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Behavioural finance
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CNY-CNH spreads
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Capital market returns
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GARCH-MIDAS model
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Investor attention and the predictability of the volatility of CNY-CNH spreads : evidence from a GARCH-MIDAS model
Li, Xiaoping
;
Zhang, Zhipeng
;
Pan, Junyu
;
Duan, Jihong
- In:
Accounting and finance
63
(
2023
)
5
,
pp. 4939-4959
Persistent link: https://www.econbiz.de/10014477212
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