The dynamic relationship between the prices of ADRs and their underlying stocks : evidence from the threshold vector error correction model
Huimin Chung, Tsung-Wu Ho and Ling-Ju Wei
| Year of publication: |
2005
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|---|---|
| Authors: | Chung, Huimin ; Ho, Tsung-wu ; Wei, Ling-Ju |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 37.2005, 20, p. 2387-2394
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| Subject: | Kointegration | Cointegration | Geldmarktpapier | Money market instruments | Aktie | Share | USA | United States | Argentinien | Argentina |
| 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/10003221563