Estimating the effect of international crude oil prices on RMB exchange rate with two-way fluctuation spillover

International crude oil prices has become one of the important factors that affect exchange rate fluctuation. By combining TVP-VAR model and DY time-varying spillover index, this paper measures the two-way fluctuation spillover effect between international crude oil prices and RMB exchange rate from...

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Detalles Bibliográficos
Autores principales: Li, Yuan, Chen, Jin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10564126/
https://www.ncbi.nlm.nih.gov/pubmed/37816039
http://dx.doi.org/10.1371/journal.pone.0292615

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10564126/
https://www.ncbi.nlm.nih.gov/pubmed/37816039
http://dx.doi.org/10.1371/journal.pone.0292615

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