Cojumps and asset allocation in international equity markets
type: Item
instance of: scholarly article
title: Cojumps and asset allocation in international equity markets
zbMATH Open document ID: 1411.91475
author: Mohamed Arouri
author: Oussama M'saddek
author: Duc Khuong Nguyen
author: Kuntara Pukthuanthong
publication date: 2019-03-27T00:00:00Z
full work available at URL: MPRA paper 89938.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7043304
zbMATH Keywords: cojumps
zbMATH Keywords: foreign asset holdings
zbMATH Keywords: international diversification
MaRDI profile type: Publication
OpenAlex ID: W2901156525
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Wikidata QID: Q128942520
DOI: 10.1016/J.JEDC.2018.11.002
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 7043304