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Foreign Exchange Volatility, Media Coverage, and the Mixture of Distributions Hypothesis: Evidence from the Chinese Renminbi Currency

Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-Man (Raymond)


The stability of Chinese renminbi (CNY) against the US dollar (USD) has been the recent focus of economic and political discussion in the media, especially in light of the growing political pressure exerted by the US government to let the CNY/USD appreciate. This paper contributes to the discussion of the CNY/USD stability by examining its volatility dynamics since the floating regime is established. In particular, we analyze the fluctuations of the CNY/USD from the perspective of the mixture...[Show more]

CollectionsANU Research Publications
Date published: 2011
Type: Conference paper
Source: Proceedings of MODSIM 2011 International Congress on Modelling and Simulation


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