Sentiment Signals in a Fragile Democracy: NLP-Driven Detection of News and Social-Media Effects on Peruvian Banking Asset Volatility
This paper proposes an NLP-driven framework using FinBERT and social media sentiment analysis to enhance the detection of political instability's impact on Peruvian banking asset volatility, demonstrating that such models significantly outperform traditional statistical baselines and offering a cost-effective early-warning tool for regulators.