Zhao, Yanping; de Haan, Jakob; Scholtens, Bert; Yang, … - In: Journal of International Money and Finance 32 (2013) C, pp. 156-168
We use rolling cointegration tests to investigate the relationship between the Renminbi daily future spot return and … forward rate hypothesis only holds in Spring 2009, when the Chinese authorities returned to pegging the Renminbi to the US …