Replication folder for "News, sentiment and capital flows", by Benhima and Cordonier

Published: 14 March 2022| Version 1 | DOI: 10.17632/pf3vdkwmwd.1
Contributors:
Kenza Benhima,

Description

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.

Files

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.

Institutions

Universite de Lausanne Faculte des Hautes Etudes Commerciales, Schweizerische Nationalbank

Categories

Economics

Licence