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
CC BY
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s10660-023-09680-x https://dlib.phenikaa-uni.edu.vn/handle/PNK/8376 |
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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 |
8.8894005 |