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

• المؤلفون الرئيسيون: Jianxu Liu, Mengjiao Wang, Songsak Sriboonchitta
• التنسيق: دورية
• منشور في: 2020
• الموضوعات: Energy; Environmental Science; Social Sciences
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85073613821&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/67795

© 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...