Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic: Evidence captured from 30-minute high frequency data
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DOI: 10.1016/j.iref.2022.11.019
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Cited by:
- Azzam, Islam & El-Masry, Ahmed A. & Yamani, Ehab, 2023. "Foreign exchange market efficiency during COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 717-730.
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Keywords
COVID-19 pandemic; RMB internationalization; Spillover effect; VAR-BEKK-GARCH; Non-USD currencies; RMB independence;All these keywords.
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