Entropy balancing.
收藏Figshare2023-02-02 更新2026-04-28 收录
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资源简介:
Our measure of disease-related uncertainty is the infectious disease equity market volatility developed by Baker et al. (2020) [9]. Using sophisticated textual analysis, Baker et al. (2020) [9] search for news articles related to infectious diseases and equity market volatility. A higher fraction of these news articles to all articles in each time period signifies a higher level of market uncertainty that can be ascribed to infectious diseases. For ease of interpretation, we have the infectious disease equity market volatility index divided by 100.
创建时间:
2023-02-02



