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New Estimates of Time‐Varying Currency Betas : A Trivariate BEKK Approach

Jayasinghe, Prabhath; Tsui, Albert K.; Zhang, Zhaoyong - 2015

This paper examines the conditional time‐varying currency betas from five developed markets and four emerging markets. We employ a modified trivariate BEKK‐GARCH‐in‐mean model of Engle and Kroner (1995) to estimate the time‐varying conditional variance and covariance of returns of...

Persistent link: https://www.econbiz.de/10014137243

Macroeconomic forecasting with mixed data sampling frequencies : Evidence from a small open economy

Tsui, Albert K.; Xu, Cheng Yang; Zhang, Zhaoyong - In: Journal of Forecasting 37 (2018) 6, pp. 666-675

Persistent link: https://www.econbiz.de/10012081997

Foreign direct investment and technology transfer : the cases of China and Vietnam

Zhang, Zhaoyong - In: Economic management and transition towards a market …, (pp. 474-507). 1996

Persistent link: https://www.econbiz.de/10001299966

Foreign exchange rate reform, the balance of trade and economic growth : an empirical analysis for China

Zhang, Zhaoyong - In: Journal of economic development 24 (1999) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10001468795

Does devaluation of the renminbi improve China's balance of trade?

Zhang, Zhaoyong - In: Economia internazionale 51 (1998) 3, pp. 437-445

Persistent link: https://www.econbiz.de/10001252360

AFTA and APEC, with policy implications for Vietnam's trade and FDI

Zhang, Zhaoyong - In: Development policy review 14 (1996) 3, pp. 273-297

Persistent link: https://www.econbiz.de/10001208898

Trade liberalization, economic growth and convergence : evidence from East Asian economies

Zhang, Zhaoyong - In: Journal of economic integration 16 (2001) 2, pp. 147-164

Persistent link: https://www.econbiz.de/10001605782

The exchange value of the Renminbi and China's balance of trade : an empirical study

Zhang, Zhaoyong - 1996

Persistent link: https://www.econbiz.de/10000605033

China's exchange rate reform and its impact on the balance of trade and domestic inflation

Zhang, Zhaoyong - In: The Asia Pacific journal of economics and business : APJEB 3 (1999) 2, pp. 4-22

Persistent link: https://www.econbiz.de/10001651977

Regional integration, trade and investment expansion in the Asia Pacific

Zhang, Zhaoyong - In: Papers in regional science : the journal of the … 82 (2003) 3, pp. 303-307

Persistent link: https://www.econbiz.de/10001788536

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