This paper examines if overreaction of oil price forecasters is related to uncertainty. Furthermore, it takes into … is markedly reduced when high levels of uncertainty prevail. On the other hand, noisy signals and positive oil price …

This paper shows that uncertainty has an impact on the effectiveness of monetary policy shocks. As uncertainty … suggest that uncertainty is an alternative approach to explain the phenomena previously known as "information shock" and …

This paper examines if overreaction of oil price forecasters is related to uncertainty. Furthermore, it takes into … is markedly reduced when high levels of uncertainty prevail. On the other hand, noisy signals and positive oil price …

uncertainty and shifts in market sentiment. The approach presents a number of key features: first, it proposes a choice … uncertainty and changing market sentiment. While rich in structure, the approach offers a simple analytical framework to … investigate resource allocation decision and asset price dynamics under various sources of uncertainty, and to explore the micro …

In this study we show that market uncertainty [measured by the Chicago Board Options Exchange Market Volatility Index … show that the uncertainty elasticity of liquidity (UEL: percent change in liquidity given a 1% change in VIX) has increased …

This paper examines the impact of uncertainty on estimated response of stock returns to U.S. monetary policy surprise … and the level of uncertainty in the economy. Using high frequency daily data from the Federal funds futures market, we … measures of uncertainty. Evidence suggests a significant negative relationship between the level of uncertainty and the time …

quality of analysts' forecasts, greater uncertainty, and weaker CEO turnover-performance sensitivity. These conditions imply …

We test the effects of uncertainty on market liquidity using Hurricane Sandy as a natural experiment. Given the … effects of uncertainty on market functioning. …