Search Results - subject:"RMB exchange rate"

Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate : the time-frequency and quantile connectivity perspective

Huang, Zhigang; Zhang, Weilan - In: Research in international business and finance 72 (2024) 2, pp. 1-33

Persistent link: https://www.econbiz.de/10015065742

Time-varying effects of U.S. economic policy uncertainty on exchange rate return and volatility in China

Wang, Panpan; Li, Yishi; Wu, Sixu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1807-1820

Persistent link: https://www.econbiz.de/10013190204

Is China's Currency Increasingly Important? : New Evidence from Renminbi Exchange Rates

Zhou, Yinggang; Cheng, Xin - 2024

the view of the systemic importance of the RMB exchange rate, an angle that could be easily overlooked. We argue that … pricing is too important to be relegated to an afterthought. The change of RMB exchange rate could have a systemic impact on …

Persistent link: https://www.econbiz.de/10014544852

Forecasting RMB exchange rate volatility : do time-varying higher moments and time-varying risk aversion help?

Wu, Xinyu; Mei, Xueting; Liu, Li - In: Applied economics letters 31 (2024) 8, pp. 757-767

Persistent link: https://www.econbiz.de/10014557859

Extreme risk spillovers in RMB exchange rates : the role of categorical economic policy uncertainties

Wang, Xinya - In: International review of economics & finance : IREF 94 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014582531

RMB exchange rate volatility and the cross-section of Chinese A-share returns

Qiao, Tongshuai; Ding, Wenjie; Han, Liyan; Li, Donghui - In: Journal of international money and finance 142 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014549828

RMB exchange rate forecasting using machine learning methods : can multimodel select powerful predictors?

Yu, Xing; Li, Yanyan; Wang, Xinxin - In: Journal of forecasting 43 (2024) 3, pp. 644-660

Persistent link: https://www.econbiz.de/10014532375

Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate : insights from time-varying analysis

Lu, Man; Wang, Wei; Chen, Fengwen; Li, Hongmei - In: International review of financial analysis 94 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014543951

Measuring the international influence of the RMB and its regional heterogeneity : theory and evidence from the global FX market network

Wang, Panpan; Liu, Xiaoxing; Wu, Sixu; Ho, Tsungwu; … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 11, pp. 2389-2403

Persistent link: https://www.econbiz.de/10015049733

Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China's stock prices?

Long, Shaobo; Zhang, Mengxue; Li, Keaobo; Wu, Shuyu - In: Financial Innovation 7 (2021) 1, pp. 1-21

With the rapid expansion of the RMB exchange rate's floating range, the effects of the RMB exchange rate and global … (ARDL) and nonlinear ARDL (NARDL) approaches to explore the symmetric and asymmetric effects of the RMB exchange rate and … commodity prices, there is no cointegration relationship between the RMB exchange rate and China's stock prices, and the …

Persistent link: https://www.econbiz.de/10012602929