WebManela and Moreira (2024) construct a news volatility index by collecting and examining ve categories of disaster-related news. They discover that news related to war and government has a strong correlation with risk premia variation. Numer- WebOct 5, 2024 · construct a new disaster risk index relying on six news-implied rare disaster proxies of Manela and Moreira (2024) and show that this index is a powerful predictor for …
News Implied Volatility and Disaster Concerns - SSRN
WebThis paper provides empirical evidence that disaster risk concerns predict real economic fluctuations. We construct a forward-looking disaster concerns measure using Manela … WebMar 14, 2024 · We construct a new disaster risk index, relying on six news-implied rare disaster proxies of Manela and Moreira (2024), and show that this index is a powerful … grand forks weather today
News implied volatility and disaster concerns
WebAsaf Manela and Alan Moreira Washington University in St. Louis - John M. Olin Business School and University of Rochester - Simon Business School Downloads 765 (51,360) Citation 59 View PDF Download 9. Capital Immobility and the Reach for Yield Number of pages: 50 Posted: 23 Oct 2014 Last Revised: 13 Nov 2015 Alan Moreira WebJournal of Financial Economics (JFE), Vol. 123, No. 1, 2024 Number of pages: 63 Posted: 21 Jan 2014 Last Revised: 10 Jan 2024 Asaf Manela and Alan Moreira Washington University in St. Louis - John M. Olin Business School and University of Rochester - Simon Business School Downloads 759 (51,498) Citation 59 View PDF Download 5. WebI Text-based uncertainty: Baker-Bloom-Davis (2016), Manela-Moreira (2024), Hassan et al (2024) I Polarization: Gentzkow-Shapiro (2006), Gentzkow-Shapiro-Taddy I Can better control and learn from high-dimensional content. Intro Text Regression Text Selection News-implied ICR Macro Forecasts Conclusion chinese delivery 29407