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What Happens to Expected Stock Volatility around Election Day?


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;

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Bibliographic Information

Provider: Federal Reserve Bank of St. Louis

Source: On the Economy

Publication Date: 2024-12-02