Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket

Physica A: Statistical Mechanics and its Applications

Volumn 392, Issue 6, 2013, Pages 1418-1428

  Wang, Gang Jin ^a   Xie, Chi ^a  

^a HUNAN UNIVERSITY   (China)

Author keywords

Cross correlations; Detrended cross correlation analysis; Econophysics; Renminbi currency basket; Renminbi exchange rate; Rolling windows

Indexed keywords

PHYSICS;

CROSS CORRELATIONS; DETRENDED CROSS-CORRELATION ANALYSIS; ECONOPHYSICSS; EXCHANGE RATES; RENMINBI CURRENCY BASKET; ROLLING WINDOW;

CORRELATION METHODS;

EID: 84872354379     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.11.035     Document Type: Article

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