1. 2019
  2. The response of multinationals’ foreign exchange rate exposure to macroeconomic news

    Boudt, K., Neely, C. J., Sercu, P. & Wauters, M., 1 Jun 2019, In : Journal of International Money and Finance. 94, p. 32-47 16 p.

    Research output: Contribution to journalArticleResearchpeer-review

  3. Nearest Comoment Estimation With Unobserved Factors

    Boudt, K., Cornilly, D. & Verdonck, T., Jun 2019, (Accepted/In press) In : Journal of Econometrics.

    Research output: Contribution to journalArticleResearchpeer-review

  4. The variance implied conditional correlation

    Algaba, A., Boudt, K. & Vanduffel, S., 12 May 2019, (Accepted/In press) In : The European Journal of Finance.

    Research output: Contribution to journalArticleResearchpeer-review

  5. A misspecification test for the higher order co-moments of the factor model

    Lu, W., Yang, D. & Boudt, K., 4 May 2019, In : Statistics. 53, 3, p. 471-488 18 p.

    Research output: Contribution to journalArticleResearchpeer-review

  6. Evaluating the Shariah-compliance of equity portfolios: The weighting method matters

    Boudt, K., Raza, M. W. & Wauters, M., May 2019, In : International Review of Financial Analysis. 63, p. 406-417 12 p.

    Research output: Contribution to journalArticleResearchpeer-review

  7. Macro-financial regimes and performance of Shariah-compliant equity portfolios

    Boudt, K., Raza, M. W. & Ashraf, D., May 2019, In : Journal of International Financial Markets, Institutions and Money. 60, p. 252-266 15 p.

    Research output: Contribution to journalArticleResearchpeer-review

  8. The minimum regularized covariance determinant estimator

    Boudt, K., Rousseeuw, P. J., Vanduffel, S. & Verdonck, T., 2 Apr 2019, (Accepted/In press) In : Statistics and Computing.

    Research output: Contribution to journalArticleResearchpeer-review

  9. Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics

    Boudt, K. & Thewissen, J., Mar 2019, In : Financial Management. 48, 1, p. 77-115 39 p.

    Research output: Contribution to journalArticleResearchpeer-review

  10. The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization

    Boudt, K. & Wan, C., 13 Feb 2019, In : Optimization Letters.

    Research output: Contribution to journalArticleResearchpeer-review

  11. Downside risk evaluation with the R package GAS

    Ardia, D., Boudt, K. & Catania, L., 1 Jan 2019, In : R journal. 10, 2, p. 410-421 12 p.

    Research output: Contribution to journalArticleResearchpeer-review

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