The impact of macroeconomic news sentiment on interest rates
Year of publication: |
2024
|
---|---|
Authors: | Audrino, Francesco ; Offner, Eric A. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 94.2024, Art.-No. 103293, p. 1-23
|
Subject: | Macroeconomic variables | News sentiment | Regime-Switching Models | Yield Curve | Zins | Interest rate | Zinsstruktur | Yield curve | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Kapitaleinkommen | Capital income | Wirtschaftsindikator | Economic indicator |
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