Five dimensions of the uncertainty–disagreement linkage

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

Why Does Stock Market Volatility Change Over Time?

G. William Schwert · The Journal of Finance · 1989 · 3.6K citations

Business, Economics, History +16

Measuring Uncertainty

Kyle Jurado, Sydney C. Ludvigson, Serena Ng · American Economic Review · 2015 · 2.9K citations

Social Sciences, Economics, Econometrics +11

Political uncertainty and risk premia

Ľuboš Pástor, Pietro Veronesi · Journal of Financial Economics · 2013 · 2.3K citations

Business, Economics, Political Science +14