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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...
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| 发表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022) |
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| Autoren: | , |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
Philipps-Universität Marburg
2022
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| 主题: | |
| 在线阅读: | PDF-Volltext |
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MAGKS - Joint Discussion Paper Series in Economics