What Happens to Expected Stock Volatility around Election Day?

Christopher Neely

On the Economy from Federal Reserve Bank of St. Louis

Abstract: Presidential elections create uncertainty about future economic policy that translates into volatility in asset prices. How has the VIX performed around U.S. elections since 1988?

Keywords: asset price volatility; stock market; stock market volatility; presidential elections (search for similar items in EconPapers)
Date: 2024-12-02
New Economics Papers: this item is included in nep-inv, nep-mst, nep-pol and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:fip:l00001:99209

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