An Analysis of China’s Onshore and Offshore Exchange Rates–Adjusted Thermal Optimal Path Approach Based on Pruning and Path Segmentation
The study of the lead-lag relationship between the Hong Kong offshore Renminbi (CNH) spot market and onshore (CNY) spot market is of great importance for its wide application in market risk management. In this paper, we study the correlation between the CNH and CNY spot markets in the contexts of da...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-05-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/21/5/499 |