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.
Featured in No. 95 on 30 Apr 2025 ·
- Released
- 5 Jan 2025
- First featured
- No. 95 · 30 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5234445
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