Comparison of an affine term structure model with Fed chair speeches in large language models
Eunmi Ko, Alphaeus Dmonte, Marcos Zampieri
| Year of publication: |
2025
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|---|---|
| Authors: | Ko, Eunmi ; Dmonte, Alphaeus ; Zampieri, Marcos |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 78.2025, Art.-No. 107114, p. 1-6
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| Subject: | Central bank communication | Federal Reserve | Financial sentiment analysis | Interest rate forecast | Large language models | Zinsstruktur | Yield curve | Geldpolitik | Monetary policy | Zentralbank | Central bank | Zins | Interest rate | Kommunikation | Communication | Politische Kommunikation | Political communication | Künstliche Intelligenz | Artificial intelligence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.107114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015418003