Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-18487Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Schwendner, Peter | - |
| dc.contributor.author | Schüle, Martin | - |
| dc.contributor.author | Hillebrand, Martin | - |
| dc.date.accessioned | 2019-10-18T09:12:09Z | - |
| dc.date.available | 2019-10-18T09:12:09Z | - |
| dc.date.issued | 2019 | - |
| dc.identifier.issn | 2624-8212 | de_CH |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/18487 | - |
| dc.description.abstract | We revisit the discussion of market sentiment in European sovereign bonds using a correlation analysis toolkit based on influence networks and hierarchical clustering. We focus on three case studies of political interest. In the case of the 2016 Brexit referendum, the market showed negative correlations between core and periphery only in the week before the referendum. Before the French presidential elections in 2017, the French bond spread widened together with the estimated Le Pen election probability, but the position of French bonds in the correlation blocks did not weaken. In summer 2018, during the budget negotiations within the new Italian coalition, the Italian bonds reacted very sensitively to changing political messages but did not show contagion risk to Spain or Portugal for several months. The situation changed during the week from October 22 to 26, as a spillover pattern of negative sentiment also to the other peripheral countries emerged. | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | Frontiers Research Foundation | de_CH |
| dc.relation.ispartof | Frontiers in Artificial Intelligence | de_CH |
| dc.rights | http://creativecommons.org/licenses/by/4.0/ | de_CH |
| dc.subject | Sovereign bond | de_CH |
| dc.subject | Contagion | de_CH |
| dc.subject | Sentiment | de_CH |
| dc.subject | European sovereign bond crisis | de_CH |
| dc.subject | Correlation influence | de_CH |
| dc.subject | Correlation | de_CH |
| dc.subject | Network | de_CH |
| dc.subject.ddc | 332.6: Investition | de_CH |
| dc.title | Sentiment analysis of European bonds 2016 - 2018 | de_CH |
| dc.type | Beitrag in wissenschaftlicher Zeitschrift | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | Life Sciences und Facility Management | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| zhaw.organisationalunit | Institut für Computational Life Sciences (ICLS) | de_CH |
| zhaw.organisationalunit | Institut für Wealth & Asset Management (IWA) | de_CH |
| dc.identifier.doi | 10.3389/frai.2019.00020 | de_CH |
| dc.identifier.doi | 10.21256/zhaw-18487 | - |
| zhaw.funding.eu | No | de_CH |
| zhaw.issue | 20 | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.publication.status | publishedVersion | de_CH |
| zhaw.volume | 2 | de_CH |
| zhaw.publication.review | Peer review (Publikation) | de_CH |
| zhaw.webfeed | Asset Management | de_CH |
| zhaw.webfeed | Digital Environment & Sustainability | de_CH |
| zhaw.webfeed | Datalab | de_CH |
| zhaw.author.additional | No | de_CH |
| Appears in collections: | Publikationen Life Sciences und Facility Management | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2019_Schwendner_frai-02-00020.pdf | 7.36 MB | Adobe PDF |  View/Open |
Show simple item record
Schwendner, P., Schüle, M., & Hillebrand, M. (2019). Sentiment analysis of European bonds 2016 - 2018. Frontiers in Artificial Intelligence, 2(20). https://doi.org/10.3389/frai.2019.00020
Schwendner, P., Schüle, M. and Hillebrand, M. (2019) ‘Sentiment analysis of European bonds 2016 - 2018’, Frontiers in Artificial Intelligence, 2(20). Available at: https://doi.org/10.3389/frai.2019.00020.
P. Schwendner, M. Schüle, and M. Hillebrand, “Sentiment analysis of European bonds 2016 - 2018,” Frontiers in Artificial Intelligence, vol. 2, no. 20, 2019, doi: 10.3389/frai.2019.00020.
SCHWENDNER, Peter, Martin SCHÜLE und Martin HILLEBRAND, 2019. Sentiment analysis of European bonds 2016 - 2018. Frontiers in Artificial Intelligence. 2019. Bd. 2, Nr. 20. DOI 10.3389/frai.2019.00020
Schwendner, Peter, Martin Schüle, and Martin Hillebrand. 2019. “Sentiment Analysis of European Bonds 2016 - 2018.” Frontiers in Artificial Intelligence 2 (20). https://doi.org/10.3389/frai.2019.00020.
Schwendner, Peter, et al. “Sentiment Analysis of European Bonds 2016 - 2018.” Frontiers in Artificial Intelligence, vol. 2, no. 20, 2019, https://doi.org/10.3389/frai.2019.00020.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.