Discussion Papers 2019

CIRJE-F-1136

"Online Appendix for Interest Rate Model with Investor Attitude and Text Mining"

Author Name

Nakatani, Souta, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi

Date

December 2019

Full Paper

PDF File

Remarks

Revised in January 2020 and February 2021.

Abstract

This online appendix provides some results omitted in the paper entitled Interest rate model with investor attitude and text mining by Nakatani et al. (2019).