Spillover Effect in the RMB Foreign Exchange Market: Based on VAR and DCC-MVGARCH Models

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Front. Bus. Res. China ›› 2022, Vol. 16 ›› Issue (1) : 88-104. DOI: 10.3868/s070-007-022-0005-3
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Spillover Effect in the RMB Foreign Exchange Market: Based on VAR and DCC-MVGARCH Models

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{{article.zuoZheEn_L}}. {{article.titleEn}}. Front. Bus. Res. China, 2022, 16(1): 88‒104 https://doi.org/10.3868/s070-007-022-0005-3

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