News sentiment and bank credit risk
This article seeks to consider the relationship between the sentiment of newswire messages for a set of major international banks and changes in two important credit measures; the LIBOR-OIS spread and the CDS spread. There is a significant and negative relationship between news sentiment and changes...
| Main Author: | |
|---|---|
| Format: | Journal Article |
| Published: |
Elsevier
2016
|
| Online Access: | http://hdl.handle.net/20.500.11937/32152 |