Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures
Year of publication: |
2008-03
|
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Authors: | Colavecchio, Roberta ; Funke, Michael |
Institutions: | Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre |
Subject: | China | renminbi | Asia | forward exchange rates | non-deliverable forward market | multivariate GARCH models |
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