Variances and covariances of international stock returns: The international capital asset pricing model revisited

Journal of International Financial Markets, Institutions and Money

Volumn 8, Issue 1, 1998, Pages 39-57

  Ramchand, Latha ^a   Susmel, Raul ^a  

^a UNIVERSITY OF HOUSTON   (United States)

Author keywords

International asset pricing; Switching; Volatility

Indexed keywords

EID: 0031636995     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00023-7     Document Type: Article

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