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Displaying results 1 to 3 of 3.

  1. A nowcasting model of exports using maritime big data
    Author: Furukawa, Kakuho; Hisano, Ryohei
    Published: [2022]
    Publisher:  Bank of Japan, Tokyo, Japan

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Bank of Japan working paper series ; no. 22, E-19 (December 2022)
    Subjects: Nowcasting; Alternative data; AIS data; Exports
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  2. Labor market of regular workers in Japan
    a perspective from job advertisement data
    Author: Furukawa, Kakuho; Hogen, Yoshihiko; Kido, Yosuke
    Published: [2023]
    Publisher:  Bank of Japan, Tokyo, Japan

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Bank of Japan working paper series ; no. 23, E-7 (April 2023)
    Subjects: Job advertisement; Alternative data; Posted wages; Labor demand; Skill requirement
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen
  3. Risk & returns around FOMC press conferences
    a novel perspective from computer vision
    Author: Marchal, Alexis
    Published: 2021
    Publisher:  Swiss Finance Institute, Geneva

    I propose a new tool to characterize the resolution of uncertainty around FOMC press conferences. It relies on the construction of a measure capturing the level of discussion complexity between the Fed Chair and reporters during the Q&A sessions. I... more

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    Verlag (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 544
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    I propose a new tool to characterize the resolution of uncertainty around FOMC press conferences. It relies on the construction of a measure capturing the level of discussion complexity between the Fed Chair and reporters during the Q&A sessions. I show that complex discussions are associated with higher equity returns and a drop in realized volatility. The method creates an attention score by quantifying how much the Chair needs to rely on reading internal documents to be able to answer a question. This is accomplished by building a novel dataset of video images of the press conferences and leveraging recent deep learning algorithms from computer vision. This alternative data provides new information on nonverbal communication that cannot be extracted from the widely analyzed FOMC transcripts. This paper can be seen as a proof of concept that certain videos contain valuable information for the study of financial markets

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: Research paper series / Swiss Finance Institute ; no 21, 18
    Subjects: FOMC; Machine learning; Computer vision; Alternative data; Video data; Asset pricing; Equity premium
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen