link between monetary policy rate uncertainty and equity return volatility, both in theory and data. This paper uses … for equity variance and volatility at weekly, monthly and even quarterly horizons. The findings imply that market views of …

addition, our model suggests that optimal monetary policy is not concerned with stock price volatility, does not attempt to …, producing lower inflation volatility when compared to the constant money supply policy rule …

This study investigates the impact of price limits and trading halts (circuit breakers) on the returns volatility of …-2010. Results indicate that the introduction of price limits and trading halts moderated the volatility in the market. More … significantly, price volatility of equity returns reduced as the price limit symmetric band was increased from 5 percent to 10 …

An unanticipated tightening of monetary policy increases option implied volatility in equity and bond markets. At the … same time, realized volatility declines over the period corresponding to the increase in option implied volatility. The … result is a decrease in the volatility swap return, defined as a forward contract on the realized volatility of an underlying …

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy … stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility …

We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary policy …. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility (“uncertainty …

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy … stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility …

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy … stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility …