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
https://www.scopus.com/sourceid/24227
https://www.scopus.com/record/display.uri?eid=2-s2.0-85114719775&origin=inward&txGid=86e9e77c3bd465526a6a5dca9c9fb7e3
WOS
https://jcr.clarivate.com/jcr-jp/journal-profile?journal=REV%20INT%20ECON&year=2022
https://www.webofscience.com/wos/woscc/full-record/WOS:000695084400001
category (general)
Social sciences
Sotsiaalteadused
category (sub)
Social sciences. Development
Sotsiaalteadused. Areng
Social sciences. Geography, planning and development
Sotsiaalteadused. Geograafia, planeerimine ja arendus
quartile
Q2
TalTech department
majandusanalüüsi ja rahanduse instituut
language
inglise