Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals

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Cited by:

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5. Arshima Khan & Sabyasachi Tripathi & Jyoti Chandiramani, 2024. "Smart City Initiatives And Economic Growth In India: An Empirical Analysis," Sustainable Regional Development Scientific Journal, Sustainable Regional Development Scientific Journal, vol. 0(2), pages 41-56, October.
6. Chunming Shen, 2022. "Digital RMB, RMB Internationalization and Sustainable Development of the International Monetary System," Sustainability, MDPI, vol. 14(10), pages 1-22, May.
7. Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021. "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, vol. 38(C).
   • Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020. "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers 202008, University of Pretoria, Department of Economics.
8. Tamgac, Unay, 2021. "Emerging market exchange rates during quantitative tapering: The effect of US and domestic news," Research in International Business and Finance, Elsevier, vol. 57(C).
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13. Asadi, Mehrad & Roubaud, David & Tiwari, Aviral Kumar, 2022. "Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness," Energy Economics, Elsevier, vol. 109(C).
14. Xiaoyi Shen & Albert K. Tsui & Zhaoyong Zhang, 2019. "Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?," Risks, MDPI, vol. 7(4), pages 1-16, October.
15. Gong, Yuting & Li, Kevin X. & Chen, Shu-Ling & Shi, Wenming, 2020. "Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 136(C).
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18. Usha Rekha Chinthapalli, 2021. "A Comparative Analysis on Probability of Volatility Clusters on Cryptocurrencies, and FOREX Currencies," JRFM, MDPI, vol. 14(7), pages 1-23, July.
19. Jin, Y. & Jin, S., 2018. "The Heterogeneous Impact of Exchange Rate Volatility on Agricultural Export: Evidence from Chinese Food Firm-level Data," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277197, International Association of Agricultural Economists.
20. Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021. "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 196-213.
21. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018. "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 168-186.
22. Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
23. Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2020. "Incorporating the RMB internationalization effect into its exchange rate volatility forecasting," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
24. Mingming Li & Fengming Qin & Zhaoyong Zhang, 2021. "Short-Term Capital Flows, Exchange Rate Expectation and Currency Internationalization: Evidence from China," JRFM, MDPI, vol. 14(5), pages 1-15, May.
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26. Zhang, Junru & Zhang, Zhaoyong, 2021. "CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms," Finance Research Letters, Elsevier, vol. 41(C).
27. Fernando Teixeira & Susana Soares Pinheiro Vieira Pescada & Filipos Ruxho, 2024. "The Efficacy Of Technical Analysis In The Foreign Exchange Market: A Case Study Of The Usd/Jpy Pair," Sustainable Regional Development Scientific Journal, Sustainable Regional Development Scientific Journal, vol. 0(2), pages 57-64, October.