Showing 1 - 10 of 2,267
Many commentators argue that uncertainty about tax, spending, monetary and regulatory policy slowed the recovery from … the 2007-2009 recession. To investigate this we develop a new index of economic policy uncertainty (EPU), built on three … components: the frequency of newspaper references to economic policy uncertainty, the number of federal tax code provisions set …
Persistent link: https://www.econbiz.de/10013064762
We consider several economic uncertainty indicators for the US and UK before and during the Covid-19 pandemic: implied … stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … uncertainty about future business growth, and disagreement among professional forecasters about future GDP growth. Three results …
Persistent link: https://www.econbiz.de/10012829721
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 … uncertainty, subjective uncertainty about future business growth, and disagreement among professional forecasters about future …
Persistent link: https://www.econbiz.de/10012251406
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 … uncertainty, subjective uncertainty about future business growth, and disagreement among professional forecasters about future …
Persistent link: https://www.econbiz.de/10014048799
We consider several economic uncertainty indicators for the US and UK before and during the COVID-19 pandemic: implied … stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … uncertainty about future business growth, and disagreement among professional forecasters about future GDP growth. Three results …
Persistent link: https://www.econbiz.de/10014095626
The effects of sentiment should be strongest during times of heightened valuation uncertainty. As such, we document a … significant amplifying role for market uncertainty in the relation between sentiment and aggregate investment. A one …-standard-deviation increase in uncertainty more than doubles the effect of sentiment on investment. Moreover, allowing uncertainty …
Persistent link: https://www.econbiz.de/10014350126
This study investigates the short- and long-term effects of various sources of uncertainty on the share prices of key … other relevant approaches to time series. Economic policy, climate policy, pandemics, and Twitter-based uncertainty may … China, geopolitical, climatic, and pandemic uncertainty are short-term sources of uncertainty, and in India, economic policy …
Persistent link: https://www.econbiz.de/10014330079
market set-up that accounts for fundamental uncertainty. Nonetheless, the market is designed so that its total value is known …
Persistent link: https://www.econbiz.de/10012231540
market set -up that accounts for fundamental uncertainty. Nonetheless, the market is designed so that its total value is …
Persistent link: https://www.econbiz.de/10012001782
We study the trading behavior of short sellers in the presence of economic policy uncertainty (EPU). Daily short … interest under high political uncertainty is from shorting stocks characterized by higher mispricing, greater policy …
Persistent link: https://www.econbiz.de/10012959158