Assessing dynamic co-movement of news based uncertainty indices and distance-to-default of global FinTech firms

Z Anwer, MA Khan, MK Hassan, MKH Singh - Research in International …, 2024 - Elsevier
Contemporary literature does not offer evidence on the causal relationship of default risk
and investor sentiments for FinTech sector. We bridge this gap by assessing the dynamic co …

Policy uncertainty, economic activity, and carbon emissions: a nonlinear autoregressive distributed lag approach

M Ashena, G Shahpari - Environmental Science and Pollution Research, 2022 - Springer
Over the last few years, economic uncertainty has become a global concern. Not only has its
impact on economic activities, but there are pieces of evidence that show uncertainty can be …

[HTML][HTML] Construction and analysis of uncertainty indices based on multilingual text representations

V Naboka-Krell - Economics Letters, 2024 - Elsevier
The work by Baker et al.(2016), who propose a dictionary based method and estimate the
level of economic policy uncertainty (EPU) based on the occurrence of specific terms in ten …

Economic Policy Uncertainty: A Review on Applications and Measurement Methods with Focus on Text Mining Methods

F Kaveh-Yazdy, S Zarifzadeh - arXiv preprint arXiv:2308.10304, 2023 - arxiv.org
Economic Policy Uncertainty (EPU) represents the uncertainty realized by the investors
during economic policy alterations. EPU is a critical indicator in economic studies to predict …

Contextualized vs. Static Word Embeddings for Word-based Analysis of Opposing Opinions

W Sarakul, AT Rutherford - 2023 20th International Joint …, 2023 - ieeexplore.ieee.org
Word embeddings are useful for studying public opinions by summarizing opinions about a
concept by finding the nearest neighbors in the word embedding space. Static word …

Sources of economic policy uncertainty in the euro area: a ready-to-use database

A Azqueta-Gavaldón, M Diakonova… - Banco de Espana …, 2023 - papers.ssrn.com
In this paper, we build a publicly-available database of economic policy uncertainty (EPU)
indicators based on the methodology proposed by Azqueta-Gavaldón, Hirschbühl, Onorante …