Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
Kin-Yip Ho, Yanlin Shi, Zhaoyong Zhang
| Year of publication: |
2018
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|---|---|
| Authors: | Ho, Kin-Yip ; Shi, Yanlin ; Zhang, Zhaoyong |
| 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. 46.2018, p. 168-186
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| Subject: | Chinese renminbi | Forward markets | Price discovery | Volatility | Volatilität | China | Wechselkurs | Exchange rate | Renminbi | Börsenkurs | Share price | Währungsderivat | Currency derivative | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012036615