Presidential economic approval rating and global foreign exchange market volatility
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DOI: 10.1016/j.irfa.2024.103584
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More about this item
Keywords
Presidential economic approval rating; FX market risk; Realized volatility; Forecast combination;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
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G41 - Financial Economics - - Behavioral Finance - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making in Financial Markets
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