Andres Algaba : Citation Profile


Are you Andres Algaba?

Vrije Universiteit Brussel

2

H index

1

i10 index

42

Citations

RESEARCH PRODUCTION:

3

Articles

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 14
   Journals where Andres Algaba has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal905
   Updated: 2024-07-05    RAS profile: 2020-07-25    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Boudt, Kris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andres Algaba.

Is cited by:

Ahelegbey, Daniel Felix (3)

Bluteau, Keven (3)

Boudt, Kris (3)

Ardia, David (2)

La Cava, Gianni (1)

Stanisławska, Ewa (1)

Kronenberg, Christoph (1)

Stolbov, Mikhail (1)

Kishor, N (1)

Yang, Fuyu (1)

Uddin, Gazi (1)

Cites to:

Boudt, Kris (6)

Thewissen, James (5)

Hansen, Christian (4)

Renault, Thomas (4)

French, Kenneth (4)

Chernozhukov, Victor (4)

Newey, Whitney (4)

Larsen, Vegard (4)

Thorsrud, Leif (4)

welch, ivo (4)

Hansen, Peter (3)

Main data


Where Andres Algaba has published?


Recent works citing Andres Algaba (2024 and 2023)


YearTitle of citing document
2024Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449.

Full description at Econpapers || Download paper

2023Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth. In: Working Papers. RePEc:dnb:dnbwpp:766.

Full description at Econpapers || Download paper

2023A central bankers’ sentiment index of global financial cycle. (2023). Liu, Wei ; Yu, Zhen ; Yang, Fuyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

Full description at Econpapers || Download paper

2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

Full description at Econpapers || Download paper

2023News-based sentiment and the value premium. (2023). Nazemi, Abdolreza ; Fabozzi, Francesco A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657.

Full description at Econpapers || Download paper

2023Effects of oil market sentiment on macroeconomic variables. (2023). da Nobrega, Cassio ; da Silva, Edilean Kleber ; de Medeiros, Rennan Kertlly. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003537.

Full description at Econpapers || Download paper

2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

Full description at Econpapers || Download paper

2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Pratap, Bhanu ; Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:118951.

Full description at Econpapers || Download paper

2023Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry. In: Working Papers. RePEc:rnp:wpaper:w20220250.

Full description at Econpapers || Download paper

2023Ekonomia narracji – pocz?tki nowego nurtu. (2023). Baszczak, Ukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:1:p:66-81.

Full description at Econpapers || Download paper

2023The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5.

Full description at Econpapers || Download paper

2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

Full description at Econpapers || Download paper

Works by Andres Algaba:


YearTitleTypeCited
2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article39
2017Generalized financial ratios to predict the equity premium In: Economic Modelling.
[Full Text][Citation analysis]
article3
2020The variance implied conditional correlation In: The European Journal of Finance.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team