Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM
Ming-Yuan Leon Li
| Year of publication: |
2009
|
|---|---|
| Authors: | Li, Ming-yuan Leon |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 16.2009, 16/18, p. 1867-1873
|
| Subject: | Geldmarktpapier | Money market instruments | Aktienmarkt | Stock market | Börsenkurs | Share price | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003932657