What’s that Noise? Analysing Sentiment-based Variation in Central Bank Communication

To which degree can variation in sentiment-based indicators of central bank communication be attributed to changes in macroeconomic, financial, and monetary variables; idiosyncratic speaker effects; sentiment persistence; and random ‘noise’? Using the Loughran and McDonald (2011) dictionary on a tex...

全面介紹

Gespeichert in:
書目詳細資料
發表在:MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022)
Autoren: Hayo, Bernd, Zahner, Johannes
格式: Artikel
語言:英语
出版: Philipps-Universität Marburg 2022
主題:
在線閱讀:PDF-Volltext
標簽: 添加標簽
沒有標簽, 成為第一個標記此記錄!