The Undisclosed Renminbi Basket: Are the Markets Telling us something about where the Renminbi â€“ US Dollar Exchange Rate is Going?
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More about this item
KeywordsChina; renminbi; de facto exchange rate regime; TV-AR model; TV-AR-GARCH model;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
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