Extreme risk spillovers in RMB exchange rates : the role of categorical economic policy uncertainties
Year of publication: |
2024
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Authors: | Wang, Xinya |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 94.2024, Art.-No. 103365, p. 1-15
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Subject: | Economic policy uncertainty | Extreme risks | RMB exchange rate | Spillovers | Time-frequency domains | Spillover-Effekt | Spillover effect | Risiko | Risk | Wirtschaftspolitik | Economic policy | Wechselkurs | Exchange rate | China | Renminbi | Volatilität | Volatility |
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