Academic Bibliography

Search 200 years of publications by Ghent University researchers.

prof. dr. Kris Boudt

Faculty of Economics and Business Administration > Department of Economics

ORCID iD: 0000-0002-1000-5142

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- A1
- open access
Climate change concerns and the performance of green vs. brown stocks

David Ardia, Keven Bluteau, Kris Boudt (UGent) and Koen Inghelbrecht (UGent)

(2023) MANAGEMENT SCIENCE.
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ETF Basket-Adjusted Covariance estimation

Kris Boudt (UGent) , Kirill Dragun (UGent) , Orimar Sauri and Steven Vanduffel

(2023) JOURNAL OF ECONOMETRICS. 235(2). p.1144-1171
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Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence

Andres Algaba, Samuel Borms, Kris Boudt (UGent) and Brecht Verbeken

(2023) INTERNATIONAL JOURNAL OF FORECASTING. 39(1). p.266-278
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Analyzing intraday financial data in R : the highfrequency package

Kris Boudt (UGent) , Onno Kleen and Emil Sjørup

(2022) JOURNAL OF STATISTICAL SOFTWARE. 104(8). p.1-36
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- A2
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Interpretability of composite indicators based on principal components

Kris Boudt (UGent) , Marco d’Errico, Hong Anh Luu and Rebecca Pietrelli

(2022) JOURNAL OF PROBABILITY AND STATISTICS. 2022.
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The optimal payoff for a Yaari investor

Kris Boudt (UGent) , Kirill Dragun (UGent) and Steven Vanduffel

(2022) QUANTITATIVE FINANCE. 22(10). p.1839-1852
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Financiële gemoedsrust met het omgekeerd hypothecair krediet

Kris Boudt (UGent) , Koen Inghelbrecht (UGent) and Maarten Van Besien (UGent)

(2022) BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE. 2022(1). p.38-44
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Win-for-life met de tontine

Kris Boudt (UGent) , Mathias Celis (UGent) and Steven Vanduffel

(2022) BANK- EN FINANCIEWEZEN = REVUE BANCAIRE ET FINANCIÈRE. 2022(1). p.29-37
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Media abnormal tone, earnings announcements, and the stock market

David Ardia, Keven Bluteau and Kris Boudt (UGent)

(2022) JOURNAL OF FINANCIAL MARKETS. 61.
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Estimation and decomposition of food price inflation risk

Kris Boudt (UGent) and Hong Anh Luu

(2022) STATISTICAL METHODS AND APPLICATIONS. 31(2). p.295-319

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