Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Lei. Xu, Shigeyuki Hamori, Takuji Kinkyo
| Year of publication: |
2021
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|---|---|
| Authors: | Xu, Lei ; Hamori, Shigeyuki ; Kinkyō, Takuji |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-10
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| Subject: | Continuous wavelet analysis | Offshore Chinese renminbi | Onshore Chinese renminbi | Partial wavelet coherence | Phase difference | Renminbi | China | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Auslandsverlagerung | Offshoring | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101360 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012821307