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Keywords: Exchange rates
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Journal Articles
Journal:
China Agricultural Economic Review
China Agricultural Economic Review (2011) 3 (1): 26–41.
Published: 01 February 2011
...Longjiang Chen Purpose The paper aims to examine the relationship between changes and volatility of China's Renminbi (RMB) exchange rates and its agricultural export. Design/methodology/approach A GARCH(1, 1) model is specified to measure the exchange rate volatility and autoregressive...
