The relationship between the Renminbi future spot return and the forward discount rate
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DOI: 10.1016/j.jimonfin.2012.04.003
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Cited by:
- Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.
- Jiadong Tong & Zijun Wang & Jian Yang, 2016. "Information Flow Between Forward and Spot Markets: Evidence From the Chinese Renminbi," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(7), pages 695-718, July.
- Yin-Wong CheungAuthor-Workplace-Name: City University of Hong Kong & Matthew S. Yiu, 2016. "Offshore Renminbi Trading: Findings from the 2013 BIS Triennial Central Bank Survey," Working Papers 142016, Hong Kong Institute for Monetary Research.
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More about this item
Keywords
China; US; Renminbi; Future forward bias; Financial crisis; Cointegration;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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