Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets
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Academic Article
individual record
authors
publication outlet
APPLIED ECONOMICS
author list (cited authors)
Lin, J., Wu, X., & Yang, P.
publication date
2022
publisher
Taylor & Francis
Publisher
keywords
- Central Parity Reform
- Gas Model
- Rmb Non-deliverable Forward (ndf) Market
- Rmb Onshore Spot Market
- Copula
citation count
1