Possibilities Of Financial Crises Forecasting With Latent Semantic Indexing

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27600%2F09%3A00021196" target="_blank" >RIV/61989100:27600/09:00021196 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

čeština

Original language name

Možnosti využití přístupu indexování latentní sémantiky při předpovídání finančních krizí

Original language description

Our study contains application of Latent Semantic Indexing on financial crises prediction. Hypothesis to test was that equity markets are able to predict even sharp changes in monetary policy during a quarter ahead of such a change (which was searched during two quarters that followed). This hypothesis, tested on sample of 36 countries between years 1985 and 2007, has been confirmed according to interest rate and foreign exchange expert interpretation. The studied application of LSI even though it timedseveral crises on their exact start day is not suitable for financial crises prediction but can be recommended for specification and analysis of fragile countries which are or could be prone to a crisis.

Czech name

Možnosti využití přístupu indexování latentní sémantiky při předpovídání finančních krizí

Czech description

Our study contains application of Latent Semantic Indexing on financial crises prediction. Hypothesis to test was that equity markets are able to predict even sharp changes in monetary policy during a quarter ahead of such a change (which was searched during two quarters that followed). This hypothesis, tested on sample of 36 countries between years 1985 and 2007, has been confirmed according to interest rate and foreign exchange expert interpretation. The studied application of LSI even though it timedseveral crises on their exact start day is not suitable for financial crises prediction but can be recommended for specification and analysis of fragile countries which are or could be prone to a crisis.

Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AH - Economics

OECD FORD branch

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Project

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Continuities

Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2009

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Politická ekonomie

ISSN

0032-3233

e-ISSN

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Volume of the periodical

57

Issue of the periodical within the volume

6

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

4

Pages from-to

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UT code for WoS article

000274497800003

EID of the result in the Scopus database

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