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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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| Udgivet i: | MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022) |
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| Autoren: | , |
| Format: | Artikel |
| Sprog: | engelsk |
| Udgivet: |
Philipps-Universität Marburg
2022
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| Fag: | |
| Online adgang: | PDF-Volltext |
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Internet
PDF-Volltext| Klassifikationsnummer: |
urn:nbn:de:hebis:04-es2024-07486 |
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| Publikationsdatum: |
2024-01-19 |
| Downloads: |
25 (2024) |
| Lizenz: |
https://creativecommons.org/publicdomain/mark/1.0 |
| Zugangs-URL: |
https://archiv.ub.uni-marburg.de/es/2024/0748 https://doi.org/10.17192/es2024.0748 |