Exchange rate regimes and market integration : evidence from the dynamic relations between renminbi onshore and offshore markets
Xiaoli Wan, Yuruo Yan, Zhixiong Zeng
| Year of publication: |
2020
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| Authors: | Wan, Xiaoli ; Yan, Yuruo ; Zeng, Zhixiong |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-17
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| Subject: | Dynamic conditional correlations | Spillover | RMB internationalization | Renminbi | China | Marktintegration | Market integration | Spillover-Effekt | Spillover effect | Wechselkurssystem | Exchange rate regime | Korrelation | Correlation | Volatilität | Volatility | 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.najef.2020.101173 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654932