Estimating the Economic Impact of Political Party Competition in the 1992 British Election

American Journal of Political Science

Volumn 44, Issue 2, 2000, Pages 326-337

  Herron, Michael C ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034387578     PISSN: 00925853     EISSN: None     Source Type: Journal    
DOI: 10.2307/2669314     Document Type: Article

References (18)

1. Alesina, Alberto, Nouriel Roubini, and Gerald D. Cohen. 1997. Political Cycles and the Macroeconomy. Boston: MIT Press.
2. Beck, Nathaniel. 1982. "Parties, Administrations, and American Macroeconomic Outcomes." American Political Science Review 76:83-93.
3. Chan, Yue-Cheong, and K. C. John Wei. 1996. "Political Risk and Stock Price Volatility: The Case of Hong Kong." Pacific-Basic Finance Journal 4:259-275.
4. Chappell, Jr., Henry W., and William R. Keech. 1988. "The Unemployment Rate Consequences of Partisan Monetary Policies." Southern Economic Journal 55:107-122.
5. Cornell, Bradford, and Marc R. Reinganum. 1981. "Forward and Futures Prices: Evidence from the Foreign Exchange Markets." Journal of Finance 36:1035-1045.
6. Diamonte, Robin L., John M. Liew, and Ross L. Stevens. 1996. "Political Risk in Emerging and Developed Markets." Financial Analysts Journal 52:71-76.
7. Duffie, Darrell. 1989. Futures Markets. Englewood Cliffs, N.J.: Prentice-Hall, Inc.
8. Gärtner, Manfred, and Klaus W. Wellershoff. 1995. "Is There an Election Cycle in American Stock Returns?" International Review of Economics and Finance 4:387-410.
9. Gemmill, Gordon. 1992. "Political Risk and Market Efficiency: Tests Based in British Stock and Options Markets in the 1987 Election." Journal of Banking and Finance 16:211-231.
10. Gemmill, Gordon. 1995. "Stockmarket Behaviour and Information in British Elections." Working Paper, City University Business School.
11. Herron, Michael C., James Lavin, Donald Cram, and Jay Silver. 1999. "Measurement of Political Effects in the Stock Market: A Study of the 1992 Presidential Election." Economics & Politics 11:51-82.
12. Hibbs, Jr., Douglas A. 1977. "Political Parties and Macroeconomic Policy." American Political Science Review 71:1467-1487.
13. Hull, John C. 1993. Options, Futures, and Other Derivative Securities. 2nd ed. Englewood Cliffs, N.J.: Prentice-Hall.
14. Lamb, Reinhold, K. C. Ma, R. Daniel Pace, and William F. Kennedy. 1997. "The Congressional Calendar and Stock Market Performance." Financial Services Review 6:19-25.
15. Roberts, Brian E. 1990. "Political Institutions, Policy Expectations, and the 1980 Election: A Financial Market Perspective." American Journal of Political Science 34:289-310.
16. Roberts, Brian E. 1994. "The Industrial Organization of the 1992 U.S. Presidential Election." Presented at the annual meeting of the Midwest Political Science Association.
17. Shimko, David. 1993. "Bounds of Probability." RISK 6:33-37.
18. Vasicek, Oldrich. 1977. "An Equilibrium Characterization of the Term Structure." Journal of Financial Economics 5:177-188.