Measuring Trump: The Volfefe Index and its impact on European financial markets
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101447
Abstract: Abstract In this study, we examine the predictive power of the recently constructed Volfefe Index, the quantification of the tweeting activity of U.S. president Donald J. Trump, on the dynamics of European stock markets. After… read more here.
Keywords: index; volfefe index; measuring trump; european stock ... See more keywords
Does US Economic Policy Uncertainty matter for European stock markets volatility?
Sign Up to like & getrecommendations! Published in 2018 at "Physica A: Statistical Mechanics and its Applications"
DOI: 10.1016/j.physa.2018.08.019
Abstract: Abstract In this study, we first investigate that whether the US EPU index can contain useful predictive information to help in forecasting European stock markets. Using the out-of-sample forecasts, we can obtain several noteworthy findings.… read more here.
Keywords: european stock; epu index; stock markets; economic policy ... See more keywords
Brexit referendum and European stock markets: a sector analysis
Sign Up to like & getrecommendations! Published in 2020 at "Managerial Finance"
DOI: 10.1108/mf-07-2019-0366
Abstract: The purpose of this paper is to assess the reaction of European stock markets after the UK's EU membership referendum (“Brexit”) on June 23, 2016.,The analysis focuses on asector level by using non-aggregate stock indices… read more here.
Keywords: european stock; brexit; stock markets; analysis ... See more keywords