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Year of publication
Subject
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China 2 GARCH 2 neural networks 2 spread behaviour 2 ARCH model 1 ARCH-Modell 1 Derivat 1 Derivative 1 Exchange rate 1 Forecast 1 Forecasting model 1 Insurance 1 Insurer spread behaviour 1 Lebensversicherung 1 Life insurance 1 Neural networks 1 Neuronale Netze 1 Prognose 1 Prognoseverfahren 1 RMB markets 1 Renminbi 1 Swap 1 Theorie 1 Theory 1 Versicherung 1 Wechselkurs 1 credit swap transaction 1 derivatives forecasting 1 foreign exchange markets 1 modelling 1 offshore RMB 1 onshore RMB 1 policyholder protection 1 profit-sharing policy 1 renminbi FX markets 1 renminbi markets 1 short-term forecasting 1 simulation 1 spot price and derivatives forecasting 1 spot prices 1
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Online availability
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Kunze, Frederik 2 Windels, Torsten 2 Chen, Shi 1 Huang, Fu-Wei 1 Lii, Pei-Chi 1 Lin, Jyh-horng 1 Mettenheim, Hans-Jörg Von 1 Mettenheim, Hans-Jörg von 1 Spreckelsen, Christian Von 1 Spreckelsen, Christian von 1
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Published in...
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Applied economics 1 International Journal of Economic Policy in Emerging Economies 1 International journal of economic policy in emerging economies 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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The linkage between life insurer spread behaviour and credit swap transaction : policyholder protection analysis
Lin, Jyh-horng; Lii, Pei-Chi; Huang, Fu-Wei; Chen, Shi - In: Applied economics 52 (2020) 33, pp. 3600-3613
Persistent link: https://www.econbiz.de/10012258960
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Forecasting renminbi quotes in the revised Chinese FX market - can we get implications for the onshore/offshore spread-behaviour?
Spreckelsen, Christian Von; Kunze, Frederik; Windels, … - In: International Journal of Economic Policy in Emerging … 7 (2014) 1, pp. 66-76
Since 2011 China attempts to internationalise its currency by allowing more cross-border trade to be settled in renminbi (RMB). Via the so-called RMB Trade Settlement Scheme trade partners are able to pay and to be paid in RMB offshore. Due to the mostly closed mainland (onshore) market, both...
Persistent link: https://www.econbiz.de/10011130040
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Cover Image
Forecasting renminbi quotes in the revised Chinese FX market : can we get implications for the onshore/offshore spread-behaviour?
Spreckelsen, Christian von; Kunze, Frederik; Windels, … - In: International journal of economic policy in emerging … 7 (2014) 1, pp. 66-76
Persistent link: https://www.econbiz.de/10010413320
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