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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2006
|
Online Access: | http://ndltd.ncl.edu.tw/handle/84362731171352313915 |