no code implementations • 11 Mar 2022 • Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
In this paper we employ economic news within a neural network framework to forecast the Italian 10-year interest rate spread.
no code implementations • 15 Jun 2021 • Sergio Consoli, Luca Tiozzo Pezzoli, Elisa Tosetti
We show how emotions extracted from macroeconomic news can be used to explain and forecast future behaviour of sovereign bond yield spreads in Italy and Spain.
