We can also see that the correlation between country exchange rates tend to increase during the financial crisis, and the currency risk contagion effect is significant.
本文构建的多元波动模型结果显示,两国汇率之间的相关性在金融危机期间倾向于增加,存在显著的汇率风险传染效应。
We can also see that the correlation between country exchange rates tend to increase during the financial crisis, and the currency risk contagion effect is significant.
本文构建的多元波动模型结果显示,两国汇率之间的相关性在金融危机期间倾向于增加,存在显著的汇率风险传染效应。
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