Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event
Sign Up to like & getrecommendations! 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… read more here.
Keywords: spillover effects; effects rmb; rmb exchange; exchange rate ... See more keywords
RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan
Sign Up to like & getrecommendations! Published in 2018 at "Risks"
DOI: 10.3390/risks6040120
Abstract: This study examines empirically the volatility spillover effects between the RMB foreign exchange markets and the stock markets by employing daily returns of the Chinese RMB exchange rates and the stock markets in China and… read more here.
Keywords: volatility spillover; volatility; stock markets; rmb exchange ... See more keywords