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

, and . Journal of International Financial Markets, Institutions and Money, 8 (1): 39--57 (January 1998)

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Variances and covariances of international stock returns: the international capital asset pricing model revisited, and . Journal of International Financial Markets, Institutions and Money, 8 (1): 39--57 (January 1998)Changes in systematic risk following global equity issuance, and . Journal of Banking & Finance, 24 (9): 1491--1514 (September 2000)Asset pricing in open economies with incomplete markets: implications for foreign currency returns. Journal of International Money and Finance, 18 (6): 871--890 (December 1999)Volatility and cross correlation across major stock markets, and . Journal of Empirical Finance, 5 (4): 397--416 (October 1998)