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SSRNDerivatives & Volatility

Volatility Shocks in Small Economies

The study employs a Bayesian-estimated New Keynesian Open Economy Model to study the effect of different shocks on the business cycle fluctuations of a small open economy, using Canada as a case study.

Featured in No. 63 on 28 Aug 2024 · 4 days after release

Released
24 Aug 2024
First featured
No. 63 · 28 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4935779

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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