Investigation on transition of RMB forward exchange rate pricing mechanism based on error correction model with structural mutation
Hua Wang and Junjun Zhu
| Year of publication: |
2022
|
|---|---|
| Authors: | Wang, Hua ; Zhu, Junjun |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 3, Art.-No. 2250006, p. 2250006-1-2250006-17
|
| Subject: | error correction model | NDF | offshore RMB deliverable forward | Offshore RMB market | structural mutation | Renminbi | Theorie | Theory | China | Währungsderivat | Currency derivative | Kointegration | Cointegration | Wechselkurs | Exchange rate |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786322500062 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367623