Assessing China's exchange rate regime

JA Frankel, SJ Wei - Economic Policy, 2007 - academic.oup.com
Abstract The IMF Articles of Agreement forbid a country from manipulating its currency for
unfair advantage. The US Treasury has been legally required since 1988 to report to …

Estimation of de facto exchange rate regimes: Synthesis of the techniques for inferring flexibility and basket weights

JA Frankel, SJ Wei - 2008 - nber.org
The paper offers a new approach to estimate de facto exchange rate regimes, a synthesis of
two techniques. One is a technique that the authors have used in the past to estimate implicit …

New estimation of China's exchange rate regime

JA Frankel - Pacific Economic Review, 2009 - Wiley Online Library
The present paper updates the question: what precisely is the exchange rate regime that
China has put into place since 2005, when it announced a move away from the US dollar …

The relationship between stock returns and the foreign exchange rate: the ARDL approach

GG Tian, S Ma - Journal of the Asia Pacific economy, 2010 - Taylor & Francis
This study employs the ARDL cointegration approach in order to examine the impact of
financial liberalization on the relationships between the exchange rate and share market …

Testing, monitoring, and dating structural changes in exchange rate regimes

A Zeileis, A Shah, I Patnaik - Computational Statistics & Data Analysis, 2010 - Elsevier
Linear regression models for de facto exchange rate regime classification are
complemented by inferential techniques for evaluating the stability of the regimes. To …

China as a reserve sink: The evidence from offset and sterilization coefficients

AY Ouyang, RS Rajan, TD Willett - Journal of International Money and …, 2010 - Elsevier
China has been stockpiling international reserves at an extremely rapid pace since the late
1990s and has surpassed Japan to become the largest reserve holder in the world. This …

Cointegration between macroeconomic factors and the exchange rate USD/CNY

MK Khan, JZ Teng, MI Khan - Financial Innovation, 2019 - Springer
This research paper investigates the effect of macroeconomic variables on the exchange
rate USD/CYN using yearly time series data for China economy from 1980 to 2017. ARDL …

Real exchange rate and economic growth in China: A cointegrated VAR approach

B Tang - China economic review, 2015 - Elsevier
This study investigates the relationship between the real exchange rate (RER) and
economic growth in China applying a cointegrated VAR (CVAR) model. However, in contrast …

The exchange rate regime in Asia: From crisis to crisis

I Patnaik, A Shah, A Sethy… - International Review of …, 2011 - Elsevier
Prior to the Asian financial crisis, most Asian exchange rates were de facto pegged to the US
Dollar. During the crisis, many economies experienced a brief period of extreme flexibility. A …

[图书][B] Exchange rate regimes and macroeconomic management in Asia

T Cavoli, RS Rajan - 2009 - books.google.com
With the rise of China, India and the re-emergence of East Asia from the financial crisis of
1997–98, monetary issues in Asia have acquired great significance as the region holds the …