Variances and Covariances of Intemational Stock Returns: The International CAPM Revisited

Latha Ramchand and Raúl Susmel

No 124, CEMA Working Papers: Serie Documentos de Trabajo. from Universidad del CEMA

Keywords: International; asset; pricing; switching; volatility. (search for similar items in EconPapers)
JEL-codes: C53 G15 (search for similar items in EconPapers)
Date: 1997-11
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.ucema.edu.ar/publicaciones/download/documentos/124.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cem:doctra:124

Access Statistics for this paper

More papers in CEMA Working Papers: Serie Documentos de Trabajo. from Universidad del CEMA Contact information at EDIRC.
Bibliographic data for series maintained by Valeria Dowding ().