In any international economic model I can think of, or any study comparing countries using economic models with utility maximizing utility, it is never considered that the preferences of households may differ. In closed economy models, some heterogeneity in preferences may be considered, but it is generally avoided because it is difficult to measure and in most cases would not make much a different anyway. But if we are thinking about some international imbalances, why not think about differences in aggregate preferences?
Marc Oliver Rieger, Mei Wang and Thorsten Hens look at the results of a survey administered across 45 countries that tries to elicit measurements about risk aversion, loss aversion and subjective probabilities. Too bad they did not consider discounting and the intertemporal elasticity of substitution. Anyway, they find that there are actually large differences across countries, differences that they attribute partially to economic conditions and "culture." For the former, the authors looks a GDP per capita and the human development index. I would also have looked at a measure of financial development. It seems to me that people become financially more sophisticated and thus willing to take risks if they are more exposed to financial markets. But I can be proven wrong.