Search Results - subject:"Sentiment indices"

Aggregating sentiment in Europe : the relationship with volatility and returns

Gambarelli, Luca; Muzzioli, Silvia - 2023

Persistent link: https://www.econbiz.de/10014516165

Unveiling sentiment dynamics and forecasting future economic sentiment in the eurozone using option-implied asymmetry measures

Gambarelli, Luca; Muzzioli, Silvia - 2023

Persistent link: https://www.econbiz.de/10014516168

Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?

Sheikh, Umaid A.; Suleman, Muhammad Tahir - In: The North American journal of economics and finance : a … 78 (2025), pp. 1-27

Persistent link: https://www.econbiz.de/10015434573

What's that noise? Analysing sentiment-based variation in central bank communication

Hayo, Bernd; Zahner, Johannes - 2022

To which degree can variation in sentiment-based indicators of central bank communication be attributed to changes in macroeconomic, financial, and monetary variables; idiosyncratic speaker effects; sentiment persistence; and random "noise" ? Using the Loughran and McDonald (2011) dictionary on a...

Persistent link: https://www.econbiz.de/10014322581

What's that noise? : analysing sentiment-based variation in central bank communication

Hayo, Bernd; Zahner, Johannes - 2022 - Draft: 27th October 2022

Persistent link: https://www.econbiz.de/10013415558

Investor sentiment and the NFT hype index : to buy or not to buy?

Baklanova, Valeriia; Kurkin, Aleksei; Teplova, Tamara V. - In: China finance review international 14 (2024) 3, pp. 522-548

Persistent link: https://www.econbiz.de/10015323247

What is that noise? : analysing sentiment-based variation in central bank communication

Hayo, Bernd; Zahner, Johannes - In: Economics letters 222 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014232815

The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall : a Complete Realized Exponential GARCH-X approach

Naimoli, Antonio - In: International economics : a journal published by CEPII … 176 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014468603

Investor sentiment and the NFT hype index: to buy or not to buy?

Baklanova, Valeriia; Kurkin, Aleksei; Teplova, Tamara - In: China Finance Review International 14 (2023) 3, pp. 522-548

, the NFT hype index exhibited a higher degree of predictive accuracy compared to the well-known sentiment indices … market influencers and compared it to conventional sentiment indices in terms of their explanatory power. With the … application of explainable AI, it was shown that sentiment indices may perform as significant predictors for NFT sales and that …

Persistent link: https://www.econbiz.de/10015342007

Are customer reviews just reviews? : hotel forecasting using sentiment analysis

Wu, Chenguang; Zhong, Shiteng; Qiu, Richard T. R.; Wu, Ji - In: Tourism economics : the business and finance of tourism … 28 (2022) 3, pp. 795-816

Persistent link: https://www.econbiz.de/10013267961