Article ID Journal Published Year Pages File Type
5089595 Journal of Banking & Finance 2013 10 Pages PDF
Abstract
► VIX increases as the winner of the US presidential election becomes less uncertain. ► Control for changes in overall election uncertainty. ► Support for the Political Uncertainty Hypothesis. ► Find US presidential elections engendering market anxiety.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
US presidential elections and implied volatility: The role of political uncertainty
Authors
, ,