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  1. Robert Musil - Ironie, Satire, falsche Gefühle /
    Contributor: Mulligan, Kevin, (editor.); Westerhoff, Armin, (editor.)
    Published: 2009.
    Publisher:  mentis Verlag,, Paderborn :

    Seit Mitte der 1920er Jahre treten in Robert Musils Werk zunehmend ironische und kritische Töne auf. Sein Hauptwerk, der Roman 'Der Mann ohne Eigenschaften' (1930-1932), präsentiert ein Panoptikum falscher Weltanschauungen, während der immer noch zu... more

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    Seit Mitte der 1920er Jahre treten in Robert Musils Werk zunehmend ironische und kritische Töne auf. Sein Hauptwerk, der Roman 'Der Mann ohne Eigenschaften' (1930-1932), präsentiert ein Panoptikum falscher Weltanschauungen, während der immer noch zu selten beachtete 'Nachlaß zu Lebzeiten' (1935/36) bissige Zeitdiagnose in satirischen Kurztexten versammelt. Die Autoren dieses Bandes folgen Musils kritischen und polemischen Denkanstößen und demonstrieren deren philosophische Relevanz. Dabei werden auch die kritische Rezeption Nietzsches und der Weltanschauungsphilosophie Mit Beiträgen von Bernhard Böschenstein, Jacques Bouveresse, Stéphane Gödicke, Villö Huszai, Stefan Imhoof, Patrizia Lombardo, Catrin Misselhorn, Dominik Müller, Kevin Mulligan, Philip Payne, Gerhard Schurz, Peter Utz, Florence Vatan, Armin Westerhoff.

     
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    Source: Union catalogues
    Contributor: Mulligan, Kevin, (editor.); Westerhoff, Armin, (editor.)
    Media type: Ebook
    Format: Online
    ISBN: 9783969750940; 9783897856639
    Other identifier:
    DOI: 10.30965/9783969750940
    Subjects: irony; sentiment
    Scope: 1 online resource
    Notes:

    Includes bibliographical references and index.
  2. Hypocrisies de Joë Bousquet /
    Author: Berquin, François
    Published: 2020.
    Publisher:  Presses universitaires du Septentrion,, Villeneuve d'Ascq :

    Quel est donc le salaud qui bat les cartes à ma place se surprend à marmotter entre ses dents Joë Bousquet alors qu’il vient une fois encore, dans le demi-jour ou les demi-ténèbres de sa chambre, d’échouer à faire ce qu’on appelle parfois une... more

     

    Quel est donc le salaud qui bat les cartes à ma place se surprend à marmotter entre ses dents Joë Bousquet alors qu’il vient une fois encore, dans le demi-jour ou les demi-ténèbres de sa chambre, d’échouer à faire ce qu’on appelle parfois une réussite mais qu’on serait mieux avisé ici d’appeler patience. Car il a beau recommencer - à chaque fois remettant symboliquement sa vie en jeu -, les cartes se disposent dans un ordre exactement contraire "à la bonne marche du coup", et la partie s’interrompt. Il y a certes de quoi désespérer. Rien pourtant de désespéré chez Joë Bousquet qui continue, non sans malice, à provoquer l’étrange, le diabolique adversaire qui, à tous les coups, vient lui couper ses meilleurs jeux. Etrange adversaire et peut être étrange partenaire... Effectivement, tout se passe à la longue comme si "l’homme couché" ne faisait en fait semblant de jouer que pour bientôt sentir se lever en lui ce double obscur. Comme s’il cherchait à manipuler ce frère d’ombre qui, précisément, le dépossède de toute maîtrise... C’est un paradoxe de cette nature qui fait marcher l’œuvre de l’homme "coupé en deux", et la fait marcher comme elle peut, c’est-à-dire le plus souvent sur la tête. D’où la forme du livre que voici : seize chapitres qui sont comme les cartes d’un jeu amputé de moitié. Distribués dans un ordre semi-aléatoire, ils se proposent à chaque fois de relancer une nouvelle image de Joë Bousquet. Une nouvelle figure. La seule règle imposée veut que cette figure soit - comme celles bien sûr des cartes à jouer, vignettes aux deux visages - systématiquement dédoublée.

     
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    Source: Union catalogues
    Language: French
    Media type: Book; Data medium
    ISBN: 2-7574-2660-5
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    Series: Objet
    Subjects: Literature (General); littérature; hypocrisie; sentiment
    Other subjects: Bousquet, Joë; littérature; hypocrisie; sentiment
    Scope: 1 online resource (328 p.)
  3. Hypocrisies de Joë Bousquet /
    Author: Berquin, François
    Published: 2020.
    Publisher:  Presses universitaires du Septentrion,, Villeneuve d'Ascq :

    Quel est donc le salaud qui bat les cartes à ma place se surprend à marmotter entre ses dents Joë Bousquet alors qu’il vient une fois encore, dans le demi-jour ou les demi-ténèbres de sa chambre, d’échouer à faire ce qu’on appelle parfois une... more

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    Quel est donc le salaud qui bat les cartes à ma place se surprend à marmotter entre ses dents Joë Bousquet alors qu’il vient une fois encore, dans le demi-jour ou les demi-ténèbres de sa chambre, d’échouer à faire ce qu’on appelle parfois une réussite mais qu’on serait mieux avisé ici d’appeler patience. Car il a beau recommencer - à chaque fois remettant symboliquement sa vie en jeu -, les cartes se disposent dans un ordre exactement contraire "à la bonne marche du coup", et la partie s’interrompt. Il y a certes de quoi désespérer. Rien pourtant de désespéré chez Joë Bousquet qui continue, non sans malice, à provoquer l’étrange, le diabolique adversaire qui, à tous les coups, vient lui couper ses meilleurs jeux. Etrange adversaire et peut être étrange partenaire... Effectivement, tout se passe à la longue comme si "l’homme couché" ne faisait en fait semblant de jouer que pour bientôt sentir se lever en lui ce double obscur. Comme s’il cherchait à manipuler ce frère d’ombre qui, précisément, le dépossède de toute maîtrise... C’est un paradoxe de cette nature qui fait marcher l’œuvre de l’homme "coupé en deux", et la fait marcher comme elle peut, c’est-à-dire le plus souvent sur la tête. D’où la forme du livre que voici : seize chapitres qui sont comme les cartes d’un jeu amputé de moitié. Distribués dans un ordre semi-aléatoire, ils se proposent à chaque fois de relancer une nouvelle image de Joë Bousquet. Une nouvelle figure. La seule règle imposée veut que cette figure soit - comme celles bien sûr des cartes à jouer, vignettes aux deux visages - systématiquement dédoublée.

     
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    Source: Philologische Bibliothek, FU Berlin
    Language: French
    Media type: Book; Data medium
    ISBN: 2-7574-2660-5
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    Series: Objet
    Subjects: Literature (General); littérature; hypocrisie; sentiment
    Other subjects: Bousquet, Joë; littérature; hypocrisie; sentiment
    Scope: 1 online resource (328 p.)
  4. Affective Geographies
    Cervantes, Emotion, and the Literary Mediterranean
    Author: Johnson, Paul Michael
    Published: [2020]; ©2020
    Publisher:  University of Toronto Press, Toronto ; Walter de Gruyter GmbH, Berlin

    For Miguel de Cervantes, to narrate a Mediterranean experience is to necessarily speak of an emotional experience. Affective Geographies takes as its point of departure the premise that literature is as influential in constructing the Mediterranean... more

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    For Miguel de Cervantes, to narrate a Mediterranean experience is to necessarily speak of an emotional experience. Affective Geographies takes as its point of departure the premise that literature is as influential in constructing the Mediterranean as are its geographic, climatic, or economic features. As the writer with the most vast and varied Mediterranean experience of his era, Cervantes is exceptionally well-suited for the critical task of recovering the literary Mediterranean. Engaging with the interdisciplinary fields of Mediterranean studies, affect theory, and the history of emotion, Paul Michael Johnson reads Cervantes’s texts alongside the affective structures that inscribe the Mediterranean as a space of conflict, commerce, expansion, and empire. In particular, he argues that Cervantes’s writing, with its uncommon focus on the Moorish, Islamic, and North African experience, can serve to realign misconceptions about the Mediterranean we have inherited today. Affective Geographies proposes that, with a more than four-hundred-year history of impacting the hearts and minds of readers, Cervantes’s works constitute a literary longue durée, ramifying beyond fiction to alter the popular imaginary and long-term cultural landscape.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781487536398
    Other identifier:
    Series: Toronto Iberic
    Subjects: Gefühl <Motiv>; Mittelmeerraum <Motiv>; Emotions in literature; LITERARY CRITICISM / European / Spanish & Portuguese
    Other subjects: Cervantes Saavedra, Miguel de (1547-1616); Blue Humanities; Don Quixote; Fernand Braudel; Golden Age literature; Mediterranean; Miguel de Cervantes; Moorish; Moriscos; Oceanic Studies; Spain; affect; early modern Spanish literature; emotion; sentiment
    Scope: 1 Online-Ressource (328 p.)
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    Description based on online resource; title from PDF title page (publisher's Web site, viewed 24. Mrz 2021)
  5. Market reaction to news flows in supply chain networks
    Author: Inoue, Hiroyasu; Todō, Yasuyuki
    Published: [2024]
    Publisher:  RIETI, [Tokyo, Japan]

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    Language: English
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    Series: RIETI discussion paper series ; 24-E, 077 (November 2024)
    Subjects: production network; stock price; news; propagation; large klanguage model; sentiment
    Scope: 1 Online-Ressource (circa 19 Seiten), Illustrationen
  6. News and network structures in equity market volatility
    Author: Clements, Adam; Liao, Yin
    Published: [2016]
    Publisher:  National Centre for Econometric Research, [Brisbane]

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    Series: NCER working paper series ; #110 (May 2016)
    Subjects: Networks; news; volatility; sentiment
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  7. Asset bubbles and monetary policy
    Author: Dong, Feng; Miao, Jianjun; Wang, Pengfei
    Published: 2020
    Publisher:  Boston University - Department of Economics, [Boston, MA]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: [IED working papers] ; 336
    Subjects: asset bubble; monetary policy; Dynamic New Keynesian model; credit constraints; multiple equilibria; sentiment
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  8. Firm-level exposure to epidemic diseases: COVID-19, SARS, and H1N1
    Author: Hassan, Tarek A.; Hollander, Stephan; Lent, Laurence van; Tahoun, Ahmed
    Published: 2020
    Publisher:  Boston University - Department of Economics, [Boston, MA]

    We introduce a new word pattern-based method to automatically classify firms' primary concerns related to the spread of epidemic diseases raised in their quarterly earnings conference calls. We construct text-based measures of the costs, benefits,... more

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    We introduce a new word pattern-based method to automatically classify firms' primary concerns related to the spread of epidemic diseases raised in their quarterly earnings conference calls. We construct text-based measures of the costs, benefits, and risks listed firms in the US and over 80 other countries associate with the spread of COVID-19 and other epidemic diseases. We identify which firms and sectors expect to lose/gain from a given epidemic and which are most affected by the associated uncertainty. Our new automatic pattern-based method shows how firms' primary concerns (varying from the collapse in demand and disruptions in their production facilities or supply chain, to financing concerns) are changing over time and varying geographically as epidemics spread regionally and globally. We find that the COVID-crisis manifests itself at the firm-level as a simultaneous shock to both demand and supply. In prior epidemics, in contrast, firm discussions center more on shortfalls in demand. In 2020, supply and financing-related concerns are relatively more salient in regions where the spread of COVID-19 is less contained

     
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    Series: [IED working papers] ; 340
    Subjects: Epidemic diseases; pandemic; exposure; virus; rms; uncertainty; sentiment; ma-chine learning
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  9. Textual analysis of a Twitter corpus during the Covid-19 pandemics
    Author: Astuti, Valerio; Crispino, Marta; Langiulli, Marco; Marcucci, Juri
    Published: [2022]
    Publisher:  Banca d'Italia, [Rom]

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    Language: English
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    Series: Questioni di economia e finanza / Banca d'Italia ; number 692 (April 2022)
    Subjects: text as data; Twitter; big data; sentiment; Covid-19; topic analysis; word embedding
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  10. Relative investor sentiment measurement
    Author: Gao, Xiang; Walther, Thomas; Wang, Zhan
    Published: [2022]
    Publisher:  U.S.E. Research Institute, Utrecht, The Netherlands

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    Series: U.S.E. working paper series ; nr: 22, 05
    Subjects: sentiment; emotional bias; cognitive error; bounded rationality; preservers; accumulators; momentum; return predictability
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  11. Start spreading the news
    news sentiment and economic activity in Australia
    Author: Nguyen, Kim; La Cava, Gianni
    Published: December 2020
    Publisher:  Reserve Bank of Australia, [Sydney]

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    Source: Union catalogues
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    Series: Research discussion paper / Reserve Bank of Australia ; RDP 2020, 08
    Subjects: news media; sentiment; economic activity; text analysis; machine learning
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  12. Smells like animal spirits
    the effect of corporate sentiment on investment
    Author: La Cava, Gianni
    Published: November 2021
    Publisher:  Reserve Bank of Australia, [Sydney]

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    Series: Research discussion paper / Reserve Bank of Australia ; RDP 2021, 11
    Subjects: investment; sentiment; text analysis; animal spirits; business cycle
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  13. The effect of sentiment on institutional investors
    a gender analysis
    Author: Gehde-Trapp, Monika; Klingler, Linda
    Published: 2022
    Publisher:  Centre for Financial Research, Cologne

    In this paper, we explore whether male and female fund managers react differently to sentiment. Our main idea is that sentiment indicates mispricings of stocks relative to their fundamental values, and that rational fund managers should profit from... more

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    In this paper, we explore whether male and female fund managers react differently to sentiment. Our main idea is that sentiment indicates mispricings of stocks relative to their fundamental values, and that rational fund managers should profit from these mispricings. As trading against the mispricing is risky, we hypothesize that female fund managers take on less aggressive positions. Indeed, our empirical results show that male fund managers hold portfolios with significantly higher total fund risk and unsystematic risk when sentiment is bad. For female fund managers, we find significantly lower levels in unsystematic risk when sentiment is bad. This difference in risk-taking behavior does not affect fund returns or risk-adjusted performance.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/262376
    Series: CFR working paper ; no. 22, 08
    Subjects: mutual funds; gender; sentiment; investment behavior
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  14. Relative investor sentiment measurement
    Author: Gao, Xiang; Koedijk, Kees; Walther, Thomas; Wang, Zhan
    Published: 09 June 2022
    Publisher:  Centre for Economic Policy Research, London

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    Language: English
    Media type: Book
    Format: Online
    Series: Array ; DP17370
    Subjects: sentiment; emotional bias; cognitive error; preservers; accumulators; Momentum; return predictability
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  15. Five facts about beliefs and portfolios
    Author: Giglio, Stefano; Maggiori, Matteo; Stroebel, Johannes; Utkus, Stephen P.
    Published: [2019]
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    We administer a newly-designed survey to a large panel of retail investors who have substantial wealth invested in financial markets. The survey elicits beliefs that are crucial for macroeconomics and finance, and matches respondents with... more

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    We administer a newly-designed survey to a large panel of retail investors who have substantial wealth invested in financial markets. The survey elicits beliefs that are crucial for macroeconomics and finance, and matches respondents with administrative data on their portfolio composition and their trading activity. We establish five facts in this data: (1) Beliefs are reflected in portfolio allocations. The sensitivity of portfolios to beliefs is small on average, but varies significantly with investor wealth, attention, trading frequency, and confidence. (2) It is hard to predict when investors trade, but conditional on trading, belief changes affect both the direction and the magnitude of trades. (3) Beliefs are mostly characterized by large and persistent individual heterogeneity; demographic characteristics explain only a small part of why some individuals are optimistic and some are pessimistic. (4) Investors who expect higher cash flow growth also expect higher returns and lower long-term price-dividend ratios. (5) Expected returns and the subjective probability of rare disasters are negatively related, both within and across investors. These five facts challenge the rational expectation framework for macro-finance, and provide important guidance for the design of behavioral models.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/201892
    Series: Array ; no. 7666 (May 2019)
    Subjects: surveys; expectations; sentiment; behavioral finance; discount rates; rare disasters
    Scope: 1 Online-Ressource (circa 78 Seiten), Illustrationen
  16. Sentimental recovery
    Author: Pazarbasi, Altan; Schneider, Paul; Vilkov, Grigory
    Published: 2019
    Publisher:  Swiss Finance Institute, Geneva

    We investigate the market-compatible degree of agent heterogeneity by identifying and analyzing the full range of conditional beliefs consistent with observed asset prices and good-deal bounds. Our methodology neither makes assumptions on underlying... more

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    We investigate the market-compatible degree of agent heterogeneity by identifying and analyzing the full range of conditional beliefs consistent with observed asset prices and good-deal bounds. Our methodology neither makes assumptions on underlying processes nor does it use survey data. It can be used in any arbitrage-free market. We apply it to S&P500 and VIX derivatives, both jointly and separately. Recovered dispersion of beliefs crucially depends on the degree of market incompleteness and maximally allowed Sharpe ratios; it is related to trading activity and measures of risk in financial markets, as well as professional macroeconomic survey dispersion

     
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    Edition: This version: November 29, 2019
    Series: Research paper series / Swiss Finance Institute ; no 19, 57
    Swiss Finance Institute Research Paper ; No. 19-57
    Subjects: Recovery; sentiment; market views; volatility trading; market spanning
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  17. Sentiment and speculation in a market with heterogeneous beliefs
    Author: Martin, Ian; Papadimitriou, Dimitris
    Published: 13 July 2019
    Publisher:  Centre for Economic Policy Research, London

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    Universitätsbibliothek Mannheim
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    Language: English
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    Format: Online
    Series: Array ; DP13857
    Subjects: heterogeneous beliefs; Excess Volatility; sentiment; Speculation; target prices
    Scope: 1 Online-Ressource (circa 67 Seiten)
  18. The hearts, minds, and sentiments
    the volunteers program in the immunization program in Bangladesh and the Chagas diseases control project of Honduras
    Author: Ueda, Naoko
    Published: [2018]
    Publisher:  JICA Research Institute, Tokyo

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    Series: JICA-RI working paper ; no. 162 (March 2018)
    Subjects: Japan Overseas Cooperation Volunteers (JOCV); social capital; sentiment; Polio/Expanded Program on Immunization; Chagas Disease Control
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  19. Risk-neutral momentum and market fear
    Author: Schadner, Wolfgang
    Published: November 7, 2019
    Publisher:  School of Finance, University of St. Gallen, St. Gallen

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    Series: Working papers on finance ; no. 2019, 15
    Subjects: momentum; sentiment; implied volatility; long-term memory; fractal Brownian motion; market fear
    Scope: 1 Online-Ressource (circa 10 Seiten), Illustrationen
  20. Measuring China's stock market sentiment
    Author: Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo
    Published: April 2019
    Publisher:  Economic Research Initiatives @ Duke (ERID), Durham, NC

    This paper develops textual sentiment measures for China's stock market by extracting the textual tone of 60 million messages posted on a major online investor forum in China from 2008 to 2018. We conduct sentiment extraction by using both... more

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    This paper develops textual sentiment measures for China's stock market by extracting the textual tone of 60 million messages posted on a major online investor forum in China from 2008 to 2018. We conduct sentiment extraction by using both conventional dictionary methods based on customized word lists and supervised machine-learning methods (support vector machine and convolutional neural network). The market-level textual sentiment index is constructed as the average of message-level sentiment scores, and the textual disagreement index is constructed as their dispersion. These textual measures allow us to test a range of predictions of classical behavioral asset-pricing models within a unified empirical setting. We find that textual sentiment can significantly predict market return, exhibiting a salient underreaction-overreaction pattern on a time scale of several months. This effect is more pronounced for small and growth stocks, and is stronger under higher investor attention and during more volatile periods. We also find that textual sentiment exerts a significant and asymmetric impact on future volatility. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there are more differences of opinion, as measured by our textual disagreement. Based on a massive textual dataset, our analysis provides support for the noise-trading theory and the limits-to-arbitrage argument, as well as predictions from limited-attention and disagreement models

     
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    Series: ERID working paper ; number 285
    Subjects: disagreement; machine learning; noise trading; sentiment; textual analysis; volatility; volume
    Scope: 1 Online-Ressource (circa 67 Seiten), Illustrationen
  21. Language tone in financial news media and the cross-section of stock returns
    Author: Bask, Mikael; Forsberg, Lars; Östling, Andreas
    Published: April 2020
    Publisher:  Department of Economics, Uppsala University, Uppsala, Sweden

    Based on 58,256 news articles published in the Financial Times during a 15-year period that cover companies in the DJIA, we find that a trading strategy that longs stocks with the most negative news and shorts stocks with the least negative news is... more

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    Based on 58,256 news articles published in the Financial Times during a 15-year period that cover companies in the DJIA, we find that a trading strategy that longs stocks with the most negative news and shorts stocks with the least negative news is not profitable. Consistent with this result, we also find that the sentiment factor derived from the negativism in the language tone in news articles is not a priced risk factor in the cross-section of stock returns. Nevertheless, the sentiment factor is significant for two-thirds of the stocks when it is added to well-known factor models.

     
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    Series: Working paper / Department of Economics, Uppsala University ; 2020, 3
    Subjects: asset pricing; factor models; Fama-French; news articles; sentiment
    Scope: 1 Online-Ressource (circa 67 Seiten)
  22. Disentangling anomalies
    risk versus mispricing
    Author: Birru, Justin; Mohrschladt, Hannes; Young, Trevor
    Published: [2020]
    Publisher:  The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics, [Columbus, Ohio]

    Systematic mispricing primarily affects speculative stocks and predominantly results in overpricing, predicting lower average returns. Because speculative stocks overlap with stocks deemed risky by rational models, failing to control for exposure to... more

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    Systematic mispricing primarily affects speculative stocks and predominantly results in overpricing, predicting lower average returns. Because speculative stocks overlap with stocks deemed risky by rational models, failing to control for exposure to systematic mispricing can bias tests of risk-return tradeoffs. Controlling for systematic mispricing, we recover robust positive risk-return relations for many cross-sectional risk proxies, including low-risk and distress anomalies. We also recover robust positive illiquidity- return relations. We provide a unifying framework explaining numerous puzzles arising from empirical failures of standard pricing models, and show empirical risk-return relations supporting rational models can be recovered by accounting for time-varying common mispricing

     
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    Series: Working papers series / Charles A. Dice Center for Research in Financial Economics ; WP 2020, 029
    Fisher College of Business working paper series ; WP 2020-03, 029
    Subjects: systematic risk; anomalies; mispricing; sentiment; beta; illiquidity; low-riskanomalies; distress
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 62 Seiten), Illustrationen
  23. Investor sentiment, sovereign debt mispricing, and economic outcomes
    Author: Al-Amine, Ramzy; Willems, Tim
    Published: 2020
    Publisher:  International Monetary Fund, [Washington, DC]

    We find that countries which are able to borrow at spreads that seem low given fundamentals (for example because investors take a bullish view on a country's future), are more likely to develop economic difficulties later on. We obtain this result... more

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    We find that countries which are able to borrow at spreads that seem low given fundamentals (for example because investors take a bullish view on a country's future), are more likely to develop economic difficulties later on. We obtain this result through a two-stage procedure, where a first regression links sovereign spreads to fundamentals, after which residuals from this regression are deployed in a second stage to assess their impact on future outcomes (real GDP growth and the occurrence of fiscal crises). We confirm the relevance of past sovereign debt mispricing in several out-of-sample exercises, where they reduce the RMSE of real GDP growth forecasts by as much as 15 percent. This provides strong support for theories of sentiment affecting the business cycle. Our findings also suggest that countries shouldn't solely rely on spread levels when determining their fiscal strategy; underlying fundamentals should inform policy as well, since historical relationships between spreads and fundamentals often continue to apply in the medium-to-long run

     
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  24. Perceived uncertainty shocks, excess optimism-pessimism, and learning in the business cycle
    Author: Chatterjee, Pratiti; Milani, Fabio
    Published: September 2020
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, Munich, Germany

    What are the effects of beliefs, sentiment, and uncertainty, over the business cycle? To answer this question, we develop a behavioral New Keynesian macroeconomic model, in which we relax the assumption of rational expectations. Agents are, instead,... more

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    What are the effects of beliefs, sentiment, and uncertainty, over the business cycle? To answer this question, we develop a behavioral New Keynesian macroeconomic model, in which we relax the assumption of rational expectations. Agents are, instead, boundedly rational: they have a finite-planning horizon, and they learn about the economy over time. Moreover, we allow agents to have a potentially asymmetric loss function in forecasting, which creates a direct channel for expected variances to affect the economy. In forming expectations, agents may be subject to shifts in optimism and pessimism (sentiment) and their beliefs may be influenced by their perceptions about future uncertainty. We estimate the behavioral model using Bayesian methods and exploit a large number of subjective expectation series (both point and density forecasts) at different horizons from the Survey of Professional Forecasters. We find that sentiment shocks are the key source of business cycle fluctuations. Shifts in perceived uncertainty can also affect real activity and inflation through a confidence channel, as they play an important role in belief formation. Overall, the results shed light on the importance of behavioral forces over the business cycles, and on the contribution and interaction of first-moment - sentiment - shocks versus second-moment - perceived uncertainty - shocks.

     
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    hdl: 10419/226310
    Series: CESifo working paper ; no. 8608 (2020)
    Subjects: uncertainty shocks; sentiment; animal spirits; learning; behavioural New Keynesian model; sources of business cycle fluctuations; observed survey expectations; optimism and pessimism in business cycles; probability density forecasts
    Scope: 1 Online-Ressource (circa 38 Seiten), Illustrationen
  25. Affective geographies
    cervantes, emotion, and the literary mediterranean
    Author: Johnson, Paul Michael
    Published: [2021]
    Publisher:  University of Toronto Press, Toronto

    Frontmatter -- Contents -- Illustrations -- Acknowledgments -- Map -- PART ONE Casting Off -- Chapter One Introduction -- Chapter Two Connected (Hi)stories: The Cervantine, Literary, and Affective Mediterranean -- PART TWO Quixotic Passages --... more

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    Frontmatter -- Contents -- Illustrations -- Acknowledgments -- Map -- PART ONE Casting Off -- Chapter One Introduction -- Chapter Two Connected (Hi)stories: The Cervantine, Literary, and Affective Mediterranean -- PART TWO Quixotic Passages -- Chapter Three Shadows of the Inquisition: Honour, Shame, and a Cervantine View of Mediterranean “Values” -- Chapter Four A Mediterranean (Tragi)comedy: Sancho, Ricote, and the Emotional Politics of Laughter -- PART THREE Other Ports of Call -- Chapter Five Suspended Admiration: Wonder, Surprise, and Emotional Exemplarity in La española inglesa -- Chapter Six Aporias of Love: Articulating the Ineffable in Los trabajos de Persiles y Sigismunda -- Afterword -- Notes -- Bibliography -- Index -- Toronto Iberic For Miguel de Cervantes, to narrate a Mediterranean experience is to necessarily speak of an emotional experience. Affective Geographies takes as its point of departure the premise that literature is as influential in constructing the Mediterranean as are its geographic, climatic, or economic features. As the writer with the most vast and varied Mediterranean experience of his era, Cervantes is exceptionally well-suited for the critical task of recovering the literary Mediterranean. Engaging with the interdisciplinary fields of Mediterranean studies, affect theory, and the history of emotion, Paul Michael Johnson reads Cervantes’s texts alongside the affective structures that inscribe the Mediterranean as a space of conflict, commerce, expansion, and empire. In particular, he argues that Cervantes’s writing, with its uncommon focus on the Moorish, Islamic, and North African experience, can serve to realign misconceptions about the Mediterranean we have inherited today. Affective Geographies proposes that, with a more than four-hundred-year history of impacting the hearts and minds of readers, Cervantes’s works constitute a literary longue durée, ramifying beyond fiction to alter the popular imaginary and long-term cultural landscape

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781487536398
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    RVK Categories: IO 3555
    Series: Toronto Iberic ; 55
    Subjects: Emotions in literature; LITERARY CRITICISM / European / Spanish & Portuguese
    Other subjects: Cervantes Saavedra, Miguel de; Blue Humanities; Don Quixote; Fernand Braudel; Golden Age literature; Mediterranean; Miguel de Cervantes; Moorish; Moriscos; Oceanic Studies; Spain; affect; early modern Spanish literature; emotion; sentiment
    Scope: 1 Online-Ressource (xiv, 307 Seiten), Illustrationen, Karte