Latent Semantic Analysis of the FOMC Statements: Online Supplementary Material

4 Pages Posted: 1 Sep 2016

See all articles by Panagiotis Mazis

Panagiotis Mazis

Athens University of Economics and Business - Department of Accounting and Finance

Andrianos E. Tsekrekos

Athens University of Economics and Business - Department of Accounting and Finance

Date Written: September 1, 2016

Abstract

This document contains material that supplements our manuscript, entitled Latent Semantic Analysis of the FOMC Statements, which is scheduled to appear in the Review of Accounting and Finance. Specifically, it provides two lengthy appendices (Appendix A and Appendix B) that are mentioned in the manuscript but are not included in the printed version of the paper for brevity.

Keywords: Content Analysis, Latent Semantic Analysis, Fed Wording, FOMC Statements, Monetary Policy, Treasury Market

JEL Classification: E5, F3, G1

Suggested Citation

Mazis, Panagiotis and Tsekrekos, Andrianos E., Latent Semantic Analysis of the FOMC Statements: Online Supplementary Material (September 1, 2016). Available at SSRN: https://ssrn.com/abstract=2830825 or http://dx.doi.org/10.2139/ssrn.2830825

Panagiotis Mazis

Athens University of Economics and Business - Department of Accounting and Finance ( email )

76 Patission Street
GR-104 34 Athens
Greece

Andrianos E. Tsekrekos (Contact Author)

Athens University of Economics and Business - Department of Accounting and Finance ( email )

76 Patission Street
GR-104 34 Athens
Greece

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
53
Abstract Views
349
rank
448,249
PlumX Metrics