Publication:4996433

zbMath1474.91222MaRDI QIDQ4996433

YuFeng Chen, Zhitao Zhu, Fang Qu

Publication date: 1 July 2021

zbMATH Keywords

spillover effect; RMB exchange rate; Chinese gold price; international oil price

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B24: Microeconomic theory (price theory and economic markets)

91G30: Interest rates, asset pricing, etc. (stochastic models)