The transmission effects between the returns of underlying shares and their depository receipts of cross-listing companies in Taiwan
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === The paper examines the transmission effects between the returns of underlying shares and their depository receipts of seven cross-listing companies in Taiwan. Using a vector autoregressive(VAR) model with error correction term ,the study discovers the relation...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56306786850126493721 |