The Spillover and Leverage Effects between ADRs and Underlying Stocks Indexes – the Empirical Study of Sumprime Mortgage Crisis.
碩士 === 中原大學 === 國際貿易研究所 === 96 === Abstract The capital market’s reaction to the subprime mortgage crisis is analyzed in this paper by analyzing 27 American Depository Receipts (ADRs) from 15 countries and their underlying indexes in the period of the beginning of 2000 to Feb. 2008. The Generalized...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/18039352743212959690 |