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What is Certain About Uncertainty?
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Authors and Corporations: | , , , , , , , , , , , , |
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Other Authors: | Sarisoy, Cisil [Author] • Londono, Juan M. [Author] • Rogers, John H. [Author] • Sun, Bo [Author] • Datta, Deepa [Author] • R.T. Ferreira, Thiago [Author] • Grishchenko, Olesya V. [Author] • Jahan-Parvar, Mohammad R. [Author] • Loria, Francesca [Author] • Ma, Sai [Author] • Rodriguez, Marius [Author] • Zer, Ilknur [Author] |
Type of Resource: | E-Book |
Language: | English |
published: | |
Source: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
Summary: | This paper provides a comprehensive survey of existing measures of uncertainty, risk, and volatility, noting their conceptual distinctions. It summarizes how they are constructed, their relative advantages in usage, and their effects on financial market and economic outcomes. The measures are divided into four categories based on the construction methodology: news-based, survey-based, econometric-based, and market-based measures. While heightened uncertainty is typically associated with negative real and financial outcomes, the magnitude of these effects and the interpretation of transmission channels crucially depend on identification considerations |
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Item Description: |
In: Journal of Economic Literature Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 27, 2021 erstellt |
Physical Description: | 1 Online-Ressource (45 p) |
DOI: | 10.2139/ssrn.3894581 |
Access: | Open Access |