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
Published: Philipps-Universität Marburg 2015
Online Access:PDF Full Text
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MAGKS - Joint Discussion Paper Series in Economics