---
title: Switching Volatility in an Economy
url: https://www.ml-quant.com/papers/ssrn/4533645/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4533645
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4533645
featured: 2023-08-09
citations: unknown
topic: Derivatives & Volatility
---


# Switching Volatility in an Economy

Using a dynamic stochastic general equilibrium model, the research analyzes the impact of the global financial crisis on the euro area, emphasizing the significant influence of US shocks and the need to consider nonlinearities in financial market variables.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4533645
- Identifier: SSRN 4533645
- Released: 2020-12-03
- First featured: Quant Letter No. 11 (2023-08-09): https://www.ml-quant.com/issues/2023-08-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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