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Published in 2018 at "Applied Economics Letters"
DOI: 10.1080/13504851.2017.1391991
Abstract: ABSTRACT Using data from a prediction market (crowd-based forecasts), we build a daily measure capturing the risk of Frexit related to the 2017 French presidential elections. We study how unexpected changes in this new measure…
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Keywords:
sovereign spreads;
risk frexit;
uncertainty;
political uncertainty ... See more keywords