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Tweets seem to impact diverse assets, especially during stressful periods. However, their interrelations during stressful events may change. Cryptos are apparently more sensitive to the sentiment spread by tweets. Therefore, a construct could be formed to study such complex interrelation during...
Persistent link: https://www.econbiz.de/10014332461
Textual analysis of the NBER Working Papers published during 1999-2016 is done to assess the effects of the 2007-2009 crisis on the academic literature. The volume of crisis-related WPs is counter-cyclical, lagging the financial-instability-index. WPs by the Monetary-Economics, Asset-Pricing,...
Persistent link: https://www.econbiz.de/10012167383
Persistent link: https://www.econbiz.de/10012317422
This work develops and estimates a three-factor term structure model with explicit sentiment factors in a period including the global financial crisis, where market confidence was said to erode considerably. It utilizes a large text data of real time, relatively high-frequency market news and...
Persistent link: https://www.econbiz.de/10012908630
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This paper develops a systemic risk index for China (SRIC) using textual information from 26 leading newspapers in China. Our index measures the systematic risk from 21 topics relating to China’s economy and provides narratives of the sources of systemic risk. We examine the predictability of...
Persistent link: https://www.econbiz.de/10014258309
Textual analysis is performed in a total of 13145 high frequency (intraday) news: 6536 news from the Dow Jones Newswires and 6609 news from the Thomson Reuters Newswires. Selected news are Euro-periphery (Portugal, Ireland, Italy, Greece, Spain) crisis-related news which contain a number of...
Persistent link: https://www.econbiz.de/10011191506
Background: Cancer is one of the diseases with the highest incidence and mortality in the world, and one that requires greater care (formal and informal). At present, the traditional informal caregiver is disappearing. The objective is to analyse the sociodemographic and health factors...
Persistent link: https://www.econbiz.de/10014489836
Background: Cancer is one of the diseases with the highest incidence and mortality in the world, and one that requires greater care (formal and informal). At present, the traditional informal caregiver is disappearing. The objective is to analyse the sociodemographic and health factors...
Persistent link: https://www.econbiz.de/10013092965
This primer aims to provide IMF macroeconomists with the essential information they need in situations where they must address issues concerning health sector policy and when they have significant macroeconomic implications. Such issues can also affect equity and growth and are fundamental to...
Persistent link: https://www.econbiz.de/10005825737