Matches in SemOpenAlex for { <https://semopenalex.org/work/W3179610207> ?p ?o ?g. }
- W3179610207 endingPage "1860" @default.
- W3179610207 startingPage "1843" @default.
- W3179610207 abstract "We analyze the return and volatility connectedness between the three Chinese exchange rate markets, namely, the onshore market, the offshore market, and the nondeliverable forward offshore market. Our results show that connectedness exhibits an increasing trend with fluctuations during periods of internal reforms and external shocks. For example, the connectedness increased with China's exchange rate reform on August 11, 2015 but dropped after that. Furthermore, we document that the offshore spot and a forward market dominated the other rates in return spillovers. In contrast, both the offshore and onshore forward rates dominated the other rates in volatility spillovers." @default.
- W3179610207 created "2021-07-19" @default.
- W3179610207 creator A5001100407 @default.
- W3179610207 creator A5021559309 @default.
- W3179610207 creator A5038994209 @default.
- W3179610207 date "2021-07-14" @default.
- W3179610207 modified "2023-10-01" @default.
- W3179610207 title "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate" @default.
- W3179610207 cites W1724143865 @default.
- W3179610207 cites W1882490089 @default.
- W3179610207 cites W1931113913 @default.
- W3179610207 cites W1969610664 @default.
- W3179610207 cites W2024855229 @default.
- W3179610207 cites W2039734130 @default.
- W3179610207 cites W2050815921 @default.
- W3179610207 cites W2078140895 @default.
- W3179610207 cites W2079551994 @default.
- W3179610207 cites W2087459736 @default.
- W3179610207 cites W2123056908 @default.
- W3179610207 cites W2129755837 @default.
- W3179610207 cites W2163318609 @default.
- W3179610207 cites W2546075219 @default.
- W3179610207 cites W2610381321 @default.
- W3179610207 cites W2773425988 @default.
- W3179610207 cites W2793533222 @default.
- W3179610207 cites W2801958773 @default.
- W3179610207 cites W2953945809 @default.
- W3179610207 cites W2969343511 @default.
- W3179610207 cites W3020982786 @default.
- W3179610207 cites W3048498352 @default.
- W3179610207 cites W3097773841 @default.
- W3179610207 cites W3121224878 @default.
- W3179610207 cites W3121406054 @default.
- W3179610207 cites W3122119051 @default.
- W3179610207 cites W3122186884 @default.
- W3179610207 cites W3123458323 @default.
- W3179610207 cites W3123744954 @default.
- W3179610207 cites W3124369433 @default.
- W3179610207 cites W3126058448 @default.
- W3179610207 cites W3126691661 @default.
- W3179610207 cites W3154967602 @default.
- W3179610207 cites W3164970439 @default.
- W3179610207 cites W4231308295 @default.
- W3179610207 doi "https://doi.org/10.1002/fut.22243" @default.
- W3179610207 hasPublicationYear "2021" @default.
- W3179610207 type Work @default.
- W3179610207 sameAs 3179610207 @default.
- W3179610207 citedByCount "20" @default.
- W3179610207 countsByYear W31796102072022 @default.
- W3179610207 countsByYear W31796102072023 @default.
- W3179610207 crossrefType "journal-article" @default.
- W3179610207 hasAuthorship W3179610207A5001100407 @default.
- W3179610207 hasAuthorship W3179610207A5021559309 @default.
- W3179610207 hasAuthorship W3179610207A5038994209 @default.
- W3179610207 hasConcept C106159729 @default.
- W3179610207 hasConcept C111368507 @default.
- W3179610207 hasConcept C127313418 @default.
- W3179610207 hasConcept C15744967 @default.
- W3179610207 hasConcept C162284963 @default.
- W3179610207 hasConcept C162324750 @default.
- W3179610207 hasConcept C166957645 @default.
- W3179610207 hasConcept C191935318 @default.
- W3179610207 hasConcept C201943243 @default.
- W3179610207 hasConcept C205649164 @default.
- W3179610207 hasConcept C2776071005 @default.
- W3179610207 hasConcept C2776988154 @default.
- W3179610207 hasConcept C542102704 @default.
- W3179610207 hasConcept C556758197 @default.
- W3179610207 hasConcept C91602232 @default.
- W3179610207 hasConceptScore W3179610207C106159729 @default.
- W3179610207 hasConceptScore W3179610207C111368507 @default.
- W3179610207 hasConceptScore W3179610207C127313418 @default.
- W3179610207 hasConceptScore W3179610207C15744967 @default.
- W3179610207 hasConceptScore W3179610207C162284963 @default.
- W3179610207 hasConceptScore W3179610207C162324750 @default.
- W3179610207 hasConceptScore W3179610207C166957645 @default.
- W3179610207 hasConceptScore W3179610207C191935318 @default.
- W3179610207 hasConceptScore W3179610207C201943243 @default.
- W3179610207 hasConceptScore W3179610207C205649164 @default.
- W3179610207 hasConceptScore W3179610207C2776071005 @default.
- W3179610207 hasConceptScore W3179610207C2776988154 @default.
- W3179610207 hasConceptScore W3179610207C542102704 @default.
- W3179610207 hasConceptScore W3179610207C556758197 @default.
- W3179610207 hasConceptScore W3179610207C91602232 @default.
- W3179610207 hasIssue "11" @default.
- W3179610207 hasLocation W31796102071 @default.
- W3179610207 hasOpenAccess W3179610207 @default.
- W3179610207 hasPrimaryLocation W31796102071 @default.
- W3179610207 hasRelatedWork W1986371039 @default.
- W3179610207 hasRelatedWork W2066262152 @default.
- W3179610207 hasRelatedWork W2123449826 @default.
- W3179610207 hasRelatedWork W3006986884 @default.
- W3179610207 hasRelatedWork W3080885603 @default.
- W3179610207 hasRelatedWork W3131994059 @default.
- W3179610207 hasRelatedWork W3185025787 @default.
- W3179610207 hasRelatedWork W4200144179 @default.
- W3179610207 hasRelatedWork W4231759525 @default.
- W3179610207 hasRelatedWork W2073084373 @default.