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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...
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displays considerable persistence. Our analysis provides evidence that the knock-on effects from China's U.S. dollar future …
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Persistent producer price deflation in China and other Asian economies has become a genuine concern for policymakers …. In August 2016, China's producer prices were down 12.4 percent from their peak in 2011, following a 54-month stretch of …, low commodity prices, spillover effects from China, and exchange rate pass-through. With China at the heart of the region …
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