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dc.contributor.authorWrobel, Jason
dc.date.accessioned2020-11-25T15:39:20Z
dc.date.available2020-11-25T15:39:20Z
dc.date.issued2017-02-01
dc.identifier.other10137747
dc.identifier.urihttps://hdl.handle.net/1813/78752
dc.description.abstractTossed around by the pulls and tugs of financial markets, stock market bid–ask spreads, the fees received by securities dealers who handle trades, are sensitive to peoples’ expectations of the future and are influenced by world events. Over the past decade, three prominent economic crises occurred—the 2008 financial crisis, the 2010 European sovereign debt crisis, and the 2011 U.S. debt-ceiling crisis. During the financial turmoil surrounding each event, bid–ask spreads and stock market volatility often moved similarly. This Beyond the Numbers article examines the relationship between the Bureau of Labor Statistics Producer Price Index (PPI) for dealer transactions-equity securities and two major stock market volatility indicators. An analysis of these three measures shows a positive correlation. This means that when the market volatility indexes increase, the PPI for dealer transactions-equity securities also tends to increase.
dc.language.isoen_US
dc.subjectProducer Price Index
dc.subjectPPI
dc.subjectvolatility
dc.subjecttransactions-equity securities
dc.titleThe Cost of Crisis: Why Stock Fees Rise when Markets Slip
dc.typeunassigned
dc.description.legacydownloadsBLS_BTN_The_cost_of_crisis.pdf: 90 downloads, before Oct. 1, 2020.
local.authorAffiliationWrobel, Jason: Bureau of Labor Statistics


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