Examining the interdependence between the exchange rates of China and ASEAN countries: A canonical vine copula approach

Examining the interdependence between the exchange rates of China and ASEAN countries: A canonical vine copula approach

© 2019 by the authors. Based on the canonical vine (C-vine) copula approach, this paper examines the interdependence between the exchange rates of the Chinese Yuan (CNY) and the currencies of major Association of Southeast Asian Nations (ASEAN) countries. The differences in the dependence structure...

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Bibliographic Details
Main Authors: Jianxu Liu, Mengjiao Wang, Songsak Sriboonchitta
Format: Journal
Published: 2020
Subjects:
Energy
Environmental Science
Social Sciences
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073613821&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/67795
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Institution: Chiang Mai University

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https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073613821&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/67795

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