Policy News and Stock Market Volatility
收藏数据链接：
官方服务：
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
