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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.

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