After testing many random stuff, I decided to give a try to Single Wire Debug (SWD) instead of JTAG. The STM32F429I-DISCO demo board embed a ST-Link V2 which can be used for other boards as well.
According to ST datasheet, the JTAG and SWD port are shared:
The ARM SWJ-DP Interface is embedded. and is a combined JTAG and serial wire debug port that enables either a serial wire debug or a JTAG probe to be connected to the target. The JTAG TMS and TCK pins are shared with SWDIO and SWCLK, respectively, and a specific sequence on the TMS pin is used to switch between JTAG-DP and SW-DP.
|||Hertaville blog, http://hertaville.com/2013/09/02/stm32f0discovery-part-1-linux/|
|||Texane, ST-Link github, https://github.com/texane/stlink|
|||ST, UM1670 User manual, Discovery kit for STM32F429/439 lines, http://www.st.com/st-web-ui/static/active/en/resource/technical/document/user_manual/DM00093903.pdf|