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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2023
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| 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 |