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9/11

The credit crunch has ended but the Greek shock has followed rapidly after Daily US implied stock market volatility (VIX index, commonly known as the “financial fear factor”). Credit Crunch. Updated July 28. LTCM default. WorldCom & Enron. Greece. 9/11. Implied Volatility on the S&P 100 (%).

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9/11

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  1. The credit crunch has ended but the Greek shock has followed rapidly afterDaily US implied stock market volatility (VIX index, commonly known as the “financial fear factor”) Credit Crunch Updated July 28 LTCM default WorldCom & Enron Greece 9/11 Implied Volatility on the S&P 100 (%) Gulf War I Gulf War II Year Notes: The data is a daily version of the data used monthly in Bloom (2009), “The impact of uncertainty shocks”, which contains full details

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