Trump’s market-moving tweets most often address trade and monetary policy, with keywords including “China,” “billion” and “products.”
J.P. Morgan’s “Volfefe Index,” named after Trump’s infamous and still mysterious “covfefe” tweet, explains a measurable fraction of the moves in implied rate volatility for 2-year and 5-year Treasurys.
Out of about 4,000 non-retweets by Trump occurring during market hours from 2018 to the present, only 146 moved the market.
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