Gibran Watfe

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

343

TOTAL CITATIONS

7

Scholarly Papers (2)

1.

From Cashtag to Hashcrash - Predicting Financial Market Volatility with Twitter

Number of pages: 44 Posted: 27 Jun 2022
Michael Abendschein and Gibran Watfe
Organization for Economic Co-Operation and Development (OECD) and European Central Bank (ECB)
Downloads 193 (321,699)

Abstract:

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High frequency data, Volatility forecasting, Twitter

2.

The Analytical Credit Dataset. A Magnifying Glass for Analysing Credit in the Euro Area

ECB Occasional Paper No. 187
Number of pages: 44 Posted: 13 Jun 2017
European Central Bank, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 150 (400,810)
Citation 7

Abstract:

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analytical credit dataset, central credit registers, loan-by-loan data, credit risk, central bank statistics