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Covariance risk, consumption risk, and international stock market returns

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  • Lee, Wai

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  • Lee, Wai, 1997. "Covariance risk, consumption risk, and international stock market returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(2), pages 491-510.
    • Handle: RePEc:eee:quaeco:v:37:y:1997:i:2:p:491-510
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    Cited by:

    1. Smoluk, H. J. & VanderLinden, David, 2004. "Catching up with the Americans," Review of Financial Economics, Elsevier, vol. 13(3), pages 211-229.
    2. Elminejad, Ali & Havranek, Tomas & Irsova, Zuzana, 2022. "Relative Risk Aversion: A Meta-Analysis," MetaArXiv b8uhe, Center for Open Science.
    3. H.J Smoluk & David VanderLinden, 2004. "Catching up with the Americans," Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 211-229.
    4. Miriam Ratkovicova, "undated". "Driving Factors of Efficiency of CEE Capital Markets," CASE-CEU Working Papers 0035, CASE-Center for Social and Economic Research.

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