Recent Interactions of Asset Classes with Economic Policy Uncertainty
February 1, 2022 - Bonds, Commodity Futures, Economic Indicators, Equity Premium, Gold, Real Estate
How do returns of different asset classes recently interact with uncertainty in government economic policy as quantified by the Economic Policy Uncertainty (EPU) Index? This index at the beginning of each month incorporates from the prior month: Coverage of policy-related economic uncertainty by prominent newspapers (50% weight). Number of temporary federal tax code provisions set… Keep Reading