Dependence structure between Renminbi movements and volatility of foreign exchange rate returns
This article investigates the linkages of the movements in Renminbi (RMB) to volatility of exchange rate returns of other currencies before and after the yuan devaluation on 11 August 2015. A comparison between the onshore Chinese yuan (CNY) and the offshore Chinese yuan (CNH) is made. Standard regr...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Published: |
SAGE Publications
2021
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/34961/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Universiti Malaya |