Skip to content
OPEN VARIABLE

Evidence-First Signal Intelligence

Menu

Research literature / Journal article

Quantitative Statistical Study of Financial Market Sentiment on Economic Cycles: An Analysis Based on the FinBERT Model and TVP-VAR

Weiran Zhang; Xinmeng Zhang; Yixin Chen

Published
Publisher
Warwick Evans Publishing
Journal / collection
Transactions on Economics, Business and Management Research
Research area
Capital & markets
Source type
Journal article
DOI
10.62051/c7vskc54

Read the original source ↗

The original publisher provides the full text and its access options.

Cite this source

Weiran Zhang; Xinmeng Zhang; Yixin Chen. Quantitative Statistical Study of Financial Market Sentiment on Economic Cycles: An Analysis Based on the FinBERT Model and TVP-VAR. Transactions on Economics, Business and Management Research. 2024-08-21. https://doi.org/10.62051/c7vskc54

Download RIS