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Cojumps and asset allocation in international equity markets
31 Jul 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
