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The Undisclosed Renminbi Basket : Are the Markets Telling us Something About Where the Renminbi-US Dollar Exchange Rate is Going?
Funke, Michael; Gronwald, Marc - 2009
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/10014222900
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Volatility Transmissions between Renminbi and Asia-Pacific On-Shore and Off-Shore U.S. Dollar Futures
Colavecchio, Roberta; Funke, Michael - 2007
This paper uses multivariate GARCH techniques to study volatility spillovers between the Chinese non-deliverable forward market and seven of its Asia-Pacific counterparts over the period January 1998 to March 2005. To account for the time-variability of conditional correlation, a dynamic...
Persistent link: https://www.econbiz.de/10014225310
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The US-China Phase One Trade Deal : An Economic Analysis of the Managed Trade Agreement
Funke, Michael; Wende, Adrian - 2022
In light of the recent tit-for-tat trade dispute between China and the US, interest in quantifying the effects of the … China and the US, trade diversion effects are also analyzed. The model-based analysis finds noticeable positive (negative …) impacts of the agreement for the US (China) as well as negative spillover effects for countries not directly affected by the …
Persistent link: https://www.econbiz.de/10013307819