Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate-Reference-Cited by-同舟云学术

Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate

Published:2021-07-14 Issue:11 Volume:41 Page:1843-1860
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Zhao Yanping¹,Umar Zaghum²^ORCID,Vo Xuan Vinh³

Affiliation:

1. Ocean University of China Qingdao Shandong China

2. Institute of Business Research University of Economics Ho Chi Minh City Ho Chi Minh City Vietnam

3. Institute of Business Research and CFVG University of Economics Ho Chi Minh City Ho Chi Minh City Vietnam

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22243

Reference47 articles.

1. Aharon D. Y. Kizys R. Umar Z. &Zaremba A.(2021).Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop Stock and the high short interest indices. Available at SSRN:https://ssrn.com/abstract=3788155orhttps://doi.org/10.2139/ssrn.3788155

2. COVID–19 media coverage and ESG leader indices

3. Bloomberg September 9 2010to July 17 2020 CNY (onshore rate) Daily Exchange Rate https://www.bloomberg.com/professional/solution/content-and-data/

4. Bloomberg September 9 2010to July 17 2020 CNH (offshore rate) Daily Exchange Rate https://www.bloomberg.com/professional/solution/content-and-data/

5. Bloomberg September 9 2010to July 17 2020 NDF (non‐deliverable forward) Daily Exchange Rate https://www.bloomberg.com/professional/solution/content-and-data/

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