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Multiple days ahead realized volatility forecasting : single, combined and average forecasts

Degiannakis, Stavros - In: Global finance journal 36 (2018), pp. 41-61

Persistent link: https://www.econbiz.de/10012125013

Stock market volatility and presidential election uncertainty : evidence from political futures markets

Bowes, David R. - In: The journal of applied business research 34 (2018) 1, pp. 143-150

Persistent link: https://www.econbiz.de/10011889825

US presidential elections and implied volatility : the role of political uncertainty

Goodwell, John W.; Vähämaa, Sami - In: Journal of banking & finance 37 (2013) 3, pp. 1108-1117

Persistent link: https://www.econbiz.de/10009708701

The Volatile American Voter : Unstable Voting Behavior in American Presidential Elections, 1948-2004

Beckman, Arthur - 2009

election prior to each of these studies, respectively, those held in 1948, 1968 and 1996. I refer to these datasets as the 1948 …

Persistent link: https://www.econbiz.de/10014205061

Uncertainty shocks of Trump election in an interval model of stock market

Sun, Yuying; Qiao, Kenan; Wang, Shouyang - In: Quantitative finance 21 (2021) 5, pp. 865-879

Persistent link: https://www.econbiz.de/10012500201

Uncertainty Shocks of Trump Election in an Interval Model of Stock Market

Sun, Yuying - 2018

framework, this paper examines the impactof the 2016 US presidential election (henceforth Trump election) on US stock market as … strong evidence that theTrump election has increased the level/trend and lowered the volatility of S&P 500 index inboth ex …

Persistent link: https://www.econbiz.de/10012907882