Home Country Macroeconomic Fundamentals and the ADR Market: The Case of the BRICs

Tian Yuan, Rakesh Gupta and Eduardo Roca

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: American Depositary Receipt (ADR); BRICs; Macroeconomic Information Transmission Mechanism; VECM; Granger Causality Test (search for similar items in EconPapers)
JEL-codes: F36 G15 (search for similar items in EconPapers)
Date: 2015-02
New Economics Papers: this item is included in nep-cis
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Citations: View citations in EconPapers (2)

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