Tag: Granger Causality
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Part 2: Mapping Market Volatility to Global News Headlines
Correlate FinBERT sentiment with VIX spikes using Granger causality tests. Event study code on 6000+ stocks reveals predictive signals.
Correlate FinBERT sentiment with VIX spikes using Granger causality tests. Event study code on 6000+ stocks reveals predictive signals.