Integration, diversification, and spillover : an assessment of the emerging markets using American Depository Receipts (ADRs)
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 ma...
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University of Warwick
1999
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.527754 |