International asset allocation in presence of systematic cojumps
International asset allocation in presence of systematic cojumps, with Mohamad Arouri, Oussama M’saddek, and Duc Nguyen at forthcoming Journal of Economic Dynamics and Control.
International asset allocation in presence of systematic cojumps, with Mohamad Arouri, Oussama M’saddek, and Duc Nguyen at forthcoming Journal of Economic Dynamics and Control.