The impact of Chinese financial markets on commodity currency exchange rates
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DOI: 10.1016/j.gfj.2018.05.003
Abstract: Abstract This paper investigates the effects of Chinese financial markets on commodity currency exchange rates (CCERs), employing an auto-regressive distributed lag model (ARDL) and an SVAR model. The results show that the Chinese stock market… read more here.
Keywords: commodity currency; market; financial markets; chinese financial ... See more keywords