Policy News and Stock Market Volatility
收藏NBER2019-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25720
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资源简介：
We use newspapers to create Equity Market Volatility (EMV) trackers at daily and monthly frequencies. Our headline EMV tracker moves closely with the VIX and the S&P500 returns volatility in and out of sample. We exploit the volume of newspaper text to construct forty category-specific EMV trackers.
提供机构：
美国国家经济研究局
创建时间：
2019-04-01
