Asymmetric arbitrage trading on offshore and onshore renminbi markets
Year of publication: |
2017
|
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Authors: | Eraslan, Sercan |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | threshold cointegration | vector error correction model | arbitrage trading | renminbi exchange rates | onshore and offshore markets |
Series: | Bundesbank Discussion Paper ; 13/2017 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-363-3 |
Other identifiers: | 888103581 [GVK] hdl:10419/158020 [Handle] RePEc:zbw:bubdps:132017 [RePEc] |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: |
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Asymmetric arbitrage trading on offshore and onshore renminbi markets
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