The spillover effect of VIX and oil price on the exchange rate volatility among Belt and Road countries

Xueqing Geng, Kun Guo. The spillover effect of VIX and oil price on the exchange rate volatility among Belt and Road countries. In Yubin Liu, Yong Shi 0001, Yong Wang, Daji Ergu, Daniel Berg, James M. Tien, Jianping Li 0001, Yingjie Tian, editors, Proceedings of the 8th International Conference on Information Technology and Quantitative Management, ITQM 2020 & 2021, Developing Global Digital Economy after COVID-19, July 9-11, 2021, Chengdu, China. Volume 199 of Procedia Computer Science, pages 765-772, Elsevier, 2021. [doi]

Abstract

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