Investigating asymmetric determinants of the CNY-CNH exchange rate spreads: the role of economic policy uncertainty

DOI10.1016/J.ECONLET.2019.108827MaRDI QIDQ2292800zbMATH OpenOpenAlexWikidataFDO

Authors Deng-Kui Si, Xiaolin Li, Xin Li

Publication date 5 February 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2019.108827

zbMATH Keywords

economic policy uncertaintyexchange rate spreadsnonlinear ARDL modelonshore-offshore FX markets

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Does economic policy uncertainty predict exchange rate returns and volatility? Evidence from a nonparametric causality-in-quantiles test

Cited in

(2)

• What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
• Macroeconomic reevaluation of CNY/USD exchange rate: quantitative impact of EUR/USD exchange rate

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