---
title: Volatility Shocks in Small Economies
url: https://www.ml-quant.com/papers/ssrn/4935779/
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 4935779
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4935779
featured: 2024-08-28
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4935779
- Identifier: SSRN 4935779
- Released: 2024-08-24
- First featured: Quant Letter No. 63 (2024-08-28): https://www.ml-quant.com/issues/2024-08-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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