Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings
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More about this item
KeywordsUS Presidential Approval Ratings; DCC-MGARCH; Stock Returns; Realized Volatility; S&P500;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-05-28 (All new papers)
- NEP-FMK-2018-05-28 (Financial Markets)
- NEP-HIS-2018-05-28 (Business, Economic & Financial History)
- NEP-POL-2018-05-28 (Positive Political Economics)
- NEP-RMG-2018-05-28 (Risk Management)
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