Hájek, Petr; Střižík, Michal; Praks, Pavel; … - In: Politická ekonomie 2009 (2009) 6, pp. 754-768
Our study contains application of Latent Semantic Indexing on financial crises prediction. Hypothesis to test was that equity markets are able to predict even sharp changes in monetary policy during a quarter ahead of such a change (which was searched during two quarters that followed). This...