Jean-Yves Gnabo

À propos

Biographie

I am a Full Professor of Finance at the University of Namur, specializing in financial econometrics with a particular focus on risk transmission mechanisms as well as transition finance. I hold a PhD in Economics and Business Administration from the University of Namur. My academic background also includes a Master’s degree in Finance, a Magistère in Economics, and a BSc in Econometrics, all obtained from the University Paris I Panthéon-Sorbonne.

Facultés/Départements/Services

Instituts de recherche

Centre de recherche

Center for Research in Finance and Management - Directeur/Directrice d'un centre/unité de recherche

Organes

Domaines d'expertises

International Finance: Exchange rate dynamics, central banking, and the impact of monetary policy.
Econometrics: Expertise in discrete choice models, high-frequency data analysis, and advanced bootstrapping techniques.
Risk Management: Specialization in volatility modeling, Value-at-Risk (VaR) methodologies, and contagion analysis.
Transition Finance: Focus on ESG strategies, the development and impact of green bonds, and assessing climate-related financial risks.

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)

2024-2025

2023-2024

2022-2023

Cette personne a également un profil sur le portail de la recherche de l’UNamur.

Voir le profil complet