This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on …, especially negative ones, have a stronger impact on inflation than OPU ones and capture some of the monetary policy uncertainty …, monetary policy uncertainty, greater transparency and more timely communications from monetary authorities to the public would …

This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in … results suggest a positive impact of transition risk on stock returns and a negative one of physical risk, especially in the … short term. Further, while physical risk appears to have an immediate impact, transition risk is shown to affect stock …

expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of …. Uncertainty, in contrast, increases the response. We rationalize our findings in a model of imperfect information. In the model … content of indicators, while higher fundamental uncertainty makes this informational content more valuable. …

commodity markets on stock market realized volatility. Specifically, Economic Policy Uncertainty is shown to be one of the main …This paper estimates a bivariate HEAVY system including daily and intra-daily volatility equations and its macro …-augmented asymmetric power extension. It focuses on economic factors that exacerbate stock market volatility and represent major threats to …

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …

This study provides new evidence on the impact of climate physical risk (as measured by the Global Climate Risk Index … clusters on the basis of their degree of market capitalisation. The results suggest a negative impact of climate physical risk …

volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

any significant changes in the degree of persistence of the FTSE 100 Implied Volatility Index (IVI) and of the British …