Using threshold cointegration to examine asymmetric price adjustments between ADR's and their underlying securities : the case of Taiwan
Chun-Hsuan Wang and Chun-Hung A. Lin
| Year of publication: |
2005
|
|---|---|
| Authors: | Wang, Chun-hsuan ; Lin, Chun-hung A. |
| Published in: |
The South African journal of economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0038-2280, ZDB-ID 281249-6. - Vol. 73.2005, 3, p. 449-461
|
| Subject: | Geldmarktpapier | Money market instruments | Börsenkurs | Share price | Kointegration | Cointegration | Taiwan |
| 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://www.econbiz.de/10003202907