Investigating Determinants of the CNY-CNH Exchange Rate Spread Using Extended GARCH Model

Yonghong Zhong, Yadi Shang. Investigating Determinants of the CNY-CNH Exchange Rate Spread Using Extended GARCH Model. In 13th International Symposium on Computational Intelligence and Design, ISCID 2020, Hangzhou, China, December 12-13, 2020. pages 54-57, IEEE, 2020. [doi]

Abstract

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