduction aux principes de l'économie
    2011, 550 p., de Boeck (Ed.)