Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Michael Funke, Julius Loermann, Andrew Tsang
| Year of publication: |
2022
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|---|---|
| Authors: | Funke, Michael ; Loermann, Julius ; Tsang, Andrew |
| Published in: |
Review of international economics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-9396, ZDB-ID 1473793-0. - Vol. 30.2022, 2, p. 606-628
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| Subject: | onshore and offshore exchange rate | Renminbi | volatility impulse response functions | volatility spillovers | Volatilität | Volatility | Wechselkurs | Exchange rate | Spillover-Effekt | Spillover effect | China | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/roie.12577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013185780