Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect-Reference-Cited by-同舟云学术

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Research on dynamic structure of the exchange rate volatility network among the Belt and Road countries based on spillover effect

Published:2021-01-25 Issue: Volume: Page:1-9
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Geng Xueqing¹²³,Guo Kun¹²³

Affiliation:

1. School of Economics and Management, University of Chinese Academy of Science, Beijing, China

2. Research Center on Fictitious Economy & Data Science, Chinese Academy of Science, Beijing, China

3. Key Laboratory of Big Data Mining and Knowledge Management, Chinese Academy of Science, Beijing, China

Funder

Fundamental Research Funds for the Central Universities

the National Natural Science Foundation of China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2020.1870649

Reference21 articles.

1. On the Causes and Effects of Exchange Rate Volatility on Economic Growth: Evidence from Ghana

2. Common Stochastic Trends in a System of Exchange Rates

3. The effects of exchange rate volatility on exports: evidence from Armenia

4. Forecasting exchange rate volatility: The superior performance of conditional combinations of time series and option implied forecasts

5. The dynamic predictive power of company comparative networks for stock sector performance

Cited by 3 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. DYNAMIC VOLATILITY SPILLOVERS BETWEEN CURRENCIES OF ASEAN MEMBER COUNTRIES AND CHINA: EVIDENCE FROM TVP-VAR APPROACH;The Singapore Economic Review;2024-08-24

2. An Analysis of the “Belt and Road” Concept Index’s Risk Alert Integrating Mixed-Frequency Macroeconomic Variables;Journal of Financial Risk Management;2023

3. A Study on Volatility Spillovers among International Stock Markets during the Russia-Ukraine Conflict;Discrete Dynamics in Nature and Society;2022-10-26

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