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.

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Abstract

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
Date:	1999
Institution:	University of Warwick
Theses Department:	Warwick Business School
Thesis Type:	PhD
Publication Status:	Unpublished
Supervisor(s)/Advisor:	Broyles, J. E.
Extent:	307 p.
Language:	eng
URI:	http://wrap.warwick.ac.uk/id/eprint/4003

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