Listar Departament: Economia por autoría "67cfbff4-921b-4fbe-a36d-8872b1bd4d82"
Mostrando ítems 1-2 de 2
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A Markov switching SVAR analysis on the relationship between exchange rate changes and stock returns in China
Cuestas, Juan Carlos; Tang, Bo Emerald (2020-04-22)Purpose This study investigates the spillover effects between exchange rate changes and stock returns in China. The authors find that no significant interconnections exist between stock returns and exchange rates ... -
Does internationalisation increase exchange rate exposure?- Evidence from Chinese financial firms
Cuestas, Juan Carlos; Huang, Ying Sophie; Tang, Bo Elsevier (2018-03)This study investigates both the symmetric and asymmetric exchange rate exposures of Chinese financial firms in the context of an accelerated pace of RMB internationalisation. We find that an increasing number of Chinese ...