2019
DOI: 10.47654/v23y2019i2p151-163
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Presidential Cycles in the USA and the Dollar-Pound Exchange Rate: Evidence from Over Two Centuries

Abstract: In this paper, we analyze the impact of the U.S. presidential cycles on the dollar relative to the British pound over the longest possible monthly period of 1791:01 to 2018:10, based on GJR (or threshold generalized autoregressive conditional heteroscedasticity (GARCH)) model. The usage of over two centuries of data controls for sample selection bias, while a GJR model accommodates for omitted variable bias. We find that over the entire sample period, the Democratic regime has indeed depreciated the dollar rel… Show more

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