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R.-H. Zhao

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Open access Aug 2026

Dynamic Analysis of the Impact of Monetary Policy Changes on Derivatives Market Pricing Behavior from a Behavioral Finance Perspective

This study examines the dynamic effects of monetary policy changes on derivatives pricing behavior, emphasizing applications in financial risk management for industrial commodities. High-frequency policy sentiment is extracted from textual announcements using BERT-based natural language processing, capturing market exp...

R.-H. Zhao · 0 citations

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