Political transactions and exchange rate asymmetries: evidence from the USD/EUR market during US presidential regime changes
Caiola, Adriano (A.A. 2025/2026) Political transactions and exchange rate asymmetries: evidence from the USD/EUR market during US presidential regime changes. Tesi di Laurea in Macroeconomics, Luiss Guido Carli, relatore Giovanna Vallanti, pp. 41. [Bachelor's Degree Thesis]
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Abstract/Index
Theoretical framework and research questions. Literature review: the political economy of exchange rates. The foreign exchange market and the USD/EUR relationship. Interest rate parity: the baseline theory. Research question and case studies. The methodology. Introduction to the non-linear ARDL (NARDL) model. Why using NARDL? Why using EPU? NARDL analysis of EPU and the USD/EUR exchange rate. Obama–Trump transition period (2017). Biden–Trump transition period (2025). Comparative summary: key statistics. Within-period symmetry analysis. Cross-period asymmetry: 2017 vs. 2025. Diagnostic tests.
References
Bibliografia: pp. 37-38.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Macroeconomics |
| Thesis Supervisor: | Vallanti, Giovanna |
| Academic Year: | 2025/2026 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 13 Oct 2026 12:30 |
| Last Modified: | 13 Oct 2026 12:30 |
| URI: | https://tesi.luiss.it/id/eprint/46841 |
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