---
title: Market Return and Volatility Connections
url: https://www.ml-quant.com/papers/ssrn/5234445/
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 5234445
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234445
featured: 2025-04-30
citations: unknown
topic: Derivatives & Volatility
---


# Market Return and Volatility Connections

The study explores the connection between return and volatility among major Latin American markets and the US, showing moderate integration at the median with higher interconnectedness at both ends.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5234445
- Identifier: SSRN 5234445
- Released: 2025-01-05
- First featured: Quant Letter No. 95 (2025-04-30): https://www.ml-quant.com/issues/2025-04-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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