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 …

This paper investigates the time-varying dynamics of global stock volatility, commodity prices, and domestic output and … consumer prices. The main empirical findings of this papers are: (i) stock volatility and commodity price shocks impact each … stock volatility is far greater during the global financial crisis than at other times; (iii) the effects of global stock …

This paper investigates the time-varying dynamics of global stock volatility, commodity prices, and domestic output and … consumer prices. The main empirical findings of this paper are: (i) stock volatility and commodity price shocks impact each … stock volatility is far greater during the global financial crisis than at other times; (iii) the effects of global stock …

We decompose global stock market volatility shocks into financial originated shocks and non-financial originated shocks …. Global stock market volatility shocks arising from financial sources reduce substantially more global outputs and inflation … than non-financial sources shocks. Financial stock market volatility shocks forecasts 16.85% and 16.88% of the variation in …