Wang, Dong-Hua; Yu, Xiao-Wen; Suo, Yuan-Yuan - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 12, pp. 3503-3512
We choice the yuan exchange rate index based on a basket of currencies as the effective exchange rate of the yuan and … investigate the statistical properties of the yuan exchange rate index after China’s exchange rate system reform on the 21st July …, we compare the statistical properties of the yuan exchange rate index during these two periods. We find that the …