Zobrazeno 1 - 10
of 30
pro vyhledávání: '"Puy, Damien"'
Publikováno v:
In Journal of International Economics November 2021 133
Autor:
Monnet, Eric, Puy, Damien
Publikováno v:
In Journal of International Economics November 2020 127
Publikováno v:
In Journal of International Economics July 2019 119:133-149
Publikováno v:
In Japan & The World Economy December 2018 48:22-37
Autor:
Puy, Damien *
Publikováno v:
In Journal of International Money and Finance February 2016 60:73-93
This paper assesses the impact of media sentiment on international equity prices using a dataset of more than 4.5 million Reuters articles published across the globe between 1991 and 2015. Media sentiment robustly predicts daily returns in both advan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2456::9d5ce1e0cf3efb31826aadf9246ab924
https://hdl.handle.net/10986/30980
https://hdl.handle.net/10986/30980
We estimate world cycles using a new quarterly dataset of output, credit and asset prices assembled using IMF archives and covering a large set of advanced and emerging economies since 1950. World cycles, both real and financial, exist and are genera
We assess the impact of media sentiment on international equity prices using more than 4.5 million Reuters articles published across the globe between 1991 and 2015. News sentiment robustly predicts daily returns in both advanced and emerging markets
This paper analyzes the behavior of gross capital inflows across 34 emerging markets (EMs), including eight Asian economies. We first confirm that aggregate inflows to EMs comove considerably. Three findings are reported: (i) the aggregate comovement
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::79edd3f9cd26c595db55d31dfe76934f
https://hdl.handle.net/10419/203368
https://hdl.handle.net/10419/203368