Can skewness predict CNY-CNH spread?
Yiye Liu, Liyan Han, You Wu
Year of publication: |
2022
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Authors: | Liu, Yiye ; Han, Liyan ; Wu, You |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-9
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Subject: | CNY-CNH spread | Exchange rate | Predictability | Skewness | Wechselkurs | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Theorie | Theory |
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