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Arbitrage and convergence : evidence from Mexican ADRs
Koumkwa, Samuel; Susmel, Raul - In: Journal of applied economics 11 (2008) 2, pp. 399-425
Persistent link: https://www.econbiz.de/10003877602
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Arbitrage and Convergence : Evidence from Mexican ADRs
Koumkwa, Samuel - 2010
This paper investigates the convergence between the prices of ADRs and Mexican traded shares using a sample of 21 dually listed shares. Since both markets have similar trading hours, standard arbitrage considerations should make persistent deviation from price parity rare. We use a STAR model,...
Persistent link: https://www.econbiz.de/10013147629
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Interest rates, contagion and capital controls
Edwards, Sebastian - 2000
Persistent link: https://www.econbiz.de/10001497243
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Interest rate volatility, contagion and convergence : an empirical investigation of the cases of Argentina, Chile and Mexico
Edwards, Sebastian - In: Journal of applied economics 1 (1998) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10001447849
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On crisis prevention : lessons from Mexico and East Asia
Edwards, Sebastian - 1999
Persistent link: https://www.econbiz.de/10001399580
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Interest rate volatility, capital controls and contagion
Edwards, Sebastian - 1998
Persistent link: https://www.econbiz.de/10000679903
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Bad luck or bad policies? : An economic analysis of the crisis
Edwards, Sebastian - In: Mexico 1994 : anatomy of an emerging-market crash, (pp. 95-124). 1997
Persistent link: https://www.econbiz.de/10001362162
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La tasa de cambio como ancla nominal
Edwards, Sebastian - In: Ensayos sobre política económica 1992 (1993) 22, pp. 51-81
Persistent link: https://www.econbiz.de/10001159112
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On crisis prevention : lessons from Mexico and East Asia
Edwards, Sebastian - In: Financial markets and development : the crisis in …, (pp. 269-334). 1999
Persistent link: https://www.econbiz.de/10001575826
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El sector financiero y las crisis monetarias : lecciones de Méjico y del este de Asia
Edwards, Sebastian - In: Sistemas financieros ante la globalización, (pp. 123-182). 2000
Persistent link: https://www.econbiz.de/10001552079