Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions
Genhua Hu, Xiangjin Wang, Hong Qiu
| Year of publication: |
2023
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|---|---|
| Authors: | Hu, Genhua ; Wang, Xiangjin ; Qiu, Hong |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 85.2023, p. 408-417
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| Subject: | Dependence structure | Onshore and offshore RMB exchange rate | Volatility spillover effect | Volatilität | Volatility | Renminbi | China | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | Auslandsverlagerung | Offshoring | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014428037