Study on the Linkage between RMB and One Belt And One Road National Currency Exchange Rate and Its Influencing Factors

DOI

10.2991/assehr.k.200401.044How to use a DOI?

Keywords

VAR-DCC-GARCH, mean overflow, correlation

Abstract

This paper mainly studies the linkage between RMB and “One Belt And One Road” on behalf of the national currency exchange rate and the factors that influence the linkage, and tests the linkage through the var-dcc-garch model. The results show that the fluctuation of RMB exchange rate has an obvious mean spillover effect on the selected “One Belt And One Road” countries, and there is a linkage between them.

Copyright

© 2020, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Cong Wang
PY  - 2020
DA  - 2020/04/06
TI  - Study on the Linkage between RMB and One Belt And One Road National Currency Exchange Rate and Its Influencing Factors
BT  - Proceedings of the International Conference on Education, Economics and Information Management (ICEEIM 2019)
PB  - Atlantis Press
SP  - 193
EP  - 196
SN  - 2352-5398
UR  - https://doi.org/10.2991/assehr.k.200401.044
DO  - 10.2991/assehr.k.200401.044
ID  - Wang2020
ER  -