Membre du personnel

Jean-Yves GNABO

Facultés/Départements/Services
Département Horaire décalé en sciences économiques et de gestion (HDECOGEST) - Chargé de cours
Bureau : Bâtiment
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Porte 431
Entités de recherche
Development Finance and Public Policies (DeFiPP)
Institut Namurois des systèmes complexes (naXys)
Center for Research in Finance and Management (CeReFiM) - Head of the Center
Organes
Conseil de faculté FSESG - Membre de droit académique
Bureau : Bâtiment Sciences économiques, sociales et de gestion
Rempart de la Vierge, 8 - 5000, Namur
Porte 431
 

Présentation

I am Associate Professor of Finance at the University of Namur. My research is focused in the areas of financial econometrics, and I am particularly interested in issues related to risk transmission. I hold a PhD in Economics and Business Administration from the University of Namur and a Master in Finance, a Magistère in Economics and a BSc in Econometrics from the University Paris I Pantheon-Sorbonne.

Domaines d'expertises

International Finance: Exchange rates, Central banking, Monetary policy
Econometrics: Discrete choice models, High frequency data, Bootstrapping techniques
Risk management: Volatility modelling, Value-at-Risk, Contagion

Diplômes

PhD in Economics and Business Administration (CeReFiM, University of Namur, Belgium, 2008)
Master in Money, Finance, Bank (University of Paris I Panthéon Sorbonne, France, 2003)
Magistère (Master) in Economics (University of Paris I, France, 2003)
BA in Econometrics (University of Paris I, France, 2002)