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

Author： Chung Huimin Ho Tsung-Wu Wei Ling-Ju

Publisher： Routledge Ltd

ISSN： 1466-4283

Source： Applied Economics, Vol.37, Iss.20, 2005-11, pp. : 2387-2394

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM

By Li Ming-Yuan Leon

Applied Economics Letters, Vol. 16, Iss. 18, 2009-12 ,pp. : 1867-1873

Routledge Ltd

Access to resources Recommend Favorite

A Simple Error Correction Model of House Prices

By Malpezzi S.

Journal of Housing Economics, Vol. 8, Iss. 1, 1999-03 ,pp. : 27-62

Academic Press

Access to resources Recommend Favorite

Smooth transition vector error correction models for the spot prices of coffee

By Milas Costas Otero Jesús

Applied Economics Letters, Vol. 9, Iss. 14, 2002-11 ,pp. : 925-928

Routledge Ltd

Access to resources Recommend Favorite

The equilibrium relationship among money, income, prices, and interest rates: evidence from a threshold cointegration test

By Maki Daiki Kitasaka Shin-ichi

Applied Economics, Vol. 38, Iss. 13, 2006-07 ,pp. : 1585-1592

Routledge Ltd

Access to resources Recommend Favorite

Dynamic labour demand using error correction model

By Nakanishi Yasuo

Applied Economics, Vol. 33, Iss. 6, 2001-05 ,pp. : 783-790

Routledge Ltd

Access to resources Recommend Favorite