The Factors that Influence Exchange-Rate Risk: Evidence in China

Shuanglian Chen,Siming Liu,Rongjiao Cai,Yaya Zhang

The Factors that Influence Exchange-Rate Risk: Evidence in China

2019

Shuanglian Chen
Siming Liu
Rongjiao Cai
Yaya Zhang

ABSTRACTExchange-rate volatility plays an important role in both macroeconomic and financial development. In this paper, we measure the exchange-rate risk based on the conditional autoregressive va...

Keywords:

Econometrics
Economics
Finance
China
Autoregressive model
Volatility (finance)
Balance of trade
Foreign exchange risk
Psychological intervention
Value at risk
Monetary economics
Government
Rational expectations

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