Keyphrases
COVID-19 Pandemic
100%
Stock Market Volatility
100%
Vaccination Program
50%
US Market
50%
Implied Volatility
50%
Stock Returns
50%
Volatility Index
50%
Canada
50%
COVID-19 Cases
20%
U.S. Financial Markets
20%
Negative Impact
12%
Heteroscedastic Model
12%
Equity Volatility
12%
Detrimental Effects
12%
Stock Market
12%
Equity Returns
12%
Positive Impact
12%
Volatility
12%
Policy Response
10%
Federal Reserve Board
10%
Dynamic Relationship
10%
Instability Effects
10%
Quantile-on-quantile Regression
10%
US Policy
10%
Financial Markets
10%
Chicago
10%
High Uncertainty
10%
Uncertainty Conditions
10%
Death Rate
10%
COVID-19 Shocks
10%
Quantile Regression Model
10%
