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Sentiment in Central Banks' Financial Stability Reports
16 references·1 citing·54 second hopsampled
Sentiment in Central Banks' Financial Stability Reports (2017)Sentiment in Central Banks' Financial Sta…SRISK: A conditional capital shortfall measure of systemic risk (2017)SRISK: A conditional capital …Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…CoVaR (2016)CoVaRTextual sentiment in finance: A survey of methods and models (2014)Textual sentiment in finance:…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…The financial cycle and macroeconomics: What have we learnt? (2013)The financial cycle and macro…Systemic Banking Crises Database (2013)Systemic Banking Crises Datab…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Towards a Theory of Volatility Trading (2010)Towards a Theory of Volatilit…The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach (2010)The Information Content of Fo…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Are Investors Influenced By How Earnings Press Releases Are Written? (2008)Are Investors Influenced By H…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …Financial stability and the Fed : Evidence from congressional hearings (2021)Financial stability and the F…The theory and practice of econometrics (1986)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The overvaluation of purchasing power parity (1998)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)The Science of Monetary Policy: A New Keynesian Perspective (1999)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Pre-FOMC Announcement Drift (2012)The Transmission of Monetary Policy Shocks (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? 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(1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)
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References

  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2016CoVaR2,395 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2010The Information Content of Forward‐Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach1,374 cited
  • 2017SRISK: A conditional capital shortfall measure of systemic risk1,318 cited
  • 2013Systemic Banking Crises Database1,162 cited
  • 2013The financial cycle and macroeconomics: What have we learnt?1,136 cited
  • 2008Are Investors Influenced By How Earnings Press Releases Are Written?895 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms596 cited

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2014
Textual sentiment in finance: A survey of methods and models
579 cited
  • 2010Towards a Theory of Volatility Trading561 cited
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    • 2021Financial stability and the Fed : Evidence from congressional hearings15 cited