Membre du personnel

Jean-Yves GNABO



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


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)