国际油价、人民币汇率与国内金价的非对称溢出及动态传导机制 ------ 基于三元VAR-Asymmetric BEKK (DCC)-GARCH (1, 1)模型

陈宇峰，朱志韬，屈放

Asymmetric Spillover Effect and Dynamic Correlation Between Crude Oil, RMB Exchange Rate and Chinese Gold Price: Based on VAR-Asymmetric BEKK (DCC)-GARCH (1, 1) Model

CHEN Yufeng, ZHU Zhitao, QU Fang

系统科学与数学 . 2021, (2): 449 -465 . DOI: 10.12341/jssms14143

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