Return and volatility spillovers between the Renminbi and Asian Currencies
This paper examines the extent of interdependence between the Chinese Renminbi and Asian currenciesafter the global financial crisis. We combine the distinct influence of offshore Renminbi with the impact ofthe onshore rate on eight Asian currencies (including the Australian dollar). Diebold-Yilmaz...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2018
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2241 https://ink.library.smu.edu.sg/context/soe_research/article/3240/viewcontent/Chow__2018__Return_and_Volatility_Spillovers_between_RMB_and_Asian_Currencies.pdf |
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| Institution: | Singapore Management University |
| Language: | English |