Regime-switching analysis of ADR home market pass-through
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- He, Hui & Yang, Jiawen, 2012. "Day and night returns of Chinese ADRs," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2795-2803.
- Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
- Lee, Chien-Chiang & Chang, Chi-Hung & Chen, Mei-Ping, 2015. "Industry co-movements of American depository receipts: Evidences from the copula approaches," Economic Modelling, Elsevier, vol. 46(C), pages 301-314.
- Congsheng Wu & Ke Chen, 2015. "Return transmissions between ADRs and A-shares of dual-listed Chinese firms," Managerial Finance, Emerald Group Publishing, vol. 41(5), pages 465-479, May.
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KeywordsADRs Regime switching Conditional CAPM International finance;
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