Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
Academic Article
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Overview
published proceedings
author list (cited authors)
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Lin, J., Wu, X., & Yang, P.
citation count
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Lin, Juan||Wu, Ximing||Yang, Panye
publication date
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Research
keywords
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Central Parity Reform
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Copula
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Gas Model
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Rmb Non-deliverable Forward (ndf) Market
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Rmb Onshore Spot Market
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Digital Object Identifier (DOI)
Additional Document Info
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URL
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http://dx.doi.org/10.1080/00036846.2022.2084018