Friday, November 25, 2016

CNY – Is The Renminbi Still Overvalued?


GBL: FX Insight



CNY – Is The Renminbi Still Overvalued?
by Saktiandi Supaat


FX Research





The 6.90 level is officially behind us as indicated by the recent USDCNY central parity fixings. USD dominance has been pervasive and USDCNH was last seen around 6.94; USDCNY at 6.92. Now that the China REER has fallen 7.4% from its peak last Nov, we seek to estimate the degree of misalignment in the CNY base on its fundamental drivers. Using the Behavioral Equilibrium Exchange Rate (BEER) approach of MacDonald (2004), the current China REER is estimated to be as much as 35%...

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