Philipp Lammers

VU University Amsterdam, Finance

De Boelelaan 1105

Amsterdam

Netherlands

SCHOLARLY PAPERS

1

DOWNLOADS

424

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 315 (79,363)

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 109 (213,851)

Abstract:

systemic risk, sentiment analysis, Granger causality