Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market-Reference-Cited by-同舟云学术

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Yen/Dollar volatility and Chinese fear of floating: Pressures from the NDF market

Published:2013-04 Issue: Volume:22 Page:37-49
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Gu Li,McNelis Paul D.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference37 articles.

1. Modeling and forecasting realized volatility;Andersen;Econometrica,2003

2. The BDS test: a practitioner's guide;Belaire-Franch,2001

3. Bush needs to make a decisive change of course;Bergsten;Financial Times,2004

4. A test for independence based on the correlation dimension;Brock,1987

5. Fear of floating;Calvo;The Quarterly Journal of Economics,2002

Cited by 20 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. The impact of margin requirements on voluntary clearing decisions;Journal of Financial Markets;2024-03

2. Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning;Accounting & Finance;2023-07-28

3. The determinants of cross-border bond risk premia;Journal of International Financial Markets, Institutions and Money;2022-11

4. Does offshore NDF market influence onshore forex market? Evidence from India;Journal of Futures Markets;2022-04-05

5. The Impact of Margin Requirements on Voluntary Clearing Decisions;SSRN Electronic Journal;2022

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