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Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis

Economics

Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis

L. Wang, X. Xiong, et al.

This study conducted by Liang Wang, Xianyan Xiong, and Ziqiu Cao delves into the intriguing dynamics of volatility spillovers between the onshore and offshore Chinese renminbi markets during the COVID-19 crisis. Discover how these spillovers evolve with timescale and highlight the leadership of the onshore market in price discovery amidst market turbulence.

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