Jump risk premia across major international equity markets

Mohamed Arouri, Oussama M’saddek and Kuntara Pukthuanthong
Additional contact information
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

Post-Print from HAL

Date: 2017-10
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in FMA Annual Meeting, Oct 2017, Boston, United States

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Jump risk premia across major international equity markets (2019)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02083723

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD (hal@ccsd.cnrs.fr).