Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
Juan Lin, Ximing Wu and Panye Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Lin, Juan ; Wu, Ximing ; Yang, Panye |
| Subject: | central parity reform | copula | GAS model | RMB non-deliverable forward (NDF) market | RMB onshore spot market | Renminbi | China | Währungsderivat | Currency derivative | Spillover-Effekt | Spillover effect | Spotmarkt | Spot market | Multivariate Verteilung | Multivariate distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2084018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013494324