Asymmetric spillover effect and dynamic correlation between crude oil, RMB exchange rate and Chinese gold price: based on VAR-asymmetric BEKK (DCC)-GARCH (1, 1) model (Q4996433)
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scientific article; zbMATH DE number 7366593
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| English | Asymmetric spillover effect and dynamic correlation between crude oil, RMB exchange rate and Chinese gold price: based on VAR-asymmetric BEKK (DCC)-GARCH (1, 1) model |
scientific article; zbMATH DE number 7366593 |
Statements
1 July 2021
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spillover effect
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international oil price
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Chinese gold price
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RMB exchange rate
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0.7657245397567749
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0.7573917508125305
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0.7560170292854309
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0.7546897530555725
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