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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Bibliographic Details
Published in:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2016)
Main Authors: Lüdering, Jochen, Tillmann, Peter
Format: Article
Published: Philipps-Universität Marburg 2016
Online Access:PDF Full Text
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MAGKS - Joint Discussion Paper Series in Economics