---
title: Financial Development Volatility
url: https://www.ml-quant.com/papers/ssrn/5098277/
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 5098277
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5098277
featured: 2025-01-23
citations: unknown
topic: Derivatives & Volatility
---


# Financial Development Volatility

The article reveals a potential negative impact of excessive finance on growth volatility.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5098277
- Identifier: SSRN 5098277
- Released: 2025-01-15
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

## Related

- [Risk Revisited](https://www.ml-quant.com/papers/ssrn/4825844/): The study identifies recency, cluster, and sign as three factors shaping investors' risk perceptions of a stock, influencing trading volume and future volatility.
- [Rough Volatility: Fact or Artefact?](https://www.ml-quant.com/papers/arxiv/2203.13820/): Fact or Artifact: The study proposes a new method to estimate the roughness of financial asset volatility, attributing observed roughness to microstructure noise.
- [A Study on Volatility in Stock Market(NSE) based on Select Sectoral Indices during Union Budget Period of India.](https://www.ml-quant.com/papers/ssrn/5103605/): The paper studies the volatility performance between the Nifty index and Sector index, emphasizing the role of the stock market in economic growth and the potential harm of market instability.
- [A statistical technique for cleaning option price data](https://www.ml-quant.com/papers/arxiv/2501.11164/): The article addresses three common issues in recorded option price datasets and suggests solutions to ensure the reliability of analyses based on these datasets.
- [VIX options in the SABR model](https://www.ml-quant.com/papers/arxiv/2501.06398/): The pricing of VIX options in the SABR model is examined, revealing infinite VIX futures and call prices, and suggesting a capped volatility process as a solution.
- [Floating exercise boundaries for American options in time-inhomogeneous models](https://www.ml-quant.com/papers/arxiv/2502.00740/): The paper discusses a semi-analytical method for pricing American options in models with negative interest rates or convenience yields, indicating that exercise boundaries may have a floating structure in such scenarios.