Interdependence and asymmetries: Latin American ADRs and developed markets

The ADRs market presented great growing importance in the last decades, specially for companies based on developing countries, such as those of Latin America. In this context, this research sought to detect and measure the interdependence phenomenon, comprising the returns and volatility spillovers...

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Bibliographic Details
Main Authors: Ana Carolina Costa Correa, Tabajara Pimenta, Luiz Eduardo Gaio
Format: Article
Language:English
Published: FUCAPE Business School 2018-01-01
Series:BBR: Brazilian Business Review
Subjects:
Online Access:http://www.redalyc.org/articulo.oa?id=123056181006