This article selects different RMB forward market combination with the same maturity, adopts ECM and BEKK models to analyze the pricing power allocation and its stability of RMB forward markets.
本文选取不同期限的境内外人民币远期市场组合，采用ECM和BEKK模型分析了人民币远期市场的定价权归属及其稳定性问题。
There exists onshore forward market in mainland and offshore NDF market for RMB.
目前境内外存在两个人民币远期市场。
应用推荐