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Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event

The proposal of "The Belt and Road" (The B&R) Initiative has promoted regional economic cooperation and financial integration. It is crucial to measure the volatility spillover effects among "The B&R" currency market. Results from the time-varying spillover model show tha...

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Detalles Bibliográficos
Autores principales: Wei, Zhixi, Luo, Yu, Huang, Zili, Guo, Kun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7525334/
https://www.ncbi.nlm.nih.gov/pubmed/33013238
http://dx.doi.org/10.1016/j.frl.2020.101782