Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates


METADATA ONLY
Loading...

Date

2017-07

Publication Type

Journal Article

ETH Bibliography

yes

Citations

Altmetric
METADATA ONLY

Data

Rights / License

Publication status

published

Editor

Book title

Volume

49

Pages / Article No.

173 - 183

Publisher

Elsevier

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Renminbi exchange rates; Onshore and offshore markets; Lead-lag structure; Thermal optimal path

Organisational unit

03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus) check_circle

Notes

Funding

Related publications and datasets