Yossi Saadon

Bank of Israel - Research Department

PO Box 780

Jerusalem 91007

Israel

  • Bank of Israel - Research Department

SCHOLARLY PAPERS

6

DOWNLOADS

96

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Stock Market Reaction to Monetary Policy Surprises Under Uncertainty

International Review of Financial Analysis, Elsevier, vol. 89, no. 102783, August 2023.
Number of pages: 32 Posted: 09 Aug 2023 Last Revised: 13 Aug 2023
Jonathan Benchimol, Yossi Saadon and Nimrod Segev
Bank of Israel, Bank of Israel - Research Department and Bank of Israel - Research Department
Downloads 45 (687,656)

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Monetary policy, Uncertainty, Stock returns, High-frequency data, Event study

2.

Text Mining Methodologies with R: An Application to Central Bank Texts

Machine Learning with Applications, Elsevier, vol. 8, no. 100286, June 2022.
Number of pages: 19 Posted: 09 Aug 2023 Last Revised: 13 Aug 2023
Jonathan Benchimol, Sophia Kazinnik and Yossi Saadon
Bank of Israel, Federal Reserve Banks - Quantitative Supervision & Research and Bank of Israel - Research Department
Downloads 23 (853,376)
Citation 1

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Text mining, R programming, Sentiment analysis, Topic modelling, Natural language processing, Central bank communication, Bank of Israel.

3.

Do Expert Experience and Characteristics Affect Inflation Forecasts?

Journal of Economic Behavior & Organization, Elsevier, vol. 201, pp. 205-226, September 2022.
Number of pages: 43 Posted: 09 Aug 2023 Last Revised: 14 Aug 2023
Jonathan Benchimol, Makram El-Shagi and Yossi Saadon
Bank of Israel, Henan University and Bank of Israel - Research Department
Downloads 17 (910,294)

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Expert forecast, Behavioral economics, Survival analysis, Panel estimation, Global financial crisis.

4.

The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel

Economic Modelling, Elsevier, vol. 112, no. 105872, July 2022.
Number of pages: 40 Posted: 09 Aug 2023 Last Revised: 13 Aug 2023
Jonathan Benchimol, Inon Gamrasni, Michael Kahn, Sigal Ribon, Yossi Saadon, Noam Ben-Zeev, Asaf Segal and Yitzchak Shizgal
Bank of Israel, Bank of Israel, Independent, Bank of Israel - Research Department, Bank of Israel - Research Department, Bank of Israel, Bank of Israel and Bank of Israel
Downloads 11 (969,811)

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Financial stability, Policy evaluation, Banking sector, Credit markets, Regulation, Global Financial Crisis.

5.

Nominal Exchange Rate Dynamics and Monetary Policy: Uncovered Interest Rate Parity and Purchasing Power Parity Revisited

CEPR Discussion Paper No. DP13235
Number of pages: 37 Posted: 15 Oct 2018 Last Revised: 22 Oct 2018
Yossi Saadon and Nathan Sussman
Bank of Israel - Research Department and Hebrew University of Jerusalem
Downloads 0 (1,057,334)
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6.

'Much Ado About Nothing'?: The Effect of Print Media Tone on Stock Indices

Posted: 12 Jul 2018 Last Revised: 06 Aug 2022
Yossi Saadon and Ben Z. Schreiber
Bank of Israel - Research Department and Bank of Israel

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News Media Content, Stock Returns, News-Based Trading Strategy, Overnight Returns