Cojumps and asset allocation in international equity markets

31 juil 2019

Authors: Mohamed Arouri, Oussama M’saddek, Duc Khuong Nguyen, Kuntara Pukthuanthong

Journal: Journal of Economic Dynamics and Control

Publisher: Elsevier BV

Issn: 0165-1889

Link: https://doi.org/10.1016/j.jedc.2018.11.002

Volume: 98

Year: 2019