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Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101782
Abstract: The proposal of "The Belt and Road" (The B&R) Initiative has promoted regional economic cooperation and financial integration. It is crucial to measure the volatility spillover effects among "The B&R" currency market. Results from the…
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Keywords:
spillover effects;
effects rmb;
rmb exchange;
exchange rate ... See more keywords