Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model

Construction of Macroeconomic Uncertainty Indices for Financial Market Analysis Using a Supervised Topic Model

The uncertainty in the financial market, whether the US—China trade war will slow down the global economy or not, Federal Reserve Board (FRB) policy to increase the interest rates, or other similar macroeconomic events can have a crucial impact on the purchase or sale of financial assets. In this st...

Full description

Bibliographic Details
Main Authors: Kyoto Yono, Hiroki Sakaji, Hiroyasu Matsushima, Takashi Shimada, Kiyoshi Izumi
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Journal of Risk and Financial Management
Subjects:
uncertainty
economic policy
text mining
topic model
Online Access:https://www.mdpi.com/1911-8074/13/4/79

Internet

https://www.mdpi.com/1911-8074/13/4/79

Similar Items