Carregant...
Miniatura

Tipus de document

Article

Versió

Versió acceptada

Data de publicació

Llicència de publicació

cc-by-nc-nd (c) Elsevier, 2017
Si us plau utilitzeu sempre aquest identificador per citar o enllaçar aquest document: https://hdl.handle.net/2445/120084

Measuring uncertainty in the stock market

Títol de la revista

Director/Tutor

ISSN de la revista

Títol del volum

Resum

We propose a daily index of time-varying stock market uncertainty. The index is constructed after first removing the common variations in the series, based on recent advances in the literature that emphasize the difference between risk (expected variation) and uncertainty (unexpected variation). To this end, we draw on data from 25 portfolios sorted by size and book to-market value. This strategy considerably reduces information requirements and modeling design costs, compared to previous proposals. We also compare our index with indicators of macro-uncertainty and estimate the impact of an uncertainty shock on the dynamics of macroeconomic variables.

Citació

Citació

CHULIÁ SOLER, Helena, GUILLÉN, Montserrat, URIBE GIL, Jorge mario. Measuring uncertainty in the stock market. _International Review of Economics & Finance_. 2017. Vol. 48, núm. March, pàgs. 18-33. [consulta: 20 de gener de 2026]. ISSN: 1059-0560. [Disponible a: https://hdl.handle.net/2445/120084]

Exportar metadades

JSON - METS

Compartir registre