• Can uncertainty predict stock markets? A cross country analysis. 

      Norlin, Karl-Martin; Helseth, Marius Aleksander Emblem (Masteroppgave/UIS-HH/2019;, Master thesis, 2019-07-15)
      Economic intuition suggests that uncertainty could predict stock markets. We consider two uncertainty measures: implied volatility and economic policy uncertainty (EPU). It is wellknown implied volatility is negatively ...