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Time-varying risk and international portfolio diversification with contagious bear markets
De Santis, Giorgio, (1995)
Equity Anomalies and Idiosyncratic Risk Around the World
Fan, Steven, (2015)
Long-run Consumption Risk and International Stock Returns : A Century of Evidence
Rangvid, Jesper, (2011)
Conditioning variables and the cross section of stock returns
Ferson, Wayne E., (1999)
Economic, financial, and fundamental global risk inside and outside the EMU
Sources of risk and expected returns in global equity markets
Ferson, Wayne E., (1994)