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SSRNDerivatives & Volatility

Dynamics of US Economy's Frequency and Connectivity

A study indicates that the US economy's connectivity is greatly affected by sectoral indices volatility, with the DJIA, Wilshire 5000, and S&P 500 as the main influencers.

Featured in No. 23 on 25 Oct 2023 · 5 days after release

Released
20 Oct 2023
First featured
No. 23 · 25 Oct 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4607668

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

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