Volatility spillovers and long-run relationships between international equity markets through ADRs

碩士 === 國立成功大學 === 財務金融研究所 === 94 ===   The dramatic growth rate of ADRs trading volume has been the evidence that increasing companies have chosen to use ADRs as a financial instrument for raising equity and pursue diversification benefits. We employ cointegration test and error-correction model to...

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Bibliographic Details
Main Authors: Pi-Yuan Hsieh, 謝碧媛
Other Authors: Tse-Shih Wang
Format: Others
Language:en_US
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/84362731171352313915