---
title: Local Volatility Global Impact
url: https://www.ml-quant.com/papers/repec/taf-eurjfi-v-30-y-2024-i-5-p-481-502/
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: RePEc:taf:eurjfi:v:30:y:2024:i:5:p:481-502
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2023.2206040%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A5%3Ap%3A481-502
featured: 2024-03-13
citations: unknown
topic: Derivatives & Volatility
---


# Local Volatility Global Impact

A study of 21 equity indices in 17 developed economies found that global variables are the main determinants of local volatility persistence.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F1351847X.2023.2206040%3Bh%3Drepec%3Ataf%3Aeurjfi%3Av%3A30%3Ay%3A2024%3Ai%3A5%3Ap%3A481-502
- Identifier: RePEc:taf:eurjfi:v:30:y:2024:i:5:p:481-502
- Released: 2024-03-13
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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