Replication Data for: Does the @realDonaldTrump Really Matter to Financial Markets?
<|begin_of_text|><|start_header_id|>system<|end_header_id|> You are a research archivist expert in dataset metadata. Answer the question truthfully.  <|eot_id|><|start_header_id|>user<|end_header_id|> Here is the Description of a dataset. Description:'Does the @realDonaldTrump really matter to financial markets? Research shows that new information about the likely future policy direction of government affects financial markets. In contrast, we argue that new information can also arise about the likely future policy commitment of government, affecting financial markets as well. We test our argument using data on US president Donald J. Trump’s Mexico-related policy tweets and the US dollar/Mexican peso exchange rate. We find not only that Trump’s Mexico-related tweets raised Mexican peso volatility while his policy views were unknown, but also thereafter, as they clarified his commitment to his Mexico-related policy goals. We argue that, by helping politicians disseminate policy information to voters and helping voters hold governments accountable for their policy performance, social m' . Please return only a json list of at most 3 Keywords corresponding to the Description:.<|eot_id|><|start_header_id|>assistant<|end_header_id|> {"Answer" : ["Currency markets","Donald Trump","Financial markets","GARCH model","Mexican peso","Policy uncertainty","Tweets","Volatility"]} <|eot_id|>
 Here is the Description of a dataset. Description:'Does the @realDonaldTrump really matter to financial markets? Research shows that new information about the likely future policy direction of government affects financial markets. In contrast, we argue that new information can also arise about the likely future policy commitment of government, affecting financial markets as well. We test our argument using data on US president Donald J. Trump’s Mexico-related policy tweets and the US dollar/Mexican peso exchange rate. We find not only that Trump’s Mexico-related tweets raised Mexican peso volatility while his policy views were unknown, but also thereafter, as they clarified his commitment to his Mexico-related policy goals. We argue that, by helping politicians disseminate policy information to voters and helping voters hold governments accountable for their policy performance, social m' . Please return only a json list of at most 3 Keywords corresponding to the Description:.
Does the @realDonaldTrump really matter to financial markets? Research shows that new information about the likely future policy direction of government affects financial markets. In contrast, we argue that new information can also arise about the likely future policy commitment of government, affecting financial markets as well. We test our argument using data on US president Donald J. Trump’s Mexico-related policy tweets and the US dollar/Mexican peso exchange rate. We find not only that Trump’s Mexico-related tweets raised Mexican peso volatility while his policy views were unknown, but also thereafter, as they clarified his commitment to his Mexico-related policy goals. We argue that, by helping politicians disseminate policy information to voters and helping voters hold governments accountable for their policy performance, social m
Currency markets; Donald Trump; Financial markets; GARCH model; Mexican peso; Policy uncertainty; Tweets; Volatility