Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
author
statement of authorship
Michael Funke, Julius Loermann, Andrew Tsang
publisher
journal volume number month
Vol. 30, 2
year of publication
pages
p. 605-628 : ill
ISSN
0965-7576
1467-9396
notes
Bibliogr. p. 626-628
scientific publication
teaduspublikatsioon
language
inglise
subject term
keyword
onshore and offshore exchange rate
Renminbi
volatility impulse response functions
volatility spillover
classifier
kvartiil
category (general)
TTÜ department
Funke, M., Loermann, J., Tsang, A. Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets // Review of International Economics (2022) Vol. 30, 2, p. 605-628 : ill.