Implied Volatility

Populism and Financial Markets

Replication and extension of Stöckl & Rode (2021) examining how populist electoral success affects option-implied risk assessments. Forthcoming in the Edward Elgar Handbook on …

dejan-zafirev
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Political Finance featured image

Political Finance

Using market prices to measure how political events and populist electoral shifts are priced into equities, volatility, and cross-country asset returns.

The Price of Populism - Financial Market Outcomes of Populist Electoral Success featured image

The Price of Populism - Financial Market Outcomes of Populist Electoral Success

We examine the effect of populism on financial markets around national elections. We find that the electoral success of populist parties has a direct impact on volatility in major …

Sebastian Stöckl
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