@article{Cowan2006, title = {An unobserved component model of asset pricing across financial markets}, author = {Adrian M. Cowan and Frederick L. Joutz}, journal = {International Review of Financial Analysis}, number = {1}, pages = {86--107}, url = {http://www.sciencedirect.com/science/article/B6W4W-4DVBDV8-2/1/abdcb7a3e610d15e23cf711093c1a0c3}, volume = {15}, year = {2006}, biburl = {http://www.bibsonomy.org/bibtex/22ceec2f234f587d2480130eff5b6b997/smicha}, keywords = {Asset pricing } }