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Does news matter in China's foreign exchange market? : Chinese RMB volatility and public information arrivals
Ho, Kin-Yip; Shi, Yanlin; Zhang, Zhaoyong - In: International review of economics & finance : IREF 52 (2017), pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
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Commodity Market Volatility in the Presence of U.S. and Chinese Macroeconomic News
Smales, Lee A. - 2020
Utilising a comprehensive sample of U.S. and Chinese macroeconomic news announcements, we determine that volatility in … prices (PPI). Much of this effect appears to be driven by volatility in the Energy markets. During the 2007-09 crisis …
Persistent link: https://www.econbiz.de/10012854925
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The impact of macroeconomic news on Chinese futures
Liu, Ruobing; Yang, Jianhui; Ruan, Chuan-Yang - In: International Journal of Financial Studies : open … 7 (2019) 4/63, pp. 1-14
level on the variance of futures’ return volatility. Based on the empirical results, we find the level of macroeconomic … variables has a significant impact on the volatility of Chinese futures´ return. The influence of the macroeconomic level factor … on the futures´ return volatility is statistically significant. …
Persistent link: https://www.econbiz.de/10012150454
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The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong; Ahmed, Shamim; Jiang, Ying; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 12, pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
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Volatility spillovers between foreign exchange markets of India and China
Kumar, Surender; Dublish, Puneet; Haque, Moon Moon - In: Asia-Pacific journal of management research and … 12 (2016) 2, pp. 134-144
Persistent link: https://www.econbiz.de/10011720265
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Prediction and volatility of black market currencies : evidence from renminbi and rial exchange rates
Soofi, Abdollah S.; Cao, Liangyue - In: International journal of theoretical and applied finance 5 (2002) 6, pp. 659-666
Persistent link: https://www.econbiz.de/10001743197
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Currency momentum strategies based on the Chinese Yuan : timing of foreign exchange volatility
Hsu, Ching-Chi; Chen, Miao-Ling - In: Journal of international financial markets, … 72 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012800675
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Dependence and risk spillover effect of China's exchange market
Liu, Chao; Zhang, Ruixue - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 1, pp. 214-243
Persistent link: https://www.econbiz.de/10012802066
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Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Asadi, Mehrad; Roubaud, David; Tiwari, Aviral Kumar - In: Energy economics 109 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013283917
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Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China
Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53
Persistent link: https://www.econbiz.de/10012241621