High policy uncertainty and low implied market volatility – an academic puzzle? (2022)
CitationBialkowski J, Dang H, Wei X (2022). High policy uncertainty and low implied market volatility – an academic puzzle? (forthcoming). Journal of Financial Economics.
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KeywordsVIX; VTSE; Economic policy uncertainty; Baker-Bloom-Davis index; Quality of political signals; Investor sentiment; Bullish market; Investors’ opinions
ANZSRC Fields of Research35 - Commerce, management, tourism and services::3502 - Banking, finance and investment::350208 - Investment and risk management
38 - Economics::3801 - Applied economics::380107 - Financial economics
44 - Human society::4407 - Policy and administration::440703 - Economic development policy
RightsAll rights reserved unless otherwise stated
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