Online Appendix for Interest Rate Model with Investor Attitude and Text Mining

Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi
Additional contact information
Souta Nakatani: MTEC and Graduate School of Economics, University of Tokyo
Kiyohiko G. Nishimura: National Graduate Institute for Policy Studies (GRIPS) and CARF, University of Tokyo
Taiga Saito: Graduate School of Economics and CARF, University of Tokyo
Akihiko Takahashi: Graduate School of Economics and CARF, University of Tokyo

No CARF-F-470, CARF F-Series from Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Abstract: This online appendix provides some results omitted in the paper entitled Interest rate model with investor attitude and text mining by Nakatani et al. (2019).

Pages: 17
Date: 2019-12
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Citations: View citations in EconPapers (4)

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