Jump risk premia across major international equity markets
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- Mohamed Arouri & Oussama M’saddek & Kuntara Pukthuanthong, 2017. "Jump risk premia across major international equity markets," Post-Print hal-02083723, HAL.
- Mohamed Arouri & Oussama M’saddek & Kuntara Pukthuanthong, 2019. "Jump risk premia across major international equity markets," Post-Print hal-02078141, HAL.
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More about this item
KeywordsSystematic jump risk; Risk premium; Leverage effect;
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