calculated. Therefore, in this paper, we review the literature on global risk, uncertainty, and volatility measures drawing on …A large number of measures for monitoring risk and uncertainty surrounding macroeconomic and financial outcomes have … researchers in their analyses. However, risk and uncertainty measures differ across multiple dimensions, including the method of …

policy uncertainty on nominal yields, short rates, bond risk premia and the term structure of bond yield volatility … interest rates as well as the hump-shaped bond yield volatility curve. Finally, the empirical analysis shows that, whereas … higher government policy uncertainty leads to a decline in yields, and an increase in bond yield volatility, monetary policy …

We use a series of different approaches to extract information about crash risk from option prices for the Euro …-Dollar exchange rate, with each step sharpening the focus on extracting more specific measures of crash risk around dates of ECB … without precisely describing what exactly they entail does not move asset markets or actually increases crash risk. Also …