Oussama M’saddek

Université Clermont Auvergne

University of Clermont Auvergne

49, bd François Mitterrand

Clermont-Ferrand, 63001

France

http://www.uca.fr

SCHOLARLY PAPERS

2

DOWNLOADS

149

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Jump Risk Premia Across Major International Equity Markets

Journal of Empirical Finance, Forthcoming
Number of pages: 50 Posted: 09 Jan 2019 Last Revised: 10 Jan 2019
EDHEC Business School, Université Clermont Auvergne and University of Missouri, Columbia
Downloads 90 (481,263)
Citation 1

Abstract:

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systematic jump risk, risk premium, leverage effect

2.

Cojumps and Asset Allocation in International Equity Markets

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 42 Posted: 28 Nov 2018
Université Côte d'Azur, Université Clermont Auvergne, IPAG Business School and University of Missouri, Columbia
Downloads 59 (608,281)
Citation 2

Abstract:

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cojumps, foreign asset holdings, international diversification