Realized Stock-Market Volatility of the United States and the Presidential Approval Rating

Studying the question of whether macroeconomic predictors play a role in forecasting stock-market volatility has a long and significant tradition in the empirical finance literature. We went beyond the earlier literature in that we studied whether the presidential approval rating can be used as a si...

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Bibliographic Details
Main Authors: Rangan Gupta, Yuvana Jaichand, Christian Pierdzioch, Reneé van Eyden
Format: Article
Language:English
Published: MDPI AG 2023-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/13/2964