The focus of this thesis is on the emerging markets. It assesses intra- and inter-market mean and volatility spillover, investigates the impact of the Mexican currency crisis on international portfolio diversification, and employ international asset pricing to test the integration of the emerging markets.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:527754 |
| Date | January 1999 |
| Creators | Hunter, Delroy M. |
| Publisher | University of Warwick |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | http://wrap.warwick.ac.uk/4003/ |
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