---
title: Macro News in Market Moves: Classifying News through Asset Co-movements
url: https://www.ml-quant.com/papers/repec/bca-bocsap-26-7/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:bca:bocsap:26-7
source_url: https://econpapers.repec.org/RePEc:bca:bocsap:26-7
featured: 2026-10-09
citations: unknown
topic: Econometrics & Forecasting
---


# Macro News in Market Moves: Classifying News through Asset Co-movements

CLONE decomposes daily price moves into demand, productivity, inflation, and policy news using stocks, bonds, and inflation swaps; aggregate demand dominated until 2021.

- Source: https://econpapers.repec.org/RePEc:bca:bocsap:26-7
- Identifier: RePEc:bca:bocsap:26-7
- Released: 2026-09-30
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting
- Authors: Bruno Feunou, Jean-Sébastien Fontaine, Rishi Vala

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