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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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2020
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| Subjects: | |
| 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 |