The Dynamic Relationship between Onshore and Offshore Market Exchange Rate in the Process of RMB Internationalization - An Empirical Analysis Based on VAR-DCC-MGARCH-BEKK Model | |
Yin, Feng[1]; Tang, Yang[2] | |
2016 | |
会议名称 | 3rd International Conference on Education, Management and Computing Technology (ICEMCT) |
会议日期 | 2016-01-01 |
关键词 | Onshore market and offshore market Mean spillover Dynamic correlation coefficient Volatility spillover |
页码 | 196-201 |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2235005 |
专题 | 上海大学 |
作者单位 | 1.[1]Shanghai Univ, Sch Econ, Shanghai 200000, Peoples R China. 2.[2]Shanghai Univ, Sch Econ, Shanghai 200000, Peoples R China. |
推荐引用方式 GB/T 7714 | Yin, Feng[1],Tang, Yang[2]. The Dynamic Relationship between Onshore and Offshore Market Exchange Rate in the Process of RMB Internationalization - An Empirical Analysis Based on VAR-DCC-MGARCH-BEKK Model[C]. 见:3rd International Conference on Education, Management and Computing Technology (ICEMCT). 2016-01-01. |
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