Browsing BI Research Centre's Series by Subject "Bayesian Dynamic Threshold Model"
Now showing items 1-1 of 1
-
The Value of News
(CAMP Working Paper Series;6/2015, Working paper, 2015)We decompose a major business newspaper according to the topics it writes about, and show that the topics have predictive power for key economic variables and, especially noteworthy, for asset prices. Unexpected ...