Chinese currency exchange rates analysis : risk management, forecasting, and hedging strategies
著者
書誌事項
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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注記
Other authors: Jying-Nan Wang, Kin Keung Lai, and Chao Wang
Includes bibliographical references (p. [90]-93) and index
内容説明・目次
内容説明
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.
目次
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
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