Replication folder for "News, sentiment and capital flows", by Benhima and Cordonier
Published: 14 March 2022| Version 1 | DOI: 10.17632/pf3vdkwmwd.1
Replication folder for "News, sentiment and capital flows", by Benhima and Cordonier. Disclaimer: The views expressed in this paper are those of the author(s) and do not necessarily reflect those of the SNB. We acknowledge financial support from the SNF grants number 100018 150068 and 100018 182195.
Steps to reproduce
The folder contains data and code to generate the results (tables and figures) of the paper. The data sources and construction methods are described in the paper. Running the code requires Matlab.
Universite de Lausanne Faculte des Hautes Etudes Commerciales, Schweizerische Nationalbank