JASA Mar 10, 2026

Jump Contagion among Stock Market Indices: Evidence from Option Markets*

Authors
Roger J. A. Laeven H. Peter Boswijk Andrei Lalu Evgenii Vladimirov
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2635068
  • Published:
    March 10, 2026
  • Added to Tracker:
    Mar 12, 2026
Author Details
Roger J. A. Laeven
Author
H. Peter Boswijk
Author
Andrei Lalu
Author
Evgenii Vladimirov
Author
Citation Information
APA Format
Roger J. A. Laeven , H. Peter Boswijk , Andrei Lalu & Evgenii Vladimirov (2026) . Jump Contagion among Stock Market Indices: Evidence from Option Markets*. Journal of the American Statistical Association , 10.1080/01621459.2026.2635068.
BibTeX Format
@article{paper1031,
  title = { Jump Contagion among Stock Market Indices: Evidence from Option Markets* },
  author = { Roger J. A. Laeven and H. Peter Boswijk and Andrei Lalu and Evgenii Vladimirov },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2635068 },
  url = { https://doi.org/10.1080/01621459.2026.2635068 }
}
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