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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Detaylı Bibliyografya
Yayımlandı:MAGKS - Joint Discussion Paper Series in Economics (Band 12-2016)
Asıl Yazarlar: Lüdering, Jochen, Tillmann, Peter
Materyal Türü: Makale
Dil:İngilizce
Baskı/Yayın Bilgisi: Philipps-Universität Marburg 2016
Konular:
Online Erişim:PDF Tam Metin
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