TY  - JOUR 
AU  - Facultad de Ciencias Economicas y Empresariales
AU  - González Fernández, Marcos
AU  - González Velasco, María del Carmen
AU  - Economia Financiera y Contabilidad
DA  - 2020
SN  - 1059-0560
UR  - https://hdl.handle.net/10612/21345
AB  - [EN] The aim of this paper is to construct an index that reflects investor sentiment regarding sovereign debt markets and to analyze this index to predict the evolution of sovereign risk. This Google Sovereign-Risk Sentiment Index (GSSI) is...
LA  - eng
PB  - Elsevier
KW  - Finanzas
KW  - Sovereign risk
KW  - Google data
KW  - Internet activity
KW  - Investor sentiment
KW  - Sovereign debt crisis
TI  - A sentiment index to measure sovereign risk using Google data
DO  - 10.1016/J.IREF.2020.05.011
T2  - International Review of Economics & Finance
VL  - 69
M2  - 406
ER  -