Fernandez, Raul; Palma Guizar, Brenda; Rho, Caterina - In: Latin American journal of central banking : LAJCB 2 (2021) 3, pp. 1-27
We apply sentiment analysis to Twitter messages in Spanish to build a sentiment risk index for the financial sector in … Mexican financial sector, relative to merely informative ones. We use a voting classifier approach based on three different …