Mapping US presidential terms with S&P500 index: Time series analysis approach-Reference-Cited by-同舟云学术

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Mapping US presidential terms with S&P500 index: Time series analysis approach

Published:2020-07-24 Issue:2 Volume:26 Page:1938-1954
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Gil‐Alana Luis A.¹^ORCID,Mudida Robert²^ORCID,Yaya OlaOluwa S.³^ORCID,Osuolale Kazeem A.⁴^ORCID,Ogbonna Ahamuefula E.⁵^ORCID

Affiliation:

1. NCID & Faculty of Economics University of Navarra Pamplona Spain

2. Institute for Public Policy and Governance Strathmore University Nairobi Kenya

3. Economic and Financial Statistics Unit, Department of Statistics University of Ibadan, Ibadan, Nigeria & Centre for Econometric and Allied Research Ibadan Nigeria

4. Monitoring and Evaluation Unit Nigerian Institute of Medical Research Yaba Nigeria

5. Economic and Financial Statistics Unit, Department of Statistics University of Ibadan, Ibadan, Nigeria & Centre for Econometric and Allied Research, University of Ibadan Ibadan Nigeria

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1887

Reference75 articles.

1. Term Structure Persistence

2. Stock Market Returns and the Presidential Election Cycle: Implications for Market Efficiency

3. Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

4. Long memory processes and fractional integration in econometrics

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