, to February 12, 2021, this study documents a strong positive comovement between implied volatility indices and two … proxies of the COVID-19 fear. However, in all the cases, the infectious disease equity market volatility index (IDEMVI), the … COVID-19 proxy that is more representative of the stock market, exhibits a stronger positive comovement with volatility …

We examine the relation between exchange rate variability and stock return volatility for U.S. multinational firms and … corresponding to the period of increased exchange rate variability, even relative to the increase in stock return volatility for … three control samples. In conjunction with this increase in total volatility there is also an increase in market risk (beta …