Jump risk premia across major international equity markets

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https://hal.archives-ouvertes.fr/hal-02078141
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Submitted on : Monday, March 25, 2019 - 9:55:35 AM
Last modification on : Tuesday, March 26, 2019 - 1:28:12 AM

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Mohamed Arouri, Oussama M’saddek, Kuntara Pukthuanthong. Jump risk premia across major international equity markets. Journal of Empirical Finance, Elsevier, 2019, 52, pp.1-21. ⟨10.1016/j.jempfin.2019.02.004⟩. ⟨hal-02078141⟩

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