1
by Lye, Jenny
Published 1998
International Monetary Fund
... both leptokurtosis and asymmetry (characteristics seen in high-frequency financial time series data...

2
by Huang, Chengyu
Published 2019
International Monetary Fund
... as 'positive' and 'negative' sentiments, in news articles from the Financial Times. We assess the performance...

3
Published 2011
International Monetary Fund
...Commentary prepared by Martin Wolf, Associate Editor and Chief Economics Commentator, Financial...

4
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...

5
by Cao, Yongquan
Published 2021
International Monetary Fund
... new non-survey based perceptions index for 111 countries by applying sentiment analysis to Financial...