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...
Guardado en:
Publicado en: | MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022) |
---|---|
Autores principales: | , |
Formato: | Artículo |
Lenguaje: | inglés |
Publicado: |
Philipps-Universität Marburg
2022
|
Materias: | |
Acceso en línea: | Texto Completo PDF |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
MAGKS - Joint Discussion Paper Series in Economics