pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic … greatly-from an 80 percent rise (relative to January 2020) in two-year implied volatility on the S&P 500 to a 20-fold rise in … forecaster disagreement about UK growth. Third, time paths also differ: implied volatility rose rapidly from late February and …

pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic … greatly-from an 80 percent rise (relative to January 2020) in two-year implied volatility on the S&P 500 to a 20-fold rise in … forecaster disagreement about UK growth. Third, time paths also differ: implied volatility rose rapidly from late February and …

We create a newspaper-based Equity Market Volatility (EMV) tracker that moves with the VIX and with the realized … volatility of returns on the S&P 500. Parsing the underlying text, we find that 72 percent of EMV articles discuss the … Macroeconomic Outlook, and 44 percent discuss Commodity Markets. Policy news is another major source of volatility: 35 percent of …

volatility, and negatively with GDP growth. In a panel vector autoregressive setting, we find that innovations in the WUI …

stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … January 2020) in two-year implied volatility on the S&P 500 and subjective uncertainty around year-ahead sales for UK firms to … a 20-fold rise in forecaster disagreement about UK growth. Third, time paths also differ: implied volatility rose …

stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … January 2020) in two-year implied volatility on the S&P 500 and subjective uncertainty around year-ahead sales for UK firms to … a 20-fold rise in forecaster disagreement about UK growth. Third, time paths also differ: Implied volatility rose …