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News sentiment and sovereign credit risk

Cathcart, Lara; Gotthelf, Nina M.; Uhl, Matthias; Shi, … - In: European Financial Management 26 (2019) 2, pp. 261-287

Persistent link: https://www.econbiz.de/10012089892

News sentiment and sovereign credit risk

Cathcart, Lara; Gotthelf, Nina; Uhl, Matthias; Shi, Yining - In: Three essays on media content and financial markets, (pp. 52-120). 2017

Persistent link: https://www.econbiz.de/10011889872

Inspirations or incitements? : ethical mind-sets and the effect of moral examples

Kandul, Serhiy; Uhl, Matthias - In: Journal of behavioral and experimental economics 65 (2016), pp. 146-153

Persistent link: https://www.econbiz.de/10011640544

When it pays to ignore : focusing on top news and their sentiment

Uhl, Matthias; Novacek, Milos - In: The journal of behavioral finance : a publication of … 22 (2021) 4, pp. 461-479

Persistent link: https://www.econbiz.de/10012649947

News Sentiment and Sovereign Credit Risk

Cathcart, Lara - 2019

We explore the impact of media content on sovereign credit risk. Our measure of media tone is extracted from the Thomson Reuters News Analytics database. As a proxy for sovereign credit risk we consider Credit Default Swap (CDS) spreads, which are decomposed into their risk premium and default...

Persistent link: https://www.econbiz.de/10012903251