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An empirical approach to the “Trump Effect” on US financial markets with causal-impact Bayesian analysis

In this paper, we have tested the existence of a causal relationship between the arrival of the 45th presidency of United States and the performance of American stock markets by using a relatively novel methodology, namely the causal-impact Bayesian approach. In effect, we have found strong causal r...

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Detalles Bibliográficos
Autores principales: Martín Cervantes, Pedro Antonio, Cruz Rambaud, Salvador
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7475121/
https://www.ncbi.nlm.nih.gov/pubmed/32923716
http://dx.doi.org/10.1016/j.heliyon.2020.e04760