We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector … captures the impact of sources of financial stress not explicitly encompassed in quantitative risk measures. Finally, we show … that a shock in our Twitter sentiment index correlates positively with an increase in financial market risk, stock market …

We analyze the relationship between uncertainty and economic growth expectations in Mexico through the Growth at Risk … measures of financial conditions, of economic policy uncertainty, and of risk exposure, as well as to alternative measurements …