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Investigating Determinants of the CNY-CNH Exchange Rate Spread Using Extended GARCH Model.

Yonghong ZhongYadi Shang
Published in: ISCID (2020)
Keyphrases
  • exchange rate
  • garch model
  • stock price
  • stock market
  • foreign exchange
  • financial time series
  • currency exchange
  • long run
  • financial markets
  • monetary policy
  • feature selection
  • non stationary
  • multivariate time series