» Cojumps and asset allocation in international equity markets

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Articles | 2019

Cojumps and asset allocation in international equity markets

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

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

Journal:Journal of Economic Dynamics and Control

Publisher:Elsevier BV

Issn:0165-1889

Volume:98

Year:2019