The study of RMB exchange rate complex networks based on fluctuation mode

2015 ◽  
Vol 436 ◽  
pp. 359-376 ◽  
Author(s):  
Can-Zhong Yao ◽  
Ji-Nan Lin ◽  
Xu-Zhou Zheng ◽  
Xiao-Feng Liu
Keyword(s):  
Exchange Rate ◽  
Complex Networks ◽  
Rmb Exchange Rate ◽  
Fluctuation Mode

scholarly journals Research on Information Spillover Effect of the RMB Exchange Rate and Stock Market Based on R-Vine Copula

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Xiaofei Wu ◽  
Shuzhen Zhu ◽  
Suxue Wang
Keyword(s):  
Exchange Rate ◽  
Stock Market ◽  
Spillover Effect ◽  
Dependence Structure ◽  
Chinese Stock Market ◽  
Single Currency ◽  
Rmb Exchange Rate ◽  
The Exchange Rate ◽  
Information Spillover ◽  
Vine Copula

This paper studies the dependence structure and information spillover effect between the RMB exchange rate and the Chinese stock market based on the R-vine copula model and spillover index model. The results show that due to the occurrence of the trade war, the correlation between the three RMB exchange rate indicators and the two stock market indicators increases in varying degrees. In the intensity of spillover, the information spillover of the stock market to the RMB exchange rate is significantly enhanced, and the information spillover intensity of the RMB Index to the stock market increases, but the information spillover of the US dollar and Hong Kong dollar exchange rates to the stock market is significantly weakened. In the direction of spillover, the spillover of the RMB Index and stock market shows the characteristics of alternating transformation, while the exchange rate of a single currency and the stock market shows a one-way transmission from the stock market to the exchange rate. Additionally, the information spillover between the RMB exchange rate and the stock market is closely related to the degree of market openness. The RMB Index contains more information than the exchange rate of a single currency.

RMB Exchange Rate Forecasting Model Based on Exponential Smoothing and Gray Correlation

2013 ◽  
Vol 401-403 ◽  
pp. 1480-1483
Author(s):  
Bing Xiang Liu ◽  
Yan Wu ◽  
Xiang Cheng
Keyword(s):  
Exchange Rate ◽  
Linear Trend ◽  
Exponential Smoothing ◽  
Exchange Rate Forecasting ◽  
Dynamic Changes ◽  
Rmb Exchange Rate ◽  
Gray Correlation ◽  
Correlation Factors ◽  
The U.S ◽  
Better Than

This paper through the establishment of a Holts linear trend exponential smoothing model, make use of SPSS Clementine for 2005-2010 analysis and forecast of RMB against the U.S. dollar exchange rate, the predicted curve is better than the expectations of the prediction accuracy. To further analyze the dynamic changes of the RMB against the U.S. dollar, method of gray correlation factors that affect the exchange rate is used

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