Renminbi devaluation, dependence structure and currency risks / Lai Wing Choong

This thesis examines the dependence structure between the exchange rate (FX) returns of Renminbi (RMB) and other currencies, estimates tail risks in FX returns of selected currencies due to larger fluctuations in RMB, and models volatility in FX returns of other currencies due to shocks in RMB and i...

書誌詳細
第一著者:	Lai , Wing Choong
フォーマット:	学位論文
出版事項:	2019
主題:	HC Economic History and Conditions

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