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

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...

Cijeli opis

Spremljeno u:
Bibliografski detalji
Izdano u:MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022)
Glavni autori: Hayo, Bernd, Zahner, Johannes
Format: Članak
Jezik:engleski
Izdano: Philipps-Universität Marburg 2022
Teme:
information content of sentiment indices
monetary policy
central banks, Loughran and McDonald (2011) dictionary
Sentiment index
Wirtschaft
Economics
Online pristup:PDF cijeli tekst
Oznake: Dodaj oznaku
Bez oznaka, Budi prvi tko označuje ovaj zapis!
No references were found for this record.

Slični predmeti