Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets
Year of publication: |
2009-02
|
---|---|
Authors: | Colavecchio, Roberta ; Funke, Michael |
Institutions: | Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong |
Subject: | China | Renminbi | Asia | Forward Exchange Rates | Non-Deliverable Forward Market | SWARCH Models |
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