High policy uncertainty and low market volatility – an academic puzzle?

Xiaopeng Wei    Xiaopeng Wei, Jedrzej Bialkowski, Huong Dang
25 Nov 2018
Categories: Derivatives, Behavioral Finance

Country or region: New Zealand

The paper attempts to explain the puzzle of low market volatility, as measured by VIX, while the policy uncertainty was high in 2017, by analyzing potential factors that could affect the relationship between the market volatility and policy uncertainty. ......

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