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

Summary:
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. ......


Statistics
Total Views: 577
Total Downloads: 8

Share Article

Reader Comments

No comments made on this post yet

Note

If you have any copyright and other associated infringements related to this item, please click on the Terms and Conditions link where you will be directed to the Digital Millennium Copyright Act (DCMA) that will outline the procedure for raising your concern.

If you have any concerns with the content of the item [e.g., offensive language and/or material, inappropriate material] then please proceed to utilize the Contact Us form. Remember that when using the Contact Us form, please ensure you reference/cite clearly the item in question (e.g., name of article, author(s) of article) and the nature of the complaint.

Categories