Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates
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Date
2017-07Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Journal of International Financial Markets, Institutions and MoneyVolume
Pages / Article No.
Publisher
ElsevierSubject
Renminbi exchange rates; Onshore and offshore markets; Lead-lag structure; Thermal optimal pathOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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