Interdependence and asymmetries: Latin American ADRs and developed markets
The ADRs market presented great growing importance in the last decades, specially for companies based on developing countries, such as those of Latin America. In this context, this research sought to detect and measure the interdependence phenomenon, comprising the returns and volatility spillovers...
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Main Authors: | Ana Carolina Costa Correa, Tabajara Pimenta, Luiz Eduardo Gaio |
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Format: | Article |
Language: | English |
Published: |
FUCAPE Business School
2018-01-01
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Series: | BBR: Brazilian Business Review |
Subjects: | |
Online Access: | http://www.redalyc.org/articulo.oa?id=123056181006 |
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