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volatility. These implied volatilities differ from the VIX which measures uncertainty about stock prices, not only uncertainty … the volatility of near-future dividends that lingers even as the volatility of the overall market portfolio has started to …
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, characterised by volatility, high inflation rates, and political instability. The research used a time series Vector Autoregressive …
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-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …
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