@misc{CaporinKolokolovReno2016,
  author    = {Massimiliano Caporin and Alexey Kolokolov and Roberto Ren{\`o}},
  title     = {Systemic co-jumps},
  booktitle = {SAFE working paper series ; No. 149},
  url       = {https://ssrn.com/abstract=2851811},
  institution = {Wirtschaftswissenschaften},
  series    = {SAFE working paper},
  number    = {149},
  type      = {workingpaper},
  pages     = {49},
  year        = {2016},
}