Monetary Policy on Twitter and its Effect on Asset Prices: Evidence from Computational Text Analysis
In this paper we dissect the public debate about the future course of monetary policy and trace the effects of selected topics of this discourse on U.S. asset prices. We focus on the \taper tantrum" episode in 2013, a period with large revisions in expectations about Fed policy. Based on a n...
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Publicat a: | MAGKS - Joint Discussion Paper Series in Economics (Band 12-2016) |
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Autors principals: | , |
Format: | Article |
Idioma: | anglès |
Publicat: |
Philipps-Universität Marburg
2016
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Accés en línia: | PDF a text complet |
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MAGKS - Joint Discussion Paper Series in Economics