Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020
We consider several economic uncertainty indicators for the United States and the UK before and during the COVID-19 … 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 …
