The Term Structures of Coentropy in International Financial Markets

• Fousseni Chabi-Yo

  Fousseni Chabi-Yo

  http://orcid.org/0000-0001-8200-9372

  Isenberg School of Management, University of Massachusetts Amherst, Amherst, Massachusetts 01003

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  ,
• Riccardo Colacito

  Corresponding Author

  Riccardo Colacito

  http://orcid.org/0000-0002-1692-8378

  Kenan-Flagler Business School and Department of Economics, University of North Carolina at Chapel Hill, Chapel Hill, North Carolina 27599

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