Currency exposure in China under the new exchange rate regime : national level evidence
Jing Nie; Zhichao Zhang; Zhuang Zhang; Si Zhou
| Year of publication: |
2015
|
|---|---|
| Authors: | Nie, Jing ; Zhang, Zhichao ; Zhang, Zhuang ; Zhou, Si |
| Published in: |
China & world economy. - Oxford : Wiley-Blackwell, ISSN 1671-2234, ZDB-ID 2165827-4. - Vol. 23.2015, 3, p. 97-109
|
| Subject: | capital asset pricing models | exchange rate regime | currency exposure | generalized autoregressive conditional heteroskedastic modeling | China | Wechselkurssystem | Exchange rate regime | CAPM | Währungsrisiko | Exchange rate risk | Welt | World | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011345991