Relationship between onshore and offshore renminbi exchange markets: Evidence from multiscale cross-correlation and nonlinear causal effect analyses
Author:
Funder
Educational Commission of Henan Province of China
Henan Social Science Planning Project, China
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference40 articles.
1. A hybrid approach for studying the lead-lag relationships between China’s onshore and offshore exchange rates considering the impact of extreme events;Jie;J. Syst. Sci. Complex.,2018
2. Time-dependent lead–lag relationship between the onshore and offshore Renminbi exchange rates;Xu;J. Int. Financ. Mark. Inst. Money,2017
3. Interest rate linkages between offshore and onshore renminbi markets: Renminbi interest rate linkages;Feng;Aust. Econ. Pap.,2016
4. Cointegration and causality among the onshore and offshore markets for China’s currency;David;J. Asian Econ.,2015
5. Detrended partial-cross-correlation analysis: A new method for analyzing correlations in complex system;Yuan;Sci. Rep.,2015
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1. Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approach;PLOS ONE;2023-06-23
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