Cointegration and Causality among the Onshore and Offshore Markets for China's Currency
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- Owyong, David & Wong, Wing-Keung & Horowitz, Ira, 2015. "Cointegration and causality among the onshore and offshore markets for China's currency," Journal of Asian Economics, Elsevier, vol. 41(C), pages 20-38.
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More about this item
Keywords
; ; ; ; ;JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CNA-2016-05-28 (China)
- NEP-MON-2016-05-28 (Monetary Economics)
- NEP-TRA-2016-05-28 (Transition Economics)
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