Alison Madeley - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T00:26:53+00:00Text Mining and the Information Content of Bank of Canada Communications
https://www.bankofcanada.ca/2010/11/working-paper-2010-31/
This paper uses Latent Semantic Analysis to extract information from Bank of Canada communication statements and investigates what type of information affects returns and volatility in short-term as well as long-term interest rate markets over the 2002-2008 period.2010-11-29T09:36:45+00:00enText Mining and the Information Content of Bank of Canada Communications2010-11-29Financial marketsMonetary policy implementationWorking Paper 2010-31https://www.bankofcanada.ca/wp-content/uploads/2010/11/wp10-31.pdfText Mining and the Information Content of Bank of Canada CommunicationsScott HendryAlison MadeleyNovember 2010EE5E58GG1G14