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subject:"Canada"
subject:"Wechselkurs"
~person:"Cheung, Yin-Wong"
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Estimation
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8
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Cheung, Yin-Wong
Bahmani-Oskooee, Mohsen
65
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16
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14
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14
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9
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ECONIS (ZBW)
9
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1
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
2
Estimating currency misalignment using the Penn effect : it is not as simple as it looks
Cheung, Yin-Wong
;
Chinn, Menzie David
;
Nong, Xin
- In:
International finance
20
(
2017
)
3
,
pp. 222-242
Persistent link: https://www.econbiz.de/10011811342
Saved in:
3
Exchange rate misalignment estimates : sources of differences
Cheung, Yin-Wong
;
Fujii, Eiji
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 91-121
Persistent link: https://www.econbiz.de/10010471982
Saved in:
4
A reappraisal of the border effect on relative price volatility
Cheung, Yin-Wong
;
Lai, Kon-sun
- In:
International economic journal
20
(
2006
)
4
,
pp. 495-513
Persistent link: https://www.econbiz.de/10003407480
Saved in:
5
Exchange rates and Markov switching dynamics
Cheung, Yin-Wong
;
Erlandsson, Ulf G.
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 314-320
Persistent link: https://www.econbiz.de/10003012970
Saved in:
6
Dissecting the PPP puzzle : the unconventional roles of nominal exchange rate and price adjustments
Cheung, Yin-Wong
;
Lai, Kon-sun
;
Bergman, Michael U.
- In:
Journal of international economics
64
(
2004
)
1
,
pp. 135-150
Persistent link: https://www.econbiz.de/10002214116
Saved in:
7
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
5
,
pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
Saved in:
8
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
Saved in:
9
A causality-in-variance test and its application to financial market prices
Cheung, Yin-Wong
- In:
Journal of econometrics
72
(
1996
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10001198033
Saved in:
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