Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic : evidence captured from 30-minute high frequency data
Year of publication: |
2023
|
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Authors: | Lu, Changrong ; Li, Jiaxiang ; Liu, Lian ; Yu, Fandi |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 84.2023, p. 527-552
|
Subject: | COVID-19 pandemic | Non-USD currencies | RMB independence | RMB internationalization | Spillover effect | VAR-BEKK-GARCH | Coronavirus | Spillover-Effekt | Renminbi | China | Epidemie | Epidemic | Reservewährung | Reserve currency | Wechselkurs | Exchange rate | Wirkungsanalyse | Impact assessment | Welt | World |
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