Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes
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More about this item
Keywords
Stock market volatility; Random forests; Political alignment; Investor sentiment;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2024-04-22 (Big Data)
- NEP-FMK-2024-04-22 (Financial Markets)
- NEP-POL-2024-04-22 (Positive Political Economics)
- NEP-RMG-2024-04-22 (Risk Management)
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