Results 211 to 220 of about 315,552 (259)
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2009 International Conference on Management and Service Science, 2009
This paper investigates the interrelation and in- formation flows across the Won-Dollar and RMB-Dollar spot, deliverable forward (DF) and Non-Deliverable forward (NDF) markets on different openness policy backgrounds. Using the Constant Conditional Correlation GJR Multivariate GARCH- M model, the Dynamic Conditional Correlation GARCH model and Copula ...
Rong Chen, Jihai Gong, Zhenlong Zheng
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This paper investigates the interrelation and in- formation flows across the Won-Dollar and RMB-Dollar spot, deliverable forward (DF) and Non-Deliverable forward (NDF) markets on different openness policy backgrounds. Using the Constant Conditional Correlation GJR Multivariate GARCH- M model, the Dynamic Conditional Correlation GARCH model and Copula ...
Rong Chen, Jihai Gong, Zhenlong Zheng
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Pacific-Basin Finance Journal, 2014
Abstract Using an innovative GMGARCH-MSKST model that allows for asymmetric generalized dynamic conditional correlation, this paper analyzes return and volatility interactions among spot, non-deliverable forward (NDF) and deliverable forward (DF) exchange rate markets for Korea and Taiwan.
Kai-Li Wang +3 more
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Abstract Using an innovative GMGARCH-MSKST model that allows for asymmetric generalized dynamic conditional correlation, this paper analyzes return and volatility interactions among spot, non-deliverable forward (NDF) and deliverable forward (DF) exchange rate markets for Korea and Taiwan.
Kai-Li Wang +3 more
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2009 International Conference on Management and Service Science, 2009
This paper investigates the interrelation and information flows between the CNY-USD spot and offshore, i.e., NDF, markets. We find that daily changes of the spot and NDF rates can be approximated by a MA(1)—GARCH(1, 1)model. Using the GARCH formulation, this paper tests the spillover effects in conditional mean and volatility between the spot and NDF ...
Wang Hui, S. hang Yu
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This paper investigates the interrelation and information flows between the CNY-USD spot and offshore, i.e., NDF, markets. We find that daily changes of the spot and NDF rates can be approximated by a MA(1)—GARCH(1, 1)model. Using the GARCH formulation, this paper tests the spillover effects in conditional mean and volatility between the spot and NDF ...
Wang Hui, S. hang Yu
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Pacific-Basin Finance Journal, 2001
Abstract This paper investigates the interrelation and information flows between the Won–Dollar spot and offshore forward, i.e., NDF markets. In particular, this paper focuses on the impact of the reform in the Korean exchange rate systems, which occurred in December 1997 in response to the currency crisis, on the relation between the two markets ...
Jinwoo Park
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Abstract This paper investigates the interrelation and information flows between the Won–Dollar spot and offshore forward, i.e., NDF markets. In particular, this paper focuses on the impact of the reform in the Korean exchange rate systems, which occurred in December 1997 in response to the currency crisis, on the relation between the two markets ...
Jinwoo Park
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Basin Research, 2023
Stratigraphic numerical forward process‐based models represent the formation and evolution of sedimentary basins through time. Their main deliverable is a 3D digital grid which can help to better understand the sedimentary basin infill.
V. Gervais, D. Granjeon, S. Bouquet
semanticscholar +1 more source
Stratigraphic numerical forward process‐based models represent the formation and evolution of sedimentary basins through time. Their main deliverable is a 3D digital grid which can help to better understand the sedimentary basin infill.
V. Gervais, D. Granjeon, S. Bouquet
semanticscholar +1 more source
Dynamic correlations in international oil and RMB non-deliverable forwards markets
International Journal of Business Continuity and Risk Management, 2014This paper investigates dynamic between oil markets and RMB non-deliverable forwards (NDF) markets. The analysis is carried out through the dynamic conditional correlation (DCC) model of Engle and Sheppard (2001). We find that the rising of international oil price return leads to the decline of RMB nominal exchange rate return.
Ling Liu, Yan Fang
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, 2020
The Chinese renminbi (RMB) has been on the way of becoming a major international currency. This paper examines the impact of the RMB exchange rate regime and policy on the integration and information flows between RMB onshore and offshore markets.
Xiaoli Wan, Yuruo Yan, Zhixiong Zeng
semanticscholar +1 more source
The Chinese renminbi (RMB) has been on the way of becoming a major international currency. This paper examines the impact of the RMB exchange rate regime and policy on the integration and information flows between RMB onshore and offshore markets.
Xiaoli Wan, Yuruo Yan, Zhixiong Zeng
semanticscholar +1 more source
Review of International Political Economy, 2021
In the 2010s, the Brazilian Central Bank (BCB) intervened massively with domestic non-deliverable forwards (DNDFS) to offset the reversal of the global financial cycle.
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In the 2010s, the Brazilian Central Bank (BCB) intervened massively with domestic non-deliverable forwards (DNDFS) to offset the reversal of the global financial cycle.
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