Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets
Year of publication: |
April 2017
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Authors: | Kilic, Erdem |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 62.2017, p. 51-67
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Subject: | Financial contagion | Jump clustering | Hawkes process | USA | United States | China | Devisenmarkt | Foreign exchange market | US-Dollar | US dollar | Wechselkurs | Exchange rate | Ansteckungseffekt | Contagion effect | Welt | World | Renminbi | Spillover-Effekt | Spillover effect | Währungsderivat | Currency derivative | Währungskrise | Currency crisis | Volatilität | Volatility | Finanzkrise | Financial crisis |
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