Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
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Cited by:
- Funke, Michael & Shu, Chang & Cheng, Xiaoqiang & Eraslan, Sercan, 2015.
"Assessing the CNH–CNY pricing differential: Role of fundamentals, contagion and policy,"
Journal of International Money and Finance, Elsevier, vol. 59(C), pages 245-262.
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- Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
- Joseph E. Gagnon & Kent Troutman, 2014. "Internationalization of the Renminbi: The Role of Trade Settlement," Policy Briefs PB14-15, Peterson Institute for International Economics.
- Sun, Yuying & Bao, Qin & Zheng, Jiali & Wang, Shouyang, 2020. "Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach," China Economic Review, Elsevier, vol. 62(C).
- Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016.
"The Renminbi Central Parity: An Empirical Investigation,"
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- Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016. "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series 5963, CESifo.
- Xu, Hai-Chuan & Zhou, Wei-Xing & Sornette, Didier, 2017.
"Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 173-183.
- Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette, 2018. "Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates," Papers 1803.09432, arXiv.org.
- Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016.
"The Renminbi Central Parity: An Empirical Investigation,"
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102016, Hong Kong Institute for Monetary Research.
- Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017. "The Renminbi central parity : An empirical investigation," BOFIT Discussion Papers 7/2017, Bank of Finland, Institute for Economies in Transition.
- Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016. "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series 5963, CESifo.
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"The RMB central parity formation mechanism: August 2015 to December 2016,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
- Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2018. "The RMB Central Parity Formation Mechanism: August 2015 to December 2016," GRU Working Paper Series GRU_2018_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Löchel, H. & Packham, N. & Walisch, F., 2016. "Determinants of the onshore and offshore Chinese government yield curves," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 77-93.
- Sercan Eraslan, 2019. "Asymmetric arbitrage trading on offshore and onshore renminbi markets," Empirical Economics, Springer, vol. 57(5), pages 1653-1675, November.
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- Loechel, Horst & Packham, Natalie & Walisch, Fabian, 2013. "Determinants of the onshore and offshore Chinese Government yield curves," Frankfurt School - Working Paper Series 202, Frankfurt School of Finance and Management.
- 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
Price Disparity; Renminbi Forward Exchange Rates; Onshore and Offshore Markets; Spot Rate Model;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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