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Classification of RBA monetary policy announcements using ChatGPT
14 references·2 citing·43 second hop
Classification of RBA monetary policy announcements using ChatGPT (2023)Classification of RBA monetary policy ann…ChatGPT is fun, but not an author (2023)ChatGPT is fun, but not an au…Can ChatGPT Decipher Fedspeak? (2023)Can ChatGPT Decipher Fedspeak?Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)Risk Premiums in Dynamic Term…Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents (2013)Moore's Law versus Murphy's L…RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy (2012)RBA monetary policy communica…Words that shake traders (2011)Words that shake tradersGlobal asset prices and FOMC announcements (2011)Global asset prices and FOMC …Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Monetary policy news and exchange rate responses: Do only surprises matter? (2007)Monetary policy news and exch…Do financial markets react to Bank of England communication? (2007)Do financial markets react to…Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness? (2007)Communication by Central Bank…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…ChatGPT and the banking business: Insights from the US stock market on potential implications for banks (2024)ChatGPT and the banking busin…ChatGPT Adoption in Marketing: Exploring Drivers and Barriers through Behavioral Reasoning Theory (2024)ChatGPT Adoption in Marketing…Content Analysis for the Social Sciences and Humanities. (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply (2006)From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers (2009)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations (2009)Unconventional Monetary Policy and International Risk Premia (2018)Channels of US monetary policy spillovers to international bond markets (2019)The Science of Monetary Policy: A New Keynesian Perspective (1999)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)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Forecasting Inflation (2013)Bond Risk Premiums with Machine Learning (2020)Central Bank Transparency (2002)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Monetary Policy in the Media (2011)Starting from a blank page? Semantic similarity in central bank communication and market volatility (2019)An equilibrium characterization of the term structure (1977)Discretion versus policy rules in practice (1993)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Can we have a general theory of financial innovation processes? A conceptual review (2018)A Survey of Fintech Research and Policy Discussion (2020)Barriers to adopting automated organisational decision-making through the use of artificial intelligence (2023)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)ChatGPT: A comprehensive review on background, applications, key challenges, bias, ethics, limitations and future scope (2023)Comparing scientific abstracts generated by ChatGPT to real abstracts with detectors and blinded human reviewers (2023)Opinion Paper: “So what if ChatGPT wrote it?” Multidisciplinary perspectives on opportunities, challenges and implications of generative conversational AI for research, practice and policy (2023)
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References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2023ChatGPT is fun, but not an author1,433 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks587 cited
  • 2007Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?370 cited
  • 2011Global asset prices and FOMC announcements239 cited
  • 2013Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents212 cited
  • 2007Do financial markets react to Bank of England communication?171 cited
  • 2011Words that shake traders118 cited
  • 2007Monetary policy news and exchange rate responses: Do only surprises matter?88 cited
  • 2023Can ChatGPT Decipher Fedspeak?76 cited
  • 2012RBA monetary policy communication: The response of Australian interest rate futures to changes in RBA monetary policy41 cited

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  • 2024ChatGPT and the banking business: Insights from the US stock market on potential implications for banks30 cited
  • 2024ChatGPT Adoption in Marketing: Exploring Drivers and Barriers through Behavioral Reasoning Theory11 cited