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, Belgiumhttp://www.vub.ac.be/ES/
RePEc:edi:fevubbe (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- 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.
- 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.
- Andres Algaba & Kris Boudt & Steven Vanduffel, 2019. "The variance implied conditional correlation," ULB Institutional Repository 2013/290161, ULB -- Universite Libre de Bruxelles.
- 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
- 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:
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2022.
"Media abnormal tone, earnings announcements, and the stock market,"
Journal of Financial Markets, Elsevier, vol. 61(C).
- David Ardia & Keven Bluteau & Kris Boudt, 2021. "Media abnormal tone, earnings announcements, and the stock market," Papers 2110.10800, arXiv.org.
- Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022.
"More Than Words: Fed Chairs’ Communication During Congressional Testimonies,"
Staff Working Papers
22-20, Bank of Canada.
- Alexopoulos, Michelle & Han, Xinfen & Kryvtsov, Oleksiy & Zhang, Xu, 2024. "More than words: Fed Chairs’ communication during congressional testimonies," Journal of Monetary Economics, Elsevier, vol. 142(C).
- Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022. "More Than Words: Fed Chairs' Communications During Congressional Testimonies," Working Papers tecipa-737, University of Toronto, Department of Economics.
- de Medeiros, Rennan Kertlly & da Silva Bejarano Aragón, Edilean Kleber & Besarria, Cássio da Nóbrega, 2023. "Effects of oil market sentiment on macroeconomic variables," Resources Policy, Elsevier, vol. 83(C).
- Peter A.G. van Bergeijk, 2021. "Pandemic Economics," Books, Edward Elgar Publishing, number 20401.
- Mathur, Aakriti & Sengupta, Rajeswari & Pratap, Bhanu, 2024. "Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty," Journal of Asian Economics, Elsevier, vol. 91(C).
- Leona Shao-Zhi Li & Yize Liu & Jia Yuan, 2024. "The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?," Working Papers 202418, University of Macau, Faculty of Business Administration.
- Robert Lehmann, 2020.
"The Forecasting Power of the ifo Business Survey,"
CESifo Working Paper Series
8291, CESifo.
- Robert Lehmann, 2023. "The Forecasting Power of the ifo Business Survey," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(1), pages 43-94, March.
- VAN DER WIELEN Wouter & BARRIOS Salvador, 2020.
"Fear and Employment During the COVID Pandemic: Evidence from Search Behaviour in the EU,"
JRC Working Papers on Taxation & Structural Reforms
2020-08, Joint Research Centre.
- van der Wielen, Wouter & Barrios, Salvador, 2021. "Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU," Journal of Economics and Business, Elsevier, vol. 115(C).
- Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023.
"The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets,"
KAE Working Papers
2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
- Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, vol. 137(C).
- Mikhail Stolbov & Maria Shchepeleva, 2023. "Sentiment-based indicators of real estate market stress and systemic risk: international evidence," Annals of Finance, Springer, vol. 19(3), pages 355-382, September.
- Simionescu, Mihaela, 2022. "Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
- Mazzotta, Stefano, 2022. "Immigration narrative sentiment from TV news and the stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
- Ahelegbey, Daniel Felix & Celani, Alessandro & Cerchiello, Paola, 2024. "Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
- Aakriti Mathur & Rajeswari Sengupta & Bhanu Pratap, 2022. "Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2022-001, Indira Gandhi Institute of Development Research, Mumbai, India.
- Stolbov, Mikhail & Shchepeleva, Maria & Karminsky, Alexander, 2022. "When central bank research meets Google search: A sentiment index of global financial stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Marina Diakonova & Corinna Ghirelli & Juan Quiñónez, 2024. "Economic Policy Uncertainty in Central America and the Dominican Republic," Occasional Papers 2426, Banco de España.
- Ballandonne, Matthieu & Cersosimo, Igor, 2022. "Towards a “Text as Data” Approach in the History of Economics: An Application to Adam Smith’s Classics," OSF Preprints mg3zb, Center for Open Science.
- Dorinth van Dijk & Jasper de Winter, 2023. "Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press," Working Papers 766, DNB.
- 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.
- Jae H. Kim, 2022. "Moving to a world beyond p-value," Review of Managerial Science, Springer, vol. 16(8), pages 2467-2493, November.
- Mikhaylov, Dmitry, 2023. "Macroeconomic Forecasting with the Use of News Data," Working Papers w20220250, Russian Presidential Academy of National Economy and Public Administration.
- Aktham Maghyereh & Hussein Abdoh, 2022. "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-29, December.
- Antón Sarabia Arturo & Bazdresch Santiago & Lelo-de-Larrea Alejandra, 2023. "The Influence of Central Bank's Projections and Economic Narrative on Professional Forecasters' Expectations: Evidence from Mexico," Working Papers 2023-21, Banco de México.
- khan Feroz, Noushad & Hassan, Gazi & Cameron, Michael P., 2022. "To what extent do network effects moderate the relationship between social media propagated news and investors’ perceptions?," Research in Economics, Elsevier, vol. 76(3), pages 170-188.
- Gerardin Mathilde, & Ranvier Martial., 2021. "Enrichment of the Banque de France’s monthly business survey: lessons from textual analysis of business leaders’ comments," Working papers 821, Banque de France.
- Hoang, Daniel & Wiegratz, Kevin, 2022. "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics 158, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Bo Yan & Mengru Liang & Yinxin Zhao, 2024. "Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 744-766, May.
- 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.
- Audrino, Francesco & Offner, Eric A., 2024. "The impact of macroeconomic news sentiment on interest rates," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Kishor, N. Kundan & Pratap, Bhanu, 2023. "The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India," MPRA Paper 118951, University Library of Munich, Germany.
- Ahelegbey, Daniel Felix & Cerchiello, Paola & Scaramozzino, Roberta, 2022.
"Network based evidence of the financial impact of Covid-19 pandemic,"
International Review of Financial Analysis, Elsevier, vol. 81(C).
- 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.
- Christopher Adamo & Jeffrey Carpenter, 2023. "Sentiment and the belief in fake news during the 2020 presidential primaries," Oxford Open Economics, Oxford University Press, vol. 2, pages 512-547.
- Gianni La Cava, 2021. "Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment," RBA Research Discussion Papers rdp2021-11, Reserve Bank of Australia.
- Andres Algaba & Samuel Borms & Kris Boudt & Brecht Verbeken, 2021.
"Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence,"
Working Paper Research
396, National Bank of Belgium.
- Algaba, Andres & Borms, Samuel & Boudt, Kris & Verbeken, Brecht, 2023. "Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 266-278.
- Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023. "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, vol. 57(C).
- Elena Shulyak, 2022. "Macroeconomic Forecasting Using Data from Social Media," Russian Journal of Money and Finance, Bank of Russia, vol. 81(4), pages 86-112, December.
- David Ardia & Keven Bluteau, 2024. "Optimal Text-Based Time-Series Indices," Papers 2405.10449, arXiv.org.
- Łukasz Baszczak, 2023. "Ekonomia narracji – początki nowego nurtu," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 66-81.
- Christoph Kronenberg, 2021. "A New Measure of 19th Century US Suicides," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 157(2), pages 803-815, September.
- Fabozzi, Francesco A. & Nazemi, Abdolreza, 2023. "News-based sentiment and the value premium," Journal of International Money and Finance, Elsevier, vol. 136(C).
- Aromi, J. Daniel & Clements, Adam, 2021. "Facial expressions and the business cycle," Economic Modelling, Elsevier, vol. 102(C).
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2022.
"Media abnormal tone, earnings announcements, and the stock market,"
Journal of Financial Markets, Elsevier, vol. 61(C).
- Algaba, Andres & Boudt, Kris, 2017.
"Generalized financial ratios to predict the equity premium,"
Economic Modelling, Elsevier, vol. 66(C), pages 244-257.
Cited by:
- Jonathan A. Batten & Harald Kinateder & Niklas Wagner, 2022. "Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 567-588, September.
- 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.
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Corrections
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