Connecting determination makers to a dynamic community of information, people and ideas, Bloomberg rapidly and precisely delivers enterprise and financial info, information and perception around the globe. In Figure 5 , we show that the correlations between (i) monetary indices and complete entity occurrences and (ii) financial indices and the NCI calculated using all documents are very low round R < 0.15.="" alternatively,="" the="" nci-financial="" reveals="" a="" lot="" greater="" correlation="" with="" financial="" indices,="" with="" r=""> 0.7 for the implied volatility of the S&P 500 measured by the VIX index.
Latest disaster motivated quite a few studies that have focussed on co-actions in financial markets as phenomena which can be characteristic of economic crises and that mirror systemic threat in financial systems 19 , 20 , 21 , 22 , 23 , 24 Harmon et al. 22 display that the final economic crisis and earlier massive single-day panics had been preceded by prolonged intervals of excessive ranges of market mimicry, which is direct evidence of uncertainty and nervousness and of the comparatively weak affect of exterior information.
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Info provide indicators: cohesiveness index based mostly on all the news from NewStream (NCI), cohesiveness index based mostly solely on filtered financial news from NewStream (NCI-financial), total entity occurrences based on the mixture from all news documents and complete entity occurrences based mostly on strictly monetary documents from NewStream.
Semantic partitioning for 2 entity semantic teams – Financial Establishments” and Financial Context” – and three doc semantic teams – day 1”, day 2” and day three”. The Frobenius norms of the shaded areas quantify the cohesiveness inside each semantic group, whereas the Frobenius norms of all other regions quantify the cohesiveness between pairs of semantic groups.