Philipp Lammers

VU University Amsterdam, Finance

De Boelelaan 1105

Amsterdam

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

474

CITATIONS

0

Scholarly Papers (2)

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 336 (75,162)

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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 114 (210,395)

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systemic risk, sentiment analysis, Granger causality

2.

Sector News Sentiment Indices

Number of pages: 25 Posted: 05 Dec 2017
Svetlana Borovkova and Philipp Lammers
Vrije Universiteit Amsterdam - Faculty of Economics and Business Administration and VU University Amsterdam, Finance
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News sentiment, Sector rotation, Investment strategies