SSRNLLMs & Text
News Intensity & Currency Volatility
Semantic fingerprinting of news headlines can measure the impact of news on major currency indices, showing a positive correlation between news intensity and currency return volatility.
Featured in No. 32 on 9 Jan 2024 · 3 days after release
- Released
- 6 Jan 2024
- First featured
- No. 32 · 9 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4686168
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