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Persistent link: https://www.econbiz.de/10014478642
AbstractsWe examine how bilateral currency swap arrangements (BSAs) conducted by the People’s Bank of China affects bilateral exchange rate volatility from 2009 to 2019. Applying an intervention analysis based on model-selection approach, we find 21 (16) significant (negative) effects out of...
Persistent link: https://www.econbiz.de/10014078921