Journal of Financial Markets Vol. 26 2015

Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach

Fredj Jawadi¹; Waël Louhichi²; Abdoulkarim Idi Cheffou

¹ EconomiX · ² ESSCA School of Management

DOI

10.1016/j.finmar.2015.09.004

Volume

26

Pages

64-84

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓