Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event

被引：45
|
作者：
Wei, Zhixi [1 ]
Luo, Yu [1 ]
Huang, Zili [2 ]
Guo, Kun [3 ,4 ,5 ]
机构：
[1] China Univ Polit Sci & Law, Business Sch, Beijing 102249, Peoples R China
[2] Dartmouth Coll, Geisel Sch Med, Hanover, NH 03755 USA
[3] Univ Chinese Acad Sci, Sch Econ & Management, Beijing 100190, Peoples R China
[4] Chinese Acad Sci, Key Lab Big Data Min & Knowledge Management, Beijing 100190, Peoples R China
[5] Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, Beijing 100190, Peoples R China
来源：
FINANCE RESEARCH LETTERS | 2020年 / 37卷
基金：
中国国家自然科学基金;
关键词：
Spillover effect; Exchange rate; COVID-19; The Belt and Road; BELT; INTERNATIONALIZATION;
D O I：
10.1016/j.frl.2020.101782
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
The proposal of "The Belt and Road" (The B&R) Initiative has promoted regional economic cooperation and financial integration. It is crucial to measure the volatility spillover effects among "The B&R" currency market. Results from the time-varying spillover model show that "The B&R" system spillover index reflects some sudden regional crises. Likewise, the spillover of RMB exchange rate is affected by internal financial reforms as well as external economic shocks. Further, the recent outbreak of the COVID-19 has disrupted this system and the influence of RMB.
引用
收藏
页数：9
相关论文
共 50 条
  • [21] Incidence of Diabetes Among Youth Before and During the COVID-19 Pandemic
    Mefford, Matthew T.
    Wei, Rong
    Lustigova, Eva
    Martin, John P.
    Reynolds, Kristi
    JAMA NETWORK OPEN, 2023, 6 (09) : E2334953
  • [22] COVID-19 vaccinations and mental health among US adults: Individual and spillover effects
    Coley, Rebekah Levine
    Carey, Naoka
    Baum, Christopher F.
    Hawkins, Summer Sherburne
    SOCIAL SCIENCE & MEDICINE, 2023, 329
  • [23] Changes in longevity inequality by education among OECD countries before the COVID-19 pandemic
    Christopher Lübker
    Fabrice Murtin
    BMC Public Health, 23
  • [24] Changes in longevity inequality by education among OECD countries before the COVID-19 pandemic
    Lubker, Christopher
    Murtin, Fabrice
    BMC PUBLIC HEALTH, 2023, 23 (01)
  • [25] RESPONSE RATE BEFORE AND DURING COVID-19 PANDEMIC FOR CHILDBIRTH EXPERIENCE SURVEY
    Lunardhi, A.
    Stohl, H.
    JOURNAL OF INVESTIGATIVE MEDICINE, 2021, 69 (01) : 234 - 235
  • [26] Change in the caesarean section rate before and during covid-19 pandemic among nulliparas in a perinatal center in Lithuania
    Teleisyte, Eligija
    Kacerauskiene, Justina
    Railaite, Dalia Regina
    Bartuseviciene, Egle
    Liubiniene, Laura
    Kliucinskas, Mindaugas
    EUROPEAN JOURNAL OF OBSTETRICS & GYNECOLOGY AND REPRODUCTIVE BIOLOGY, 2024, 293 : 258 - 258
  • [27] Use of Alcohol, Cannabinoids, Psychostimulants, and Sedatives before and during the COVID-19 Pandemic among Students in 40 European Countries
    Babicki, Mateusz
    INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, 2022, 19 (22)
  • [28] The Effects of Vocational Education on Recidivism and Employment Among Individuals Released Before and During the COVID-19 Pandemic
    McNeeley, Susan
    INTERNATIONAL JOURNAL OF OFFENDER THERAPY AND COMPARATIVE CRIMINOLOGY, 2023, : 1547 - 1564
  • [29] DEPRESSIVE SYMPTOMS AMONG ADOLESCENT STUDENTS BEFORE, DURING, AND "AFTER" COVID-19
    Myers, Taylor L.
    Zhong, Cordelia
    Buchholz, Katherine R.
    Plunkett, Erica
    Tichner, Laura
    Germak, Katherine
    Gladstone, Tracy R. G.
    JOURNAL OF THE AMERICAN ACADEMY OF CHILD AND ADOLESCENT PSYCHIATRY, 2022, 61 (10): : S211 - S211
  • [30] Life satisfaction among young people before and during the COVID-19 pandemic
    von Soest, Tilmann
    Bakken, Anders
    Pedersen, Willy
    Sletten, Mira A.
    TIDSSKRIFT FOR DEN NORSKE LAEGEFORENING, 2020, 140 (10) : 999 - 1004
12345