Industry co-movements of American depository receipts: Evidences from the copula approaches
Year of publication: |
2015
|
---|---|
Authors: | Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 46.2015, C, p. 301-314
|
Publisher: |
Elsevier |
Subject: | Industry co-movements | American depository receipts (ADRs) | Copulas | Dependence | Financial factors |
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