Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference27 articles.
1. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998
2. Azzimonti, M. (2015). Partisan conflict and private investment. NBER Working Paper No. w21273.
3. Measuring economic policy uncertainty;Baker;Quarterly Journal of Economics,2016
4. Effect of global shocks and volatility on herd behavior in an emerging market: Evidence from Borsa Istanbul;Balcilar;Emerging Markets Finance and Trade,2015
5. When investors enjoy less policy risk: Divided government, economic policy change, and stock market volatility in Germany, 1970–2005;Bechtel;Swiss Political Science Review,2008
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