between the stock return and a country’s EPU. Evidence suggests that a rise in the U.S. EPU causes not only a decline in a … country’s stock return, but also a negative spillover effect on the global market; however, we cannot find a comparable … significantly affects stock return worldwide. This study also finds an indirect COVID-19 impact that runs through a change in …

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 …

volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR … waves. Furthermore, in the aftermath of the pandemic development, an increase in the volatility of stock returns can be …