Lahaye, Jérôme (contributor); … - 2007
economics. Our study investigates jumps and simultaneous jumps in multiple markets (i.e.,
cojumps) and their relation to … equity futures.2 We consider 24-hour trading
for exchange rates and approximately business hours for the bond and equity data …. Commonality in
international business cycles (see Kose, Otrok and Whiteman, 2003, 2008) means that a shock to
a U.S. or foreign …