The Wiley Finance Series : Handbook of News Analytics in Finance

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 97

MX

3.7



1.0 3.9

3.1

5.0



0.2

0.3

0.3 1.5 0.6 3.0 6.5 3.5



0.8 2.9 2.4

Macroeconomic keywords 11.1 12.8 14.5 16.1 12.5

6.2

3.4

7.7 10.8 11.6 11.8 15.9 3.4 8.4 9.0 6.6

Macroeconomic topics

12.3 12.1 14.5 19.3 15.9

5.8

5.7 11.2 13.7 8.6 10.5 15.8 0.1 10.8 11.5 6.3

Major news topics

5.4

6.2 6.6

7.7 10.1

0.5

5.0

4.5 6.8 2.4 9.4 8.8



1.1 7.7 6.0



0.9

Markets topics



0.3

0.1



2.0



1.7

0.6

0.5



0.6

0.5



0.2



2.1



1.4 1.6



2.3



1.1 1.3 2.4

Mergers keywords



3.3



4.9



4.1



6.3



3.7

3.2



3.9

1.1



4.0



3.3 0.0



4.0



4.8



11.4 3.2 2.8

Metal topics



0.7



2.0



0.9



2.6



0.4



0.5



0.7



0.3



1.5



1.1 1.5 2.5



1.5 0.7



1.7



0.7

Military keywords



0.7



2.3



3.5



0.5

1.5



1.5



1.7

0.3



3.8



0.8



5.4



3.5

4.3 1.8 0.7 1.9

Natural

disaster keywords 0.6

0.7



1.0

0.2

0.3



0.1



3.8

0.9



0.6



0.1



0.8 2.0



2.1 1.1



4.2



0.7

Natural disaster topics



2.0



1.7



3.3



2.9



1.1

0.3



3.1



5.8



4.7



1.2



0.7



0.1 1.0



6.1



4.2 0.1

Oil topics

1.2



0.9



0.9



2.1

0.1



1.3

3.6



1.0 1.8



0.4



0.4



3.5



4.1



2.1 1.9 1.8

Political keywords



1.1



0.4



3.0

4.3



0.9

0.0



0.1



5.4



0.8



4.4



4.7



1.8



1.6



3.5



2.3



0.7

Political topics

7.4

4.7 2.0 10.6 11.1



1.1

2.1

0.5 10.7 3.9 1.9 11.0 2.1 3.5 2.9 1.0

Precious metal topics

1.3



2.4

0.4

1.4

4.5

2.1

2.5

2.5 2.8



0.6 2.2 6.7



0.8 6.0 3.0 2.5

RCH



2.9



4.0



2.1



3.8



5.0

0.9

3.3

0.5



2.9



1.8 0.2



2.0



1.6



4.1



2.5 2.5

Rates topics

10.2 10.2 14.4 15.7 17.2

4.7

8.1

7.4 16.9 7.5 13.2 10.3



0.5



2.2 11.6 4.3

Regulation topics



3.4

0.4 2.1



1.5



4.3



2.7



0.6

0.9



4.6



0.7 1.3



1.1 3.0



0.3 3.0 0.3

Stocks topics

8.3

9.4 2.4

7.1

9.9

1.4



0.7

5.8 7.5 2.5



0.4 6.0 3.5 8.1 2.5 1.9

Terrorism keywords

0.0



0.4 2.3



0.5



1.7



0.1

3.1

1.6



2.6



0.5



1.0



1.1 2.7



3.4



0.5 2.3

Terrorism topics



2.0



1.5



1.2



0.4



0.6



2.0



0.2



0.5



0.7



0.9



0.4

0.0



3.1



0.3



6.1



2.3

US

0.9

2.4 2.7

7.5

4.8

4.1



3.2



0.4 3.9 1.6 2.0 5.8 8.4 8.7 3.9 1.2

Urgent news topics

10.1 11.2 9.6 16.3 14.6

6.6

7.9

7.6 10.3 5.9 7.6 12.0 1.9 13.1 11.2 9.2

VIO



0.8



2.3 0.1



1.8



2.1

0.1



3.6



3.5



1.1 0.3



2.9



1.8



2.6



2.1



3.4



0.4

Violence keywords

0.6



1.7



0.5

2.7



1.5



0.6

2.2



3.2 1.8 1.8 0.9



3.1 1.2



0.2 3.3 1.0