daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using … portfolio managers amid high levels of uncertainty resulting from infectious diseases are discussed. …

We examine the forecasting power of a daily newspaper‐based index of uncertainty associated with infectious diseases … investors during the current period of unprecedented levels of uncertainty resulting from the outbreak of COVID‐19. …

Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty … period from 1970 to 2020. We use a stochastic volatility model to measure regional output growth uncertainty. We document the … empirical results shed light on the contribution to forecast performance of own uncertainty associated with a particular region …