Ji, Tengjie and Yu, Minglu and Zhang, Ao (2022) Federal Reserve Interest Rate Policy and US-RMB Exchange Rate: Evidence from ARIMA Model. In: Proceedings of the International Conference on Financial Innovation, FinTech and Information Technology, FFIT 2022, October 28-30, 2022, Shenzhen, China.
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Abstract
Since 2022, the Federal Reserve has raised its benchmark interest rate several times, profoundly affecting the volatility of exchange rates across countries This paper assumes that if the Fed does not raise interest rates, the USD-RMB exchange rate can be estimated and pre-stored by the ARMA model.
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 16:11 |
| Last Modified: | 17 Apr 2026 03:23 |
| URI: | http://eprints.eai.eu/id/eprint/42650 |
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