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Estimation
34
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Cheung, Yin-Wong
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173
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129
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97
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47
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40
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40
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39
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39
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37
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37
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36
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5
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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34
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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
The interest rate effect on private saving : alternative perspectives
Aizenman, Joshua
;
Cheung, Yin-Wong
;
Itō, Hiro
- In:
Journal of international commerce, economics and policy
10
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012030877
Saved in:
3
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:
4
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:
5
Trade openness market competition, and inflation : some sectoral evidence from OECD countries
Binici, Mahir
;
Cheung, Yin-Wong
;
Lai, Kon-sun
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 321-336
Persistent link: https://www.econbiz.de/10009689491
Saved in:
6
The common-trend and transitory dynamics in real exchange rate fluctuations
Bergman, Michael U.
;
Cheung, Yin-Wong
;
Lai, Kon-sun
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009011326
Saved in:
7
Accumulation of reserves and keeping up with the Joneses : the case of LATAM economies
Cheung, Yin-Wong
;
Sengupta, Rajeswari
- In:
International review of economics & finance : IREF
20
(
2011
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10009304237
Saved in:
8
A high-low model of daily stock price ranges
Cheung, Stephen Y. L.
;
Cheung, Yin-Wong
;
Wan, Alan T. K.
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 103-119
Persistent link: https://www.econbiz.de/10003814267
Saved in:
9
Hoarding of international reserves : Mrs Machlup's Wardrobe and the Joneses
Cheung, Yin-Wong
;
Qian, Xingwang
- In:
Review of international economics
17
(
2009
)
4
,
pp. 824-843
Persistent link: https://www.econbiz.de/10003875773
Saved in:
10
Nominal exchange rate flexibility and real exchange rate adjustment : new evidence from dual exchange rates in developing countries
Cheung, Yin-Wong
;
Lai, Kon-sun
- In:
Japan and the world economy : international journal of …
20
(
2008
)
3
,
pp. 415-434
Persistent link: https://www.econbiz.de/10003755992
Saved in:
11
Does the Chinese interest rate follow the US interest rate?
Cheung, Yin-Wong
;
Tam, Dickson C.
;
Yiu, Matthew S.
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10003705462
Saved in:
12
An empirical model of daily highs and lows
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003416321
Saved in:
13
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:
14
Cross-country relative price volatility : effects of market structure
Cheung, Yin-Wong
;
Fujii, Eiji
- In:
Review of international economics
14
(
2006
)
5
,
pp. 836-848
Persistent link: https://www.econbiz.de/10003386835
Saved in:
15
The suitability of a Greater China currency union
Cheung, Yin-Wong
;
Yuen, Jude
- In:
Pacific economic review
10
(
2005
)
1
,
pp. 83-103
Persistent link: https://www.econbiz.de/10002674448
Saved in:
16
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:
17
An analysis of Hong Kong export performance
Cheung, Yin-Wong
- In:
Pacific economic review
10
(
2005
)
3
,
pp. 323-340
Persistent link: https://www.econbiz.de/10003201452
Saved in:
18
What do we know about recent exchange rate models? : In-sample fit and out-of-sample performance evaluated
Cheung, Yin-Wong
;
Chinn, Menzie David
;
Garcia Pascual, …
- In:
Exchange rate economics : where do we stand?
,
(pp. 239-276)
.
2005
Persistent link: https://www.econbiz.de/10002836197
Saved in:
19
Testing for output convergence : an re-examination
Cheung, Yin-Wong
;
Garcia Pascual, Antonio
- In:
Oxford economic papers
56
(
2004
)
1
,
pp. 45-63
Persistent link: https://www.econbiz.de/10001860191
Saved in:
20
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:
21
China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration
Cheung, Yin-Wong
;
Chinn, Menzie David
;
Fujii, Eiji
- In:
China economic review : an international journal
14
(
2003
)
3
,
pp. 281-303
Persistent link: https://www.econbiz.de/10001887178
Saved in:
22
Sectoral trends and cycles in Germany
Cheung, Yin-Wong
;
Westermann, Frank
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
1
,
pp. 141-156
Persistent link: https://www.econbiz.de/10001724136
Saved in:
23
Output dynamics of the G7 countries : stochastic trends and cyclical movements
Cheung, Yin-Wong
;
Westermann, Frank
- In:
Applied economics
34
(
2002
)
18
,
pp. 2239-2247
Persistent link: https://www.econbiz.de/10001716719
Saved in:
24
Effects of US inflation on Hong Kong and Singapore
Cheung, Yin-Wong
;
Yuen, Jude
- In:
Journal of comparative economics : the journal of the …
30
(
2002
)
3
,
pp. 603-619
Persistent link: https://www.econbiz.de/10001702153
Saved in:
25
Hong Kong output dynamics : an empirical analysis
Cheung, Yin-Wong
- In:
Pacific economic review
7
(
2002
)
3
,
pp. 465-487
Persistent link: https://www.econbiz.de/10001724371
Saved in:
26
Equity price dynamics before and after the introduction of the Euro : a note
Cheung, Yin-Wong
;
Westermann, Frank
- In:
Multinational finance journal : MF ; quarterly …
5
(
2001
)
2
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001697038
Saved in:
27
On cross-country differences in the persistence of real exchange rates
Cheung, Yin-Wong
;
Lai, Kon-sun
- In:
Journal of international economics
50
(
2000
)
2
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001490319
Saved in:
28
An analysis of German effects on the Austrian business cycle
Cheung, Yin-Wong
;
Westermann, Frank
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
135
(
1999
)
3
,
pp. 527-531
Persistent link: https://www.econbiz.de/10001408672
Saved in:
29
Macroeconomic determinants of long-term stock market comovements among major EMS countries
Cheung, Yin-Wong
;
Lai, Kon S.
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 73-85
Persistent link: https://www.econbiz.de/10001363842
Saved in:
30
Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong
- In:
Journal of international money and finance
17
(
1998
)
4
,
pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
Saved in:
31
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:
32
What are the global sources of rational variation in international equity returns?
Cheung, Yin-Wong
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 821-836
Persistent link: https://www.econbiz.de/10001235362
Saved in:
33
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:
34
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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