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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Bibliografische gegevens
Hoofdauteur: Huang, Chengyu
Andere auteurs: Roitman, Agustin, Simpson, Sean, Ulybina, Daria
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2019.
Reeks:IMF Working Papers; Working Paper ; No. 2019/273
Online toegang:Full text available on IMF