Integration, diversification, and spillover : an assessment of the emerging markets using American Depository Receipts (ADRs)
Hunter, Delroy M., 1963- (1999) Integration, diversification, and spillover : an assessment of the emerging markets using American Depository Receipts (ADRs). PhD thesis, University of Warwick.
WRAP_THESIS_Hunter_1999.pdf - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
Official URL: http://webcat.warwick.ac.uk/record=b1365700~S15
The focus of this thesis is on the emerging markets. It assesses intra- and inter-market mean and volatility spillover, investigates the impact of the Mexican currency crisis on international portfolio diversification, and employ international asset pricing to test the integration of the emerging markets.
|Item Type:||Thesis or Dissertation (PhD)|
|Subjects:||H Social Sciences > HC Economic History and Conditions|
|Library of Congress Subject Headings (LCSH):||Developing countries -- Economic conditions, American depository receipts, Mexico -- Economic conditions -- 20th century, International economic integration|
|Institution:||University of Warwick|
|Theses Department:||Warwick Business School|
|Supervisor(s)/Advisor:||Broyles, J. E.|
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