Publikationsserver
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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| Publicat a: | MAGKS - Joint Discussion Paper Series in Economics (Band 41-2022) |
|---|---|
| Autors principals: | , |
| Format: | Article |
| Idioma: | anglès |
| Publicat: |
Philipps-Universität Marburg
2022
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| Matèries: | |
| Accés en línia: | PDF a text complet |
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