News-based Sentiment Indicators /
We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like 'fear', 'risk', 'hedging', 'opinion', and, 'crisis', as well as 'positive' and 'negative'...
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| Altres autors: | , , |
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2019.
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| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2019/273 |
| Accés en línia: | Full text available on IMF |
| Sumari: | We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like 'fear', 'risk', 'hedging', 'opinion', and, 'crisis', as well as 'positive' and 'negative' sentiments, in news articles from the Financial Times. We assess the performance of our sentiment indices as 'news-based' early warning indicators (EWIs) for financial crises. We find that sentiment indices spike and/or trend up ahead of financial crises. |
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| Descripció de l’ítem: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Descripció física: | 1 online resource (56 pages) |
| Format: | Mode of access: Internet |
| ISSN: | 1018-5941 |
| Accés: | Electronic access restricted to authorized BRAC University faculty, staff and students |