On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows
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- Anastasiou, Dimitrios & Petralias, Athanassios, 2021. "On the Construction of a Leading Indicator Based on News Headlines for Predicting Greek Deposit Outflows," MPRA Paper 107602, University Library of Munich, Germany.
References listed on IDEAS
- Anastasios Petropoulos & Nikolaos E. Vlachogiannakis & Dionysios Mylonas, 2018. "Forecasting private sector bank deposits in Greece: determinants for trend and shock effects," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 9(2), pages 141-169.
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- Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Discussion Papers 12/2019, Deutsche Bundesbank.
- Anastasiou, Dimitrios & Katsafados, Apostolos G., 2020. "Bank Deposits Flows and Textual Sentiment: When an ECB President's speech is not just a speech," MPRA Paper 99729, University Library of Munich, Germany.
- Anastasiou, Dimitrios & Drakos, Konstantinos, 2021. "European depositors’ behavior and crisis sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 117-136.
- Dimitrios Anastasiou & Konstantinos Drakos, 2021. "Nowcasting the Greek (semi‐) deposit run: Hidden uncertainty about the future currency in a Google search," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1133-1150, January.
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Cited by:
- Fang, Yi & Wang, Qi & Wang, Yanru & Yuan, Yan, 2024. "Media sentiment, deposit stability and bank systemic risk: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 1150-1172.
- Apostolos G. Katsafados & Dimitris Anastasiou, 2024.
"Short-term prediction of bank deposit flows: do textual features matter?,"
Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.
- Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
- Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Tsouknidis, Dimitris, 2023. "Household deposits and consumer sentiment expectations: Evidence from Eurozone," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Dimitris Anastasiou & Apostolos Katsafados, 2023. "Bank deposits and textual sentiment: When an European Central Bank president's speech is not just a speech," Manchester School, University of Manchester, vol. 91(1), pages 55-87, January.
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More about this item
Keywords
Bank deposit flows; Bloomberg; News headlines; Sentiment; Uncertainty; Markov regime switching regression; Greece.;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- G0 - Financial Economics - - General
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G2 - Financial Economics - - Financial Institutions and Services
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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