On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index
This article examines the effects of economic policy uncertainty (EPU) on the implied volatility index. The implied volatility index of various markets has been analyzed in relation to scheduled macroeconomic announcements, such as EPU and equity market policy uncertainty (EMPU) indices. The study h...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-03-01
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| Series: | Sustainability |
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| Online Access: | http://www.mdpi.com/2071-1050/11/6/1628 |