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product_txtF_mv:"International Monetary Fund"
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1
Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates
by
Lye, Jenny
Published 1998
International Monetary Fund
“
... both leptokurtosis and asymmetry (characteristics seen in high-frequency
financial
time
series data...
”
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2
News-based Sentiment Indicators
by
Huang, Chengyu
Published 2019
International Monetary Fund
“
... as 'positive' and 'negative' sentiments, in news articles from the
Financial
Times
. We assess the performance...
”
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3
2011 Triennial Surveillance Review : External Commentary
Published 2011
International Monetary Fund
“
...Commentary prepared by Martin Wolf, Associate Editor and Chief Economics Commentator,
Financial
...
”
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4
Decomposing Climate Risks in Stock Markets
by
Yang, Yuanchen
Published 2023
International Monetary Fund
“
... their subjective assessments of climate risks. Using full-text data from
Financial
Times
from January 2005 to March...
”
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5
A Sentiment-Enhanced Corruption Perception Index
by
Cao, Yongquan
Published 2021
International Monetary Fund
“
... new non-survey based perceptions index for 111 countries by applying sentiment analysis to
Financial
...
”
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330 - Economics
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International Monetary Fund
Author
Huang, Chengyu
2
Cao, Yongquan
1
Fan, Yingjie
1
Hlatshwayo, Sandile
1
International Monetary Fund
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Petrescu, Monica
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Roitman, Agustin
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