Currency depreciation effects on ADR returns: evidence from Latin America
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-010-9144-9.pdf
Reference28 articles.
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3. Arnold T, Nail L, Nixon TD (2004) Do ADRs enhance portfolio performance for a domestic portfolio? Evidence from the 1990s. Res Int Bus Finance 18:341–359
4. Bae SC, Kwon Taek Ho, Li M (2008) Foreign exchange exposure and risk premium in international investments: evidence from american depositary receipts. J Multinatl Financ Manag 18(2):165–179
5. Bailey W, Chan K, Peter Chung Y (2000) Depositary receipts, country funds, and the peso crash: the intraday evidence. J Finance 55(6):2693–2716
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