Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527754
Title: Integration, diversification, and spillover : an assessment of the emerging markets using American Depository Receipts (ADRs)
Author: Hunter, Delroy M.
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 1999
Availability of Full Text:
Access through EThOS:
Access through Institution:
Abstract:
The focus of this thesis is on the emerging markets. It assesses intra- and inter-market mean and volatility spillover, investigates the impact of the Mexican currency crisis on international portfolio diversification, and employ international asset pricing to test the integration of the emerging markets.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.527754  DOI: Not available
Keywords: HC Economic History and Conditions
Share: