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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Bibliografiske detaljer
Hovedforfatter: Huang, Chengyu
Andre forfattere: Roitman, Agustin, Simpson, Sean, Ulybina, Daria
Format: Tidsskrift
Sprog:English
Udgivet: Washington, D.C. : International Monetary Fund, 2019.
Serier:IMF Working Papers; Working Paper ; No. 2019/273
Online adgang:Full text available on IMF
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100 1 |a Huang, Chengyu. 
245 1 0 |a News-based Sentiment Indicators /  |c Chengyu Huang, Sean Simpson, Daria Ulybina, Agustin Roitman. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2019. 
300 |a 1 online resource (56 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
700 1 |a Roitman, Agustin. 
700 1 |a Simpson, Sean. 
700 1 |a Ulybina, Daria. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2019/273 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2019/273/001.2019.issue-273-en.xml  |z IMF e-Library