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Andres Algaba

Personal Details

First Name:Andres
Middle Name:
Last Name:Algaba
Suffix:
RePEc Short-ID:pal905
Terminal Degree:2020 Faculteit Economie en Bedrijfskunde; Universiteit Gent (from RePEc Genealogy)

Affiliation

Faculteit van de Economische, Sociale en Politieke Wetenschappen en Solvay Management School
Vrije Universiteit Brussel

Brussel, Belgium
http://www.vub.ac.be/ES/
RePEc:edi:fevubbe (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.
  2. Andres Algaba & Kris Boudt & Steven Vanduffel, 2020. "The variance implied conditional correlation," The European Journal of Finance, Taylor & Francis Journals, vol. 26(2-3), pages 200-222, February.
  3. Algaba, Andres & Boudt, Kris, 2017. "Generalized financial ratios to predict the equity premium," Economic Modelling, Elsevier, vol. 66(C), pages 244-257.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.

    Cited by:

    1. Baranowski, Paweł & Doryń, Wirginia & Łyziak, Tomasz & Stanisławska, Ewa, 2021. "Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy," Economic Modelling, Elsevier, vol. 95(C), pages 49-67.
    2. Danilo Vassallo & Giacomo Bormetti & Fabrizio Lillo, 2019. "A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics," Papers 1910.01407, arXiv.org, revised Sep 2020.
    3. Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
    4. Daniel Felix Ahelegbey & Paola Cerchiello & Roberta Scaramozzino, 2021. "Network Based Evidence of the Financial Impact of Covid-19 Pandemic," DEM Working Papers Series 198, University of Pavia, Department of Economics and Management.

  2. Algaba, Andres & Boudt, Kris, 2017. "Generalized financial ratios to predict the equity premium," Economic Modelling, Elsevier, vol. 66(C), pages 244-257.

    Cited by:

    1. McMillan, David G., 2019. "Stock return predictability: Using the cyclical component of the price ratio," Research in International Business and Finance, Elsevier, vol. 48(C), pages 228-242.
    2. Faria, Gonçalo & Verona, Fabio, 2018. "The equity risk premium and the low frequency of the term spread," Research Discussion Papers 7/2018, Bank of Finland.

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Co-authorship network on CollEc

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