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Applied Economics Volume 54, 2022 - Issue 60
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Research Article

Dynamic dependence and risk spillovers between RMB onshore spot and offshore NDF markets

Juan Lina Department of Finance, School of Economics & Wang Yanan Institute for Studies in Economics, Xiamen University, ChinaCorrespondence[email protected]
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,
Ximing Wub Department of Agricultural Economics, Texas A&M University, College Station, TX, USAView further author information
&
Panye Yangc Everbright Securities Asset Management Co. LTD, Shanghai, ChinaView further author information
Pages 6850-6862 | Published online: 27 Jun 2022

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Fengwei Yang, Lei Zhang & Meisha Zhang. Option-implied volatility spillovers between onshore and offshore RMB exchange rates. Applied Economics 0:0, pages 1-15.
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Articles from other publishers (1)

Panpan Wang, Tsungwu Ho, Xiaoxing Liu & Sixu Wu. (2023) China's trilemma: Exchange rate marketization, RMB internationalization, and exchange rate pricing power. Borsa Istanbul Review 23:5, pages 1098-1110.
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