---
title: News Intensity & Currency Volatility
url: https://www.ml-quant.com/papers/ssrn/4686168/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4686168
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4686168
featured: 2024-01-09
citations: unknown
topic: LLMs & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4686168
- Identifier: SSRN 4686168
- Released: 2024-01-06
- First featured: Quant Letter No. 32 (2024-01-09): https://www.ml-quant.com/issues/2024-01-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: LLMs & Text

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