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Taxation, money, and credit in the transition from central planning

McKinnon, Ronald I. - 1995

Persistent link: https://www.econbiz.de/10001328265

Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures

Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008

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/10005823534

Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures

Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2006

Persistent link: https://www.econbiz.de/10005419581

Volatility Transmission between Renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures

Funke, Michael; Colavecchio, Roberta - Institut für Makroökonomie und Wirtschaftspolitik, … - 2008

Persistent link: https://www.econbiz.de/10010559464

Volatility dependence across Asia-Pacific onshore and offshore currency forwards markets

Funke, Michael; Colavecchio, Roberta - Institut für Makroökonomie und Wirtschaftspolitik, … - 2009

displays considerable persistence. Our analysis provides evidence that the knock-on effects from China’s currency forwards …

Persistent link: https://www.econbiz.de/10010559465

Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets

Colavecchio, Roberta; Funke, Michael - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2007

displays considerable persistence. Our analysis provides evidence that the knock-on effects from China´s U.S. dollar future …

Persistent link: https://www.econbiz.de/10005771106

Volatility Dependence across Asia-Pacific Onshore and Offshore Currency Forwards Markets

Colavecchio, Roberta; Funke, Michael - Hong Kong Institute for Monetary Research (HKIMR), … - 2009

displays considerable persistence. Our analysis provides evidence that the knock-on effects from China¡¦s currency forwards …

Persistent link: https://www.econbiz.de/10005357432

Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets

Colavecchio, Roberta; Funke, Michael - Institut für Makroökonomie und Wirtschaftspolitik, … - 2007

displays considerable persistence. Our analysis provides evidence that the knock-on effects from China´s U.S. dollar future …

Persistent link: https://www.econbiz.de/10005247756

Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures

Colavecchio, Roberta; Funke, Michael - 2006

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/10012148519

Volatility dependence across Asia-Pacific on-shore and off-shore U.S.dollar futures markets

Colavecchio, Roberta; Funke, Michael - 2007

displays considerable persistence. Our analysis provides evidence that the knock-on effects from China's U.S. dollar future …

Persistent link: https://www.econbiz.de/10012148539