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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
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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:  DOI: Not available
Keywords: HC Economic History and Conditions