Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Year of publication: |
5.10.2020
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Authors: | Funke, Michael ; Loermann, Julius ; Tsang, Andrew |
Publisher: |
Helsinki : Bank of Finland, BOFIT Institute for Economies in Transition |
Subject: | Renminbi | volatility spillovers | volatility impulse responses | Bayesian estimation | multivariate GARCH models | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | China | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference |
Extent: | 1 Online-Ressource (circa 32 Seiten) Illustrationen |
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Series: | BOFIT discussion papers. - Helsinki : [Verlag nicht ermittelbar], ISSN 1456-5889, ZDB-ID 2234235-7. - Vol. 2020, 22 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 978-952-323-350-8 |
Other identifiers: | hdl:10419/240373 [Handle] |
Classification: | C32 - Time-Series Models ; E58 - Central Banks and Their Policies ; F31 - Foreign Exchange ; F51 - International Conflicts; Negotiations; Sanctions |
Source: | ECONIS - Online Catalogue of the ZBW |
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