The dynamic relationship between the prices of ADRs and their underlying stocks: Evidence from the threshold vector error correction model

Applied Economics

Volumn 37, Issue 20, 2005, Pages 2387-2394

  Chung, Huimin ^a   Ho, Tsung Wu ^b   Wei, Ling Ju ^a  

^a NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^b SHIH HSIN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

ERROR CORRECTION; MODELING; PRICE DYNAMICS; STOCK MARKET;

EID: 33644850630     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840500218729     Document Type: Article

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