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Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain

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Bibliographic Details
Main Authors: Chao, Yang, Wee-Yeap, Lau
Format: Book
Language:English
Published: Springer 2023
Subjects:
ExRate
R-vine copula parameters
Online Access:https://link.springer.com/article/10.1007/s10660-023-09680-x
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8376
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spelling oai:localhost:PNK-83762023-05-04T02:41:57Z Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain Chao, Yang Wee-Yeap, Lau ExRate R-vine copula parameters CC BY Changes in the RMB exchange rate (ExRate) impact major strategic directions, such as China’s rise, the “Belt and Road” initiative, and RMB internationalization. Studying the impact of the trade war between China and America on the RMB ExRate is significant. This paper constructs an R-vine copula model and studies the influencing factors of the ExRate and the mechanism of the trade war between China and America on the RMB ExRate. The impact of the Trade war between China and America on the RMB ExRate is analyzed in detail. Besides, the R-vine copula model is used to analyze the fluctuations of the ExRate returns of the Association of Southeast Asian Nations (ASEAN). The R-vine copula model is employed to study the volatility of the ExRate return series of ASEAN countries, and the mean of the ExRate dependence coefficients of ASEAN and the estimation results of R-vine copula parameters are analyzed. 2023-05-04T02:41:57Z 2023-05-04T02:41:57Z 2023 Book https://link.springer.com/article/10.1007/s10660-023-09680-x https://dlib.phenikaa-uni.edu.vn/handle/PNK/8376 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic ExRate
R-vine copula parameters
spellingShingle ExRate
R-vine copula parameters
Chao, Yang
Wee-Yeap, Lau
Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain
description CC BY
format Book
author Chao, Yang
Wee-Yeap, Lau
author_facet Chao, Yang
Wee-Yeap, Lau
author_sort Chao, Yang
title Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain
title_short Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain
title_full Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain
title_fullStr Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain
title_full_unstemmed Analysis of the impact of the trade war between China and America on the RMB exchange rate under the R-vine copula model from the perspective of the global value chain
title_sort analysis of the impact of the trade war between china and america on the rmb exchange rate under the r-vine copula model from the perspective of the global value chain
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s10660-023-09680-x
https://dlib.phenikaa-uni.edu.vn/handle/PNK/8376
_version_ 1764992809109028864
score 8.891145

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