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~institution:"CESifo"
~person:"Ali, Faek Menla"
~person:"Funke, Michael"
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TV-AR model
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de facto exchange rate regime
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oil price uncertainty
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki
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Oil Price Uncertainty and Sectoral Stock Returns in
China
: A Time-Varying Approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
CESifo
-
2014
This paper investigates the time-varying impact of oil price uncertainty on stock prices in
China
using weekly data on …
Persistent link: https://www.econbiz.de/10010877768
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2
The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi – US Dollar Exchange Rate is Going?
Funke, Michael
;
Gronwald, Marc
-
CESifo
-
2008
On 21 July 2005
China
adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual …
Persistent link: https://www.econbiz.de/10005765921
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