Wolfinger, Julia; Köhler, Ekkehard A.; Feld, Lars P.; … - 2018
countries bond yield spreads with daily data between January 1, 2007 and December 1, 2016. We use 1,542,233 human coded news … of news about the Eurozone reduces yield spreads, especially when the news has a positive tonality. This, at least in the …-specific news to have a significant impact on GIIPS yield spreads. A higher share of positive/negative news is positively associated …