Investigation of the relationship between number of tweets and USDTRY exchange rate with wavelet coherence and transfer entropy analysis
Abstract Predicting the currency exchange rate is crucial for financial agents, risk managers, and policymakers. Traditional approaches use publicly announced news on macroeconomic and financial variables as predictors of currency exchange. However, the rise of social media may have changed the sour...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-01-01
|
| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-024-00710-7 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!