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SSRNDerivatives & Volatility

US Sector Stock Volatility and Geopolitical Risk

US sectoral stock market volatility is significantly affected by different geopolitical risk categories, with sectors reacting more to terror threats than actual terror acts or war escalations.

Featured in No. 84 on 5 Feb 2025 · 15 days after release

Released
21 Jan 2025
First featured
No. 84 · 5 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
11
Identifier
SSRN 5104488

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

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