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SSRNRisk, Credit & Banking

The Predictive Power of Central Bank Communication: Evidence from Mexico

Predictive Power: The study reveals that Natural Language Processing can predict short-term interest rate decisions based on the communication strategy of Banco de México.

Featured in No. 20 on 12 Oct 2023 · 34 days after release · 2 citations today

Released
8 Sep 2023
First featured
No. 20 · 12 Oct 2023
Citations (Semantic Scholar)
2
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4595144

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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