Textual analysis of ECB press conference speeches (1999–2024) using bigram similarity, Jaccard index, and event study regressions to replicate and extend Amaya & Filbien (2015) with robustness checks on tone and macroeconomic controls
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NLP-based textual similarity and sentiment analysis of ECB press conference speeches (1999–2024) using bigrams, Jaccard index, and tone measures, combined with event-study regressions and CAPM-based abnormal return estimation to evaluate communication impacts on financial markets
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da-b-est/ecb-textual-analysis
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NLP-based textual similarity and sentiment analysis of ECB press conference speeches (1999–2024) using bigrams, Jaccard index, and tone measures, combined with event-study regressions and CAPM-based abnormal return estimation to evaluate communication impacts on financial markets
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