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. 2022 Aug 8;47(2):181–204. doi: 10.1007/s10824-022-09454-7

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
R2 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%