A Study on the Interactions of China's Exchange Rate Dynamics and China-U.S. Bond Spreads
碩士 === 東海大學 === 財務金融學系 === 106 === This paper is aimed at China's four main onshore and offshore exchange rates (CNY, CNYM, CNH and NDF), four exchange rate spreads (CNH-CNY, CNH-CNYM, NDF-CNY and NDF- CNYM) and China-U.S. bond spreads. For the research object, the DCC-GARCH model was used to e...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dy8ayd |