Quantitative Easing and Tapering Uncertainty: Evidence from Twitter

In this paper we analyze the extent to which peoples' changing beliefs about the timing of the exit from Quantitative Easing (\tapering") impact asset prices. To quantify beliefs of market participants, we use data from Twitter, the social media application. Our data set covers the enti...

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Bibliographic Details

Published in:	MAGKS - Joint Discussion Paper Series in Economics (Band 09-2015)
Main Authors:	Meinusch, Annette, Tillmann, Peter
Format:	Article
Language:	English
Published:	2015
Subjects:	Tapering Wirtschaft social media quan- titative easing uncertainty unconventional monetary policy Economics
Online Access:	PDF Full Text
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