Connectedness of the Asia Pacific forex markets: China's growing influence
This paperinvestigates the degree of connectedness of Asia Pacific forex markets postglobal financial crisis and relates it to developments in the renminbi markets.The connectedness measure developed by Diebold and Yilmaz (2014) reveal thestrength of linkages across the US dollar currency pairs of t...
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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/2508 https://ink.library.smu.edu.sg/context/soe_research/article/3507/viewcontent/Connectedness_INK.pdf |
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| Institution: | Singapore Management University |
| Language: | English |