Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets

Author:

Wan Xiaoli,Yan Yuruo,Zeng Zhixiong

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

1. Real exchange rate and international reserves in the era of growing financial and trade integration;Aizenman;Review of Economics and Statistics,2008

2. Time-varying world market integration;Bekaert;Journal of Finance,1995

3. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

4. Measuring market integration: Foreign exchange arbitrage and the Gold Standard, 1879–1913;Canjels;Review of Economics and Statistics,2004

5. Industry risk and market integration;Carrieri;Management Science,2004

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