» Cojumps and Asset Allocation in International Equity Markets

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Working paper | 2018-001

Cojumps and Asset Allocation in International Equity Markets

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

https://ideas.repec.org/p/pra/mprapa/89938.html

Year:2018