Local Volatility Global Impact
A study of 21 equity indices in 17 developed economies found that global variables are the main determinants of local volatility persistence.
Featured in No. 40 on 13 Mar 2024 · on release day
- Released
- 13 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 24
- Identifier
- RePEc:taf:eurjfi:v:30:y:2024:i:5:p:481-502
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