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Do sentiment indices impact the premium of prominent pricing factors?
Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Habibah, Ume - In: Cogent economics & finance 6 (2018) 1, pp. 1-50
pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less …
Persistent link: https://www.econbiz.de/10012023268
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A new index of uncertainty based on internet searches : a friend or foe of other indicators?
Bontempi, Maria Elena; Golinelli, Roberto; Squadrani, Matteo - 2016 - This version: March, 8th 2016
The preliminary evidence in the literature suggests that changes in uncertainty have a role in shaping the U.S. economic cycle. But what is effectively measured by the different available indicators of uncertainty still remains an "uncertain" issue. This paper has two aims: (i) to introduce a...
Persistent link: https://www.econbiz.de/10011705516
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When central bank research meets Google search : a sentiment index of global financial stress
Stolbov, Michail I.; Shchepeleva, Maria; Karminsky, … - In: Journal of international financial markets, … 81 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013533417
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Macroeconomic uncertainty indices for European countries
Boikos, Spyridon; Makantasi, Eirini; Panagiōtidēs, … - In: Notas económicas (2023) 57, pp. 7-56
Persistent link: https://www.econbiz.de/10014543813
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … data collected from China's inter-bank markets, stock markets, foreign exchange markets and debt markets. Using these two …
Persistent link: https://www.econbiz.de/10011416485
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Measuring the instability of China's financial system : indices construction and an early warning system
Sun, Lixin; Huang, Yuqin - 2016
financial conditions index (CNFCI) to measure the instability of China's financial system. The indices are based on the monthly …In this paper, employing several econometric techniques, the authors construct a financial stress index (CNFSI) and a … data collected from China's inter-bank markets, stock markets, foreign exchange markets and debt markets. Using these two …
Persistent link: https://www.econbiz.de/10011502689
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Construction of China's nominal energy condition index
Bai, Caiquan; He, Yiqing; Zhou, Decai; Zhang, Yi; … - In: International journal of energy sector management : IJESM 9 (2015) 3, pp. 311-322
Persistent link: https://www.econbiz.de/10011453689
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An applications of information systems on macro-economic climate index of China
He, Mei; Ge, Xun - In: Modern economy 2 (2011) 3, pp. 421-426
Persistent link: https://www.econbiz.de/10009532402
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Constructing the monetary conditions index for China
Xiong, Weibo - In: Frontiers of economics in China : selected publications … 7 (2012) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10009632249
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Google it Up! A Google Trends-Based Uncertainty Index for the United States and Australia
Castelnuovo, Efrem - 2017
We develop uncertainty indices for the United States and Australia based on freely accessible, real time Google Trends data. Our Google Trends Uncertainty (GTU) indices are found to be positively correlated to a variety of alternative proxies for uncertainty available for these two countries....
Persistent link: https://www.econbiz.de/10012943150