Political Uncertainty and Financial Market Uncertainty in an Australian context

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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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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	Elsevier BV * North-Holland 2014
Subjects:	Debt issuance Financial market uncertainty Political uncertainty Implied volatility Stock markets
Online Access:	http://hdl.handle.net/20.500.11937/39867

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