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Renminbi Market Volatility Spillovers During COVID-19 by elleryfu10 is a document available to read on EtoBox.

What is Renminbi Market Volatility Spillovers During COVID-19 about?

This article examines the volatility spillovers between the Chinese renminbi onshore and offshore markets during the COVID-19 crisis using wavelet analysis. The findings indicate that volatility spillovers became significant and bidirectional after the outbreak, with the onshore market playing a dominant role in price discovery. The study highlights the importance of understanding these dynamics for policy formulation and risk management in the context of renminbi internationalization.

Author

elleryfu10

Language

EN