Can central bank speeches predict financial market turbulence? Evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique-Reference-Cited by-同舟云学术

Can central bank speeches predict financial market turbulence? Evidence from an adaptive NLP sentiment index analysis using XGBoost machine learning technique

Published:2021-12 Issue:4 Volume:21 Page:141-153
ISSN:1303-0701
Container-title:Central Bank Review
language:en
Short-container-title:Central Bank Review

Author:

Petropoulos Anastasios,Siakoulis Vasilis

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference20 articles.

1. How Much information do monetary policy committees disclose? Evidence from the FOMC's minutes and transcripts;Apel,2019

2. Does People's Bank of China communication matter? Evidence from stock market reaction;Bennani,2019

3. Random forests;Breiman;Mach. Learn.,2001

4. Classification and Regression Trees;Breiman,1984

5. Text mining and sentiment extraction in central bank documents;Bruno,2016

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