相关论文: Analysis of the Fed's communication by using textu…

Recent developments in monetary policy by the Federal Reserve has created a need for an objective method of communication analysis.Using methods developed for text analysis, we present a novel technique of analysis which creates a semantic…

The effectiveness of central bank communication is a crucial aspect of monetary policy transmission. While recent research has examined the influence of policy communication by the chairs of the Federal Reserve on various financial…

Communication is now a standard tool in the central bank's monetary policy toolkit. Theoretically, communication provides the central bank an opportunity to guide public expectations, and it has been shown empirically that central bank…

This research article analyzes the language used in the official statements released by the Federal Open Market Committee (FOMC) after its scheduled meetings to gain insights into the impact of FOMC official statements on financial markets…

The U.S. Federal Open Market Committee (FOMC) regularly discusses and sets monetary policy, affecting the borrowing and spending decisions of millions of people. In this work, we release Op-Fed, a dataset of 1044 human-annotated sentences…

Monetary policy pronouncements by Federal Open Market Committee (FOMC) are a major driver of financial market returns. We construct the largest tokenized and annotated dataset of FOMC speeches, meeting minutes, and press conference…

The Federal Open Market Committee within the Federal Reserve System is responsible for managing inflation, maximizing employment, and stabilizing interest rates. Meeting minutes play an important role for market movements because they…

Financial sentiment analysis plays a crucial role in decoding market trends and guiding strategic trading decisions. Despite the deployment of advanced deep learning techniques and language models to refine sentiment analysis in finance,…

Federal Open Market Committee (FOMC) statements are a major source of monetary-policy information, and even subtle changes in their wording can move global financial markets. A central task is therefore to measure the hawkish--dovish stance…

We examine the affective content of central bank press statements using emotion analysis. Our focus is on two major international players, the European Central Bank (ECB) and the US Federal Reserve Bank (Fed), covering a time span from 1998…

Blockchain technology has revolutionized the financial landscape, with cryptocurrencies gaining widespread adoption for their decentralized and transparent nature. As the sentiment expressed on social media platforms can significantly…

Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

"Fedspeak", the stylized and often nuanced language used by the U.S. Federal Reserve, encodes implicit policy signals and strategic stances. The Federal Open Market Committee strategically employs Fedspeak as a communication tool to shape…

This paper introduces a transparent framework to identify the informational content of FOMC announcements. We do so by modelling the expectations of the FOMC and private sector agents using state of the art computational linguistic tools on…

The Federal Reserve System (the Fed) plays a significant role in affecting monetary policy and financial conditions worldwide. Although it is important to analyse the Fed's communications to extract useful information, it is generally…

We examine climate-related disclosures in a large sample of reports published by banks that officially endorsed the recommendations of the Task Force for Climate-related Financial Disclosures (TCFD). In doing so, we introduce a new…

Sentiment analysis plays a pivotal role in understanding public opinion, particularly in the political domain where the portrayal of entities in news articles influences public perception. In this paper, we investigate the effectiveness of…

This study explores the influence of FOMC sentiment on market expectations, focusing on cognitive differences between experts and non-experts. Using sentiment analysis of FOMC minutes, we integrate these insights into a bounded rationality…

Financial sentiment analysis plays a crucial role in uncovering latent patterns and detecting emerging trends, enabling individuals to make well-informed decisions that may yield substantial advantages within the constantly changing realm…

Following the financial crisis of the late 2000s, policy makers have shown considerable interest in monitoring financial stability. Several central banks now publish indices of financial stress, which are essentially based upon market…