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Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2023). Violante, Francesco ; Ravazzolo, Francesco ; Grassi, S ; Colladon, Fronzetti A.
In: Papers.
RePEc:arx:papers:2009.04975.

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  1. Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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  2. Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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  3. THE PREDICTIVE POWER OF TECHNICAL ANALYSIS: EVIDENCE FROM THE GBP/USD EXCHANGE RATE. (2024). , Susana ; Teixeira, Fernando ; Lampreia, Miguel.
    In: Sustainable Regional Development Scientific Journal.
    RePEc:bfb:srdjou:2024-12_5.

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  4. Forecasting consumer confidence through semantic network analysis of online news. (2023). Ravazzolo, Francesco ; Guardabascio, Barbara ; Colladon, Fronzetti A ; Grippa, F.
    In: Papers.
    RePEc:arx:papers:2105.04900.

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  5. Network based evidence of the financial impact of Covid-19 pandemic. (2022). Ahelegbey, Daniel Felix ; Scaramozzino, Roberta ; Cerchiello, Paola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000710.

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  6. Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Scaramozzino, Roberta ; Cerchiello, Paola.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0198.

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References

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