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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: 2017-10
Note: View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-02083723
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Published in FMA Annual Meeting, Oct 2017, Boston, United States

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Journal Article: Jump risk premia across major international equity markets (2019) Downloads
Working Paper: Jump risk premia across major international equity markets (2019)
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