Political Uncertainty and Financial Market Uncertainty in an Australian context
This paper seeks to investigate the influence of political uncertainty, surrounding the Australian federal election cycle, on financial market uncertainty. Measures of political uncertainty are constructed and their relationship with market uncertainty, as measured by implied volatility, explored. E...
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| Format: | Journal Article |
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Elsevier BV * North-Holland
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/39867 |