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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 - In: The world economy : the leading journal on … 31 (2008) 12, pp. 1581-1598

Persistent link: https://www.econbiz.de/10003796632

Volatility and time series econometrics : essays in honor of Robert Engle

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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 (contributor); Gronwald, Marc (contributor) - 2008

Persistent link: https://www.econbiz.de/10003674399

The undisclosed renminbi basket : are the markets telling us something about where the renminbi - US dollar exchange rate goes?

Funke, Michael (contributor); Gronwald, Marc (contributor) - 2007

Persistent link: https://www.econbiz.de/10003571244

Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model

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Persistent link: https://www.econbiz.de/10000929607

The Undisclosed Renminbi Basket : Are the Markets Telling Us Something About Where the Renminbi-US Dollar Exchange Rate is Going?

Funke, Michael - 2013

On 21 July 2005 China adopted an undisclosed basket exchange rate regime. We formally assess and envisage the gradual evolution of the renminbi over time. We utilize nonlinear dependencies in the renminbi exchange rate and describe the smooth transition of the renminbi/U.S. dollar (RMB/USD)...

Persistent link: https://www.econbiz.de/10012753619

The Undisclosed Renminbi Basket : Are the Markets Telling Us Something about Where the Renminbius 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 evolution of the renminbi over time. We utilise nonlinear dependencies in the renminbi exchange rate and describe the smooth transition of the renminbi/US dollar (RMB/USD)...

Persistent link: https://www.econbiz.de/10014212372

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

Persistent link: https://www.econbiz.de/10014222900

Discovering the drivers of stock market volatility in a data-rich world

Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014245870

Are the KOSPI 200 implied volatilities useful in value-at-risk models?

Kim, Jun Sik; Ryu, Doojin - In: Emerging markets review 22 (2015), pp. 43-64

Persistent link: https://www.econbiz.de/10011304192