market set -up that accounts for fundamental uncertainty. Nonetheless, the market is designed so that its total value is …

market set-up that accounts for fundamental uncertainty. Nonetheless, the market is designed so that its total value is known …

The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the … uncertainty increases. …

The aim of this paper is to analyze the relationship between different types of uncertainty and stock returns of the … uncertainty increases …

This review article tries to answer four questions: (i) what are the stylized facts about uncertainty over time; (ii …) why does uncertainty vary; (iii) do fluctuations in uncertainty matter; and (iv) did higher uncertainty worsen the Great … Recession of 2007-2009? On the first question both macro and micro uncertainty appears to rise sharply in recessions. On the …

This review article tries to answer four questions: (i) what are the stylized facts about uncertainty over time; (ii …) why does uncertainty vary; (iii) do fluctuations in uncertainty matter; and (iv) did higher uncertainty worsen the Great … Recession of 2007-2009? On the first question both macro and micro uncertainty appears to rise sharply in recessions. On the …

forecasting accuracy significantly. Higher uncertainty is found to increase the leverage and macro effects from credit and … commodity markets on stock market realized volatility. Specifically, Economic Policy Uncertainty is shown to be one of the main …

-category spillovers of economic policy uncertainty (EPU) and financial market volatility between the US and Japan. Our model includes … indices of monetary, fiscal and trade policy uncertainty for each country, as well as three measures of option-implied stock … strong sources of uncertainty spillovers throughout the sample period. …

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 …

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 …