Forecasting Intraday USD/CAD Exchange Rate with News-Derived Monetary-Policy Signals
Monetary-policy announcements and central-bank communications play a central role in foreign exchange markets, yet their qualitative, unstructured form makes their forecasting value difficult to quantify. While prior research has largely focused on sentiment extracted from financial news, comparatively little is known...
Maya Kodeih, Aliaa Alnaggar, Mucahit Cevik
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