anchored close to the inflation target of the Bank of Mexico. Furthermore, Mexican inflation risk premia are larger and more …To study inflation expectations and associated risk premia in emerging bond markets, this paper provides estimates for … prices that are only weakly correlated, the results indicate that long-term inflation expectations in Mexico are well …

We apply text analysis to Twitter messages in Spanish to build a sentiment- based risk index for the financial sector … in Mexico. We classify a sample of tweets for the period 2006-2019 to identify messages in response to positive or … captures the impact of sources of financial stress not explicitly encompassed in quantitative risk measures. Finally, we show …

We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in … Mexico. We classify a sample of tweets from 2006-2019 to identify messages in response to a positive or negative shock to the … that this novel index captures the impact of sources of financial stress not explicitly encompassed in quantitative risk …