Assessing the CNH-CNY pricing differential : role of fundamentals, contagion and policy
Michael Funke, Chang Shu, Xiaoqiang Cheng, Sercan Eraslan
| Year of publication: |
December 2015
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|---|---|
| Authors: | Funke, Michael ; Shu, Chang ; Cheng, Xiaoqiang ; Eraslan, Sercan |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 59.2015, p. 245-262
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| Subject: | Renminbi exchange rates | China | Onshore and offshore markets | GARCH models | Wechselkurs | Exchange rate | Renminbi | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2015.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011478339