Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets-Reference-Cited by-同舟云学术

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Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets

Published:2022-06-27 Issue:60 Volume:54 Page:6850-6862
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Lin Juan¹,Wu Ximing²,Yang Panye³

Affiliation:

1. Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics, Xiamen University, China

2. Department of Agricultural Economics, Texas A&M University, College Station, TX, USA

3. Everbright Securities Asset Management Co. LTD, Shanghai, China

Funder

National Natural Science Foundation of China

Ministry of Education

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2022.2084018

Reference26 articles.

1. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models

2. CoVaR

3. Renminbi central parity: An empirical investigation

4. GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

5. High dimensional dynamic stochastic copula models

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Option-implied volatility spillovers between onshore and offshore RMB exchange rates;Applied Economics;2024-04-03

2. China's trilemma: Exchange rate marketization, RMB internationalization, and exchange rate pricing power;Borsa Istanbul Review;2023-09

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