Showing 1 - 10 of 403,547
Persistent link: https://www.econbiz.de/10012542180
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 …
Persistent link: https://www.econbiz.de/10012251406
stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … January 2020) in two-year implied volatility on the S&P 500 and subjective uncertainty around year-ahead sales for UK firms to … a 20-fold rise in forecaster disagreement about UK growth. Third, time paths also differ: implied volatility rose …
Persistent link: https://www.econbiz.de/10012829721
stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … January 2020) in two-year implied volatility on the S&P 500 and subjective uncertainty around year-ahead sales for UK firms to … a 20-fold rise in forecaster disagreement about UK growth. Third, time paths also differ: Implied volatility rose …
Persistent link: https://www.econbiz.de/10012830476
stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … January 2020) in two-year implied volatility on the S&P 500 and subjective uncertainty around year-ahead sales for UK firms to … a 20-fold rise in forecaster disagreement about UK growth. Third, time paths also differ: Implied volatility rose …
Persistent link: https://www.econbiz.de/10012481613
Persistent link: https://www.econbiz.de/10012250596
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 …
Persistent link: https://www.econbiz.de/10014048799
stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective … January 2020) in two-year implied volatility on the S&P 500 and subjective uncertainty around year-ahead sales for UK firms to … a 20-fold rise in forecaster disagreement about UK growth. Third, time paths also differ: Implied volatility rose …
Persistent link: https://www.econbiz.de/10014095626
Persistent link: https://www.econbiz.de/10014414209
Purpose: This paper aims to analyze the impact of Covid-19 on the stock market volatility and uncertainty during the … average models using daily data of confirmed and death cases of Covid-19, US S&P 500, volatility index, economic policy … volatility of Indian and US stock markets spillovers during the sample period. Moreover, a perpetual correlation between the …
Persistent link: https://www.econbiz.de/10013543102