Publicação
Analysis of Trump´s tweets relationships with vix and s&p 500
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Rizzo, Antonino Emanuele | |
| dc.contributor.author | David, Filipe Neto | |
| dc.date.accessioned | 2022-07-21T09:49:44Z | |
| dc.date.available | 2022-07-21T09:49:44Z | |
| dc.date.issued | 2022-01-10 | |
| dc.date.submitted | 2021-12-17 | |
| dc.description.abstract | Trump’s tweets effects in financial markets are frequently discussed, this thesis objective is to analyze these relationship. The data consisted on Trump tweets regarding a S&P500 company and VIX and S&P500 daily data. For the robustness check it was included tweets with specific words and a vector of economic exogenous variables. The models applied were the VAR and the VARX. The S&P500 tweets do not present significant coefficients orgranger cause toS&P500 or VIX. The robustness check shows that total tweets helps to predict the S&P500.The results indicate that the S&P500tweets do not affect the financial markets. | pt_PT |
| dc.identifier.tid | 202974987 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/142233 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Asset pricing | pt_PT |
| dc.subject | Politics | pt_PT |
| dc.subject | Social media | pt_PT |
| dc.subject | Big data | pt_PT |
| dc.subject | Volatility | pt_PT |
| dc.title | Analysis of Trump´s tweets relationships with vix and s&p 500 | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics | pt_PT |