Oussama M'Saddek

Oussama M'Saddek

Université Clermont Auvergne - Clermont-Ferrand / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202492
University of Clermont Auvergne Clermont Auvergne University
person_outline Oussama M'Saddek's MOST POPULAR ARTICLES
1-) Cojumps and asset allocation in international equity marketsM Arouri, O M’saddek, DK Nguyen, K PukthuanthongJournal of Economic Dynamics and Control 98, 1-22, 2019142019
2-) Jump risk premia across major international equity marketsM Arouri, O M’saddek, K PukthuanthongJournal of Empirical Finance 52, 1-21, 201992019
3-) International asset allocation in presence of systematic cojumpsMEH Arouria, O M’SADDEK, DK Nguyenc, K PukthuanthongdJournal of Economic Dynamics and Control 98, 1-22, 201922019
4-) Essays in international finance: risk, jumps and diversificationO M\'saddekUniversité Clermont Auvergne [2017-2020], 20182018