Research on the spillover effect of RMB exchange rate fluctuation on the exchange rate of major countries along the "Belt and Road"
Year of publication: |
2023
|
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Authors: | Maojia, Guo ; Li, Fei |
Published in: |
Studies on China's Special Economic Zones 5. - Singapore : Springer Nature Singapore, ISBN 978-981-9903-41-2. - 2023, p. 127-142
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Subject: | Belt and road | Exchange rate volatility | Spillover effect | VAR-MVGARCH-BEKK model | Wechselkurs | Exchange rate | Spillover-Effekt | China | Volatilität | Volatility | Internationale Wirtschaftsbeziehungen | International economic relations |
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