SSRNLLMs & Text
Geoeconomic Fear and Sovereign Spreads
The study constructs a geoeconomic fear index from news articles and finds that higher fear predicts wider emerging-market sovereign spreads, especially for speculative-grade issuers.
Featured in No. 134 on 9 Oct 2026 · on release day
- Released
- 9 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7580558
- Authors
- Hui Ding et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).