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Updated: Jun 28, 2025

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Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures

Roberta Colavecchio1, Michael Funke1

  • 1Department of Economics, Hamburg University, Von-Melle-Park 5, 20146 Hamburg, Germany.

China Economic Review
|April 15, 2024
PubMed

Keywords:
AsiaC22ChinaF31F36Forward exchange ratesMultivariate GARCH modelsNon-deliverable forward marketRenminbi

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