KeywordsCNY-CNH spreadSkewnessPredictabilityExchange rateThis paper aims to explore the predictive ability of skewness on CNY-CNH spread. We first prove positive effect of skewness with and without control variables under in-sample analysis. We further demonstrate the predictive power of skewness exists...
Chart Bank of China Limited Duration Period 601988: Dynamic Chart Company Profile Bank of China Limited is one of the Chinese largest banking groups. The activity is organized around 5 sectors: - corporate banking; - retail banking; - market banking; ...
It was around that period that concerns about slowing manufacturing activity and a weakening Chinese currency threw global markets into chaos, leading to a nearly 20% drop in the Shanghai composite index and the worst first week of the year for U.S. equities on record. Of course, slowing ...