Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Paola Priola"'
Publikováno v:
Data Science in Finance and Economics, Vol 2, Iss 3, Pp 181-204 (2022)
Central banks communication has lately become an important tool to guide expectations and its impact on the economy has been acknowledged by the literature. Nowadays central banks speeches face an increasing variety of topics, which are not discrimin
Externí odkaz:
https://doaj.org/article/4dcecfc64bc84ab98c0931537a43e3dd
Publikováno v:
SSRN Electronic Journal.
Central banks communication has lately become an important tool to guide expectations and its impact on the economy has been acknowledged by the literature. Nowadays central banks speeches face an increasing variety of topics, which are not discrimin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8fc9303ff1b9e69599cd7d81002de45
https://doi.org/10.2139/ssrn.3955716
https://doi.org/10.2139/ssrn.3955716
Publikováno v:
SSRN Electronic Journal.
Applying text analysis to speeches and press releases we construct a Sentiment Index (CBSI) of four central banks to (i) investigate spillovers generated by CBSIs on financial variables with GIRF; (ii) analyze the time-varying and statistically signi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a793b15b1d39f4d81aeffe5eab3e949
https://doi.org/10.2139/ssrn.3764004
https://doi.org/10.2139/ssrn.3764004
Publikováno v:
SSRN Electronic Journal.
Could a Fed rate hike affect Turkish banks' stock prices? Could it lead to an increase in the exposure to interest rate risk of Turkish banks, generating negative spillover effects? By means of a new data-rich environment IVAR model with both observa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47fa3c48eea22fd77b4abf6dbe471a30
https://doi.org/10.2139/ssrn.3309671
https://doi.org/10.2139/ssrn.3309671