Hunting the quicksilver : using textual news and causality analysis to predict market volatility
Ameet Kumar Banerjee, Andreia Dionisio, H. K. Pradhan, Biplab Mahapatra
| Year of publication: |
2021
|
|---|---|
| Authors: | Banerjee, Ameet Kumar ; Dionísio, Andreia Teixeira Marques ; Pradhan, H. K. ; Mahapatra, Biplab |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 77.2021, p. 1-12
|
| Subject: | Bond markets | Information theory | Sentiment scores | Volatility | Volatilität | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Rentenmarkt | Bond market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101848 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012806462