Title:

Exchange Rate Persistence of the Chinese Yuan against the US Dollar in the NDF Market

Authors:

Carlos Pestana Barros (ISEG, UTL)
Luis Gil Alana (U Navarra)
Zhongfei Chen (Jinan U)

Journal:

Empirical Economics

Year:

2016

Volume:

51

Number:

4

Pages:

1399-1414

JEL codes:

F31 - Foreign Exchange
G15 - International Financial Markets
O19 - International Linkages to Development; Role of International Organizations

DOI:

10.1007/s00181-015-1063-3