I have been able to do this too. They way I understand it a ticket can be issued thay includes two airlines that don't interline, if it is ticketed on the stock of an airline that interlines with both of them. As for baggage, I think the interline only covers the hand off. So, you couldn't transfer directly from AS to JU. The trouble is that that checking a bag like this requires manual intervention, so not all airlines or agents will be willing to do this.