Connectedness of Asia Pacific forex markets: China's growing influence
This paper investigates the degree of connectedness of Asia Pacific forex markets post global financial crisis and relates it to developments in the renminbi markets. The connectedness measure developed by Diebold and Yilmaz (2014) reveal the strength of linkages across the US dollar currency pairs...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2021
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2401 https://ink.library.smu.edu.sg/context/soe_research/article/3400/viewcontent/Connectedness_AP_Forex_Markets_2020_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |