Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs
Year of publication: |
2015-02
|
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Authors: | Yuan, Tian ; Gupta, Rakesh ; Roca, Eduardo |
Institutions: | Department of Accounting, Finance and Economics, Griffith Business School |
Subject: | American Depositary Receipt (ADR) | BRICs | Macroeconomic Information Transmission Mechanism | VECM | Granger Causality Test |
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