News sentiment and overshooting of exchange rates

Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment

In a globalized world, the volume of international trade is based on both import and export prices, thereby making a country’s economy highly dependent on exchange rates. In order to study exchange rate movements, one frequently exploits the so-called Dornbusch overshooting model. However, the model is controversial from a theoretical point of view: it presupposes the processing of information,...

COVID-19 sentiment analysis for Iranian news websites

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Nonlinearity In Exchange Rates and Forecasting

Sentiment Analysis in the News

Recent years have brought a significant growth in the volume of research in sentiment analysis, mostly on highly subjective text types (movie or product reviews). The main difference these texts have with news articles is that their target is clearly defined and unique across the text. Following different annotation efforts and the analysis of the issues encountered, we realised that news opini...

News Sentiment and Cross-Country Fluctuations

What is the information content of news-based measures of sentiment? How are they related to aggregate economic fluctuations? I construct a sentiment index by measuring the net amount of positive expressions in the corpus of Economic news articles produced by Reuters over the period 1987 2013 and across 12 countries. The index successfully tracks fluctuations in Gross Domestic Product (GDP) at ...