Chinese currency exchange rates analysis : risk management, forecasting, and hedging strategies
Author(s)
Bibliographic Information
Chinese currency exchange rates analysis : risk management, forecasting, and hedging strategies
（Routledge advances in risk management / edited by Kin Keung Lai and Shouyang Wang, 10）（Routledge focus）
Routledge, 2018 [i.e. 2017]
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Note
Other authors: Jying-Nan Wang, Kin Keung Lai, and Chao Wang
Includes bibliographical references (p. [90]-93) and index
Description and Table of Contents
Description
This book provides an overview of Chinese RMB exchange markets and its risk management strategies. The view that RMB is playing an increasingly international role has been widely accepted by practitioners as well as scholars worldwide. Moreover, the Chinese government is opening the control of RMB exchange market step by step. However, some related topics are under heated debate, such as how to manage and warn of the currency crisis, what the trend of RMB exchange rate in the future is, and how to hedge the exchange risk in the process of RMB internationalization. In this book, we will give distinct answers to the above questions.
Table of Contents
1. Chinese Currency Exchange Market: An Overview
2. Inter-relationship Between RMB Markets
3. Chinese Exchange Market Crisis Warning and Identification Based on Markov Regime Switching Model
4. Forecasting Renminbi Exchange Rate with EMD-based Neural Network
5. Hedge the Currency Risk
by "Nielsen BookData"
