Chiou, Wan-Jiun Paul; Lee, Alice C.; Lee, Cheng-Few - In: Review of Pacific Basin Financial Markets and Policies … 12 (2009) 02, pp. 245-266
magnitude of conditional volatility and the international market systematic risk of stock prices in countries at different …, measured by both conditional volatility and global beta. Our empirical findings also support the geographical variation in … stock returns in high risk countries tend to be less volatile but the conditional volatility of stock return in less risky …
