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Jump risk premia across major international equity markets

Mohamed Arouri (), Oussama M’saddek and Kuntara Pukthuanthong
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Oussama M’saddek: CRCGM - Centre de Recherche Clermontois en Gestion et Management - UdA - Université d'Auvergne - Clermont-Ferrand I - ESC Clermont-Ferrand - École Supérieure de Commerce (ESC) - Clermont-Ferrand
Kuntara Pukthuanthong: Mizzou - University of Missouri [Columbia] - University of Missouri System

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Date: 2019-06
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-02078141
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Published in Journal of Empirical Finance, Elsevier, 2019, 52, pp.1-21. ⟨10.1016/j.jempfin.2019.02.004⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02078141

DOI: 10.1016/j.jempfin.2019.02.004

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