Reinvestigation of the interaction between the RMB onshore and offshore markets : an empirical analsis based on hourly data
Year of publication: |
December 2017
|
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Authors: | Wang, Zijiao ; Wang, Qunyong |
Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 8.2017, 12, p. 1499-1516
|
Subject: | RMB Onshore and Offshore Markets | Interaction | Hourly Data | Granger Causality | Multivariate GARCH | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Renminbi | China | Auslandsverlagerung | Offshoring | Schätzung | Estimation |
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