Table 4.
Weekly regressions for interest rate.
Source: Own elaboration
| Dep. Var. | (1) | (2) | (3) | (1) | (2) | (3) |
|---|---|---|---|---|---|---|
| 10-Year treasure | Federal funds | |||||
| Positivity | Negativity | Valence | Positive | Negative | Valence | |
| Interest | 0.150*** | − 0.027*** | 0.578*** | 0.078*** | − 0.006 | 0.352*** |
| (0.011) | (0.007) | (0.027) | (0.008) | (0.005) | (0.021) | |
| Constant | 0.172*** | 0.060*** | 0.662*** | 0.180*** | 0.057*** | 0.686*** |
| (0.001) | (0.001) | (0.003) | (0.001) | (0.001) | (0.003) | |
| Trend | Yes | Yes | Yes | Yes | Yes | Yes |
| Observations | 2765 | 2765 | 2765 | 2765 | 2765 | 2765 |
| 0.486 | 0.562 | 0.805 | 0.465 | 0.560 | 0.793 | |
*Statistical significance level at 10%
**Statistical significance level at 5%
***Statistical significance at 1%