SSRNLLMs & Text
The Role of Sentiment in Credit Markets
A new measure of anticipatory sentiment, created using statistical natural language processing, significantly influences macroeconomic and financial variables, including credit market stress indicators.
Featured in No. 45 on 17 Apr 2024 · · 0 citations today
- Released
- 25 Oct 2022
- First featured
- No. 45 · 17 Apr 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4795367
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