Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
author
Funke, Michael
Loermann, Julius
Tsang, Andrew
statement of authorship
Michael Funke, Julius Loermann, Andrew Tsang
source
Review of International Economics
publisher
Wiley
journal volume number month
Vol. 30, 2
year of publication
2022
pages
p. 605-628 : ill
url
https://doi.org/10.1111/roie.12577
subject term
volatiilsus
valuutakursid
rahapoliitika
keyword
onshore and offshore exchange rate
Renminbi
volatility impulse response functions
volatility spillover
ISSN
0965-7576
1467-9396
notes
Bibliogr. p. 626-628
scientific publication
teaduspublikatsioon
classifier
1.1
Scopus
Journal metrics at Scopus
Article at Scopus
WOS
Journal metrics at WOS
Article at WOS
category (general)
Social sciences
en
Sotsiaalteadused
et
category (sub)
Social sciences. Development
en
Sotsiaalteadused. Areng
et
Social sciences. Geography, planning and development
en
Sotsiaalteadused. Geograafia, planeerimine ja arendus
et
kvartiil
Q2
TTÜ department
majandusanalüüsi ja rahanduse instituut
language
inglise