most citedReturns-Driven Macro Regimes and Characteristic Lead-Lag Behaviour between Asset Classes

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q-fin.CP2023

Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations

Deborah Miori, Constantin Petrov

Starting from a corpus of economic articles from The Wall Street Journal, we present a novel systematic way to analyse news content that evolves over time. We leverage on state-of-…