arXivEconometrics & Forecasting
Forecasting financial markets with semantic network analysis in the COVID-19 crisis
A novel textual data index has been utilized to forecast Italian stock and bond market returns and volatilities, showing significant predictability, especially for bond market data during the COVID-19 crisis.
Featured in No. 7 on 12 Jul 2023 · · 20 citations today · published in Journal of Forecasting
- Released
- 9 Sep 2020
- First featured
- No. 7 · 12 Jul 2023
- Citations (Semantic Scholar)
- 20
- Influential citations
- 1
- Published in
- Journal of Forecasting
- Shares when featured
- 46
- Identifier
- doi:10.1002/for.2936
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).