Evgeny Garmaev

VU University Amsterdam - Finance

De Boelelaan 1105

Amsterdam

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

384

CITATIONS

0

Scholarly Papers (1)

SenSR: A Sentiment-Based Systemic Risk Indicator

Number of pages: 21 Posted: 07 Apr 2016 Last Revised: 08 Jul 2016
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration, VU University Amsterdam - Finance, VU University Amsterdam, Finance and VU University Amsterdam, Faculty of Economics and Business Administration
Downloads 293 (83,963)

Abstract:

Systemic Risk, News Sentiment, Granger Causality

SenSR: A Sentiment-Based Systemic Risk Indicator

De Nederlandsche Bank Working Paper No. 553
Number of pages: 25 Posted: 11 Apr 2017
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration, VU University Amsterdam - Finance, VU University Amsterdam, Finance and VU University Amsterdam, Faculty of Economics and Business Administration
Downloads 91 (236,240)

Abstract:

systemic risk, sentiment analysis, Granger causality