Emotions in macroeconomic news and their impact on the European bond market
Year of publication: |
2021
|
---|---|
Authors: | Consoli, Sergio ; Tiozzo Pezzoli, Luca ; Tosetti, Elisa |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 118.2021, p. 1-24
|
Subject: | Sovereign bond yield spreads | News | Text analysis | Emotions extraction | GDELT | Öffentliche Anleihe | Public bond | Emotion | Rentenmarkt | Bond market | Ankündigungseffekt | Announcement effect | EU-Staaten | EU countries | Zinsstruktur | Yield curve |
-
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo, (2014)
-
Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo, (2017)
-
Ribeiro, Pedro Pires, (2017)
- More ...
-
Sentiment Analysis of Economic Text : A Lexicon-based Approach
Barbaglia, Luca, (2022)
-
Seismonomics : Listening to the Heartbeat of the Economy
Tiozzo Pezzoli, Luca, (2021)
-
Testing big data in a big crisis: Nowcasting under COVID-19
Barbaglia, Luca, (2022)
- More ...