The dynamic relationship between the prices of ADRs and their underlying stocks : evidence from the threshold vector error correction model
Year of publication: |
2005
|
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Authors: | Chung, Huimin ; Ho, Tsung-wu ; Wei, Ling-Ju |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 37.2005, 20, p. 2387-2394
|
Subject: | Kointegration | Cointegration | Geldmarktpapier | Money market instruments | Aktie | Share | USA | United States | Argentinien | Argentina |
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