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	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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