Meyer, Brent; Mihaylov, Emil; Barrero, Jose Maria; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-14
We examine several measures of uncertainty to make five points. First, equity market traders and executives at nonfinancial firms have shared similar assessments about one-year-ahead uncertainty since the pandemic struck. Both the one-year VIX and our survey-based measure of firm-level...
