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Integration, diversification, and spillover : an assessment of the emerging markets using American Depository Receipts (ADRs)
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Hunter, Delroy M. (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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Official URL: http://webcat.warwick.ac.uk/record=b1365700~S15
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 (PhD) | ||||
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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 | ||||
Official Date: | 1999 | ||||
Dates: |
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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Publication Status: | Unpublished | ||||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 |
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