In order to find a relationship between Greece bailout news and Greece yield spread, firstly we extract all the news that contain word “bailout” from economics articles and calculate the daily average sentiment. Intuitively, we expect low sentiment results in higher Greece yield spread and vice versa.
Linear regression between yield spread and lagged average sentiments are fitted. Let the Greece yield spread as the target and lagged average sentiment from one to five days as features. Negative values on lagged average sentiments parameters will be the evident for the intuition. Here are the bailout plot and the sample of preprocessed data:

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