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Integration, diversification, and spillover : an assessment of the emerging markets using American Depository Receipts (ADRs)

By Delroy M. Hunter

Abstract

The focus of this thesis is on the emerging markets. It assesses intra- and inter-market\ud mean and volatility spillover, investigates the impact of the Mexican currency crisis\ud on international portfolio diversification, and employ international asset pricing to test\ud the integration of the emerging markets

Topics: HC
OAI identifier: oai:wrap.warwick.ac.uk:4003

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