How do the Renminbi and other East Asian currencies co-move?
Year of publication: |
2019
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Authors: | Keddad, Benjamin |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 91.2019, p. 49-70
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Subject: | Exchange rates | East Asia | Renminbi impact | Markov switching models | Asymmetric co-movements | Time-varying transition probabilities | Ostasien | Renminbi | China | Wechselkurs | Exchange rate | Markov-Kette | Markov chain | Kaufkraftparität | Purchasing power parity |
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