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Deterministic, stochastic, and segmented trends in aggregate output : a cross-country analysis

Cheung, Yin-Wong - In: Oxford economic papers 48 (1996) 1, pp. 134-162

Persistent link: https://www.econbiz.de/10001195517

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

Stock price dynamics and firm size : an empirical investigation

Cheung, Yin-Wong - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1985-1997

Persistent link: https://www.econbiz.de/10001138518

Long-run purchasing power parity during the recent float

Cheung, Yin-Wong - In: Journal of international economics 34 (1993) 1, pp. 181-192

Persistent link: https://www.econbiz.de/10001139783

Do gold market returns have long memory?

Cheung, Yin-Wong - In: The financial review : the official publication of the … 28 (1993) 2, pp. 181-202

Persistent link: https://www.econbiz.de/10001146308

Finite-sample sizes of Johansen s likelihood ratio tests for cointegration

Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 313-328

Persistent link: https://www.econbiz.de/10001147195

Sectoral trends and cycles in Germany

Cheung, Yin-Wong; Westermann, Frank - 2001

We examine the comovements between the output indexes of three German sectors (manufacturing, mining, and agriculture) and the three corresponding sectoral stock market indexes. It is found that data with and without seasonal adjustment give mixed results on the long-run interaction between the...