Yin-Wong Cheung : Citation Profile


Are you Yin-Wong Cheung?

University of California-Santa Cruz (UCSC)

36

H index

69

i10 index

5171

Citations

RESEARCH PRODUCTION:

115

Articles

162

Papers

2

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   31 years (1990 - 2021). See details.
   Cites by year: 166
   Journals where Yin-Wong Cheung has often published
   Relations with other researchers
   Recent citing documents: 266.    Total self citations: 168 (3.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch261
   Updated: 2021-10-09    RAS profile: 2021-09-19    
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Relations with other researchers


Works with:

Westermann, Frank (9)

Steinkamp, Sven (7)

Aizenman, Joshua (6)

Chinn, Menzie (6)

Qian, Xingwang (5)

Tsang, Andrew (5)

Yamamoto, Yohei (2)

Ito, Hiro (2)

Fatum, Rasmus (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yin-Wong Cheung.

Is cited by:

Menkhoff, Lukas (73)

Gil-Alana, Luis (73)

Aizenman, Joshua (54)

Taylor, Mark (51)

Sarno, Lucio (42)

MacDonald, Ronald (41)

Westermann, Frank (38)

Caporale, Guglielmo Maria (37)

Chinn, Menzie (32)

Thorbecke, Willem (30)

Engel, Charles (29)

Cites to:

Chinn, Menzie (176)

Fujii, Eiji (104)

Rogoff, Kenneth (71)

Frankel, Jeffrey (60)

Obstfeld, Maurice (49)

Aizenman, Joshua (46)

Engle, Robert (35)

Taylor, Mark (34)

Rose, Andrew (32)

Engel, Charles (31)

Qian, Xingwang (31)

Main data


Where Yin-Wong Cheung has published?


Journals with more than one article published# docs
Journal of International Money and Finance22
International Journal of Finance & Economics7
Pacific Economic Review6
Journal of Business & Economic Statistics6
Journal of International Economics5
Multinational Finance Journal4
Pacific-Basin Finance Journal4
China & World Economy3
Review of International Economics3
Oxford Economic Papers3
Oxford Bulletin of Economics and Statistics3
Economics Letters3
Journal of Econometrics2
Review of World Economics (Weltwirtschaftliches Archiv)2
Journal of the Japanese and International Economies2
Review of Development Economics2
International Economic Journal2
Open Economies Review2
Applied Economics2
Journal of International Commerce, Economics and Policy (JICEP)2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo47
Working Papers / Hong Kong Institute for Monetary Research40
Santa Cruz Department of Economics, Working Paper Series / Department of Economics, UC Santa Cruz14
IEER Working Papers / Institute of Empirical Economic Research, Osnabrueck University5
Santa Cruz Center for International Economics, Working Paper Series / Center for International Economics, UC Santa Cruz4
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey3
MPRA Paper / University Library of Munich, Germany2
Macroeconomics / University Library of Munich, Germany2

Recent works citing Yin-Wong Cheung (2021 and 2020)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020Dissecting the Linkages between Variations in Crude Oil Price and Selected Macroeconomic Variables in Nigeria. (2020). Kamah, Miriam ; Riti, Joshua S. In: Journal of Contemporary Research in Business, Economics and Finance. RePEc:ajp:jcrbef:2020:p:37-46.

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2021.

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2020Impact of Public Debt, Deficit and Debt Financing on Private Investment in a Large Country: Evidence from the United States. (2020). Kia, Amir. In: World Journal of Applied Economics. RePEc:ana:journl:v:6:y:2020:i:2:p:139-161.

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2021Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2020Deeply Equal-Weighted Subset Portfolios. (2020). Il, Sang. In: Papers. RePEc:arx:papers:2006.14402.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2021Best-response dynamics, playing sequences, and convergence to equilibrium in random games. (2021). Tarbush, Bassel ; Scott, Alex ; Pangallo, Marco ; Mungo, Luca ; Jang, Yoojin ; Heinrich, Torsten ; Wiese, Samuel. In: Papers. RePEc:arx:papers:2101.04222.

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2021Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating. (2021). Khushi, Matloob ; Singh, Jaideep. In: Papers. RePEc:arx:papers:2103.09106.

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2021Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2103.16908.

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2021Forecasting open-high-low-close data contained in candlestick chart. (2021). Wang, Shanshan ; Huang, Wenyang. In: Papers. RePEc:arx:papers:2104.00581.

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2021The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers. (2021). Avileis, Felipe ; Mallory, Mindy. In: Papers. RePEc:arx:papers:2104.12706.

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2021Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices. (2021). Zhao, Theodore ; Leung, Tim. In: Papers. RePEc:arx:papers:2105.08133.

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2020What do we know about Korean Outward Foreign Direct Investment? Applying Spatial Models. (2020). Hsu, Wen-Jen ; Yang, Wen ; Liu, Yi-Cheng. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2020:p:204-217.

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2020Exchange rate movements and the export sector: new empirical evidence from Nigeria. (2020). Orji, Anthony ; Anthony-Orji, Onyinye ; Okeke, Chiamaka ; Ogbuabor, Jonathan E. In: Economic Thought journal. RePEc:bas:econth:y:2020:i:1:p:80-93,94-106.

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2020Una aproximación a los determinantes de acumulación de reservas internacionales en economías emergentes. (2020). Porras-Alarcon, Cristian Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1126.

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2020DETERMINANTS OF FOREIGN EXCHANGE RESERVES IN SERBIA AND NORTH MACEDONIA. (2020). Bošnjak, Mile ; Kordi, Gordana ; Bilas, Vlatka ; Bonjak, Mile. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:226:p:103-120.

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2020Central bank swaps then and now: swaps and dollar liquidity in the 1960s. (2020). Schenk, Catherine R ; McCauley, Robert N. In: BIS Working Papers. RePEc:bis:biswps:851.

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2020The effectiveness of macroprudential policies and capital controls against volatile capital inflows. (2020). Ito, Hiro ; Frost, Jon ; van Stralen, Rene. In: BIS Working Papers. RePEc:bis:biswps:867.

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2020Banking across borders: Are Chinese banks different?. (2020). Koch, Catherine ; Cerutti, Eugenio ; Pradhan, Swapan-Kumar. In: BIS Working Papers. RePEc:bis:biswps:892.

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2020Capital flight and diamond exports in the Central African Republic: The role of political governance crisis. (2020). Njong, Mom Aloysius ; Yapatake, Thales Pacific. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:362-374.

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2020On the asymmetric effects of the real exchange rate on domestic investment in G7 countries. (2020). Baek, Jungho ; Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:4:p:303-318.

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2020Does it pay to be green? A disaggregated analysis of U.S. firms with green patents. (2020). Przychodzen, Wojciech ; Segbotangni, Elyse A ; van Hoang, Thi Hong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:1331-1361.

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2021On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub?Saharan Africa. (2021). Bikai, Jacques Landry ; Owoundi, Ferdinand. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:327-345.

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2020The Renminbi as a Trading Currency: Evidence from Selected Countries Participating in the Belt and Road Initiative. (2020). Li, Yingting ; Gao, Haihong . In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:5:p:45-63.

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2020Safehavenness of the Chinese renminbi. (2020). Fong, Tom ; Tong, Alfred Yun. In: International Finance. RePEc:bla:intfin:v:23:y:2020:i:2:p:215-233.

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2020What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020.

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2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2020). Gil-Alana, Luis ; GilAlana, Luis ; Caporale, Guglielmo Maria. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185.

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2020The forward‐looking ability of the real exchange rate and its misalignment to forecast the economic performance and the stock market return. (2020). Tim, Douglas Kai. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2723-2741.

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2020Common Factor Augmented Forecasting Models for the US Dollar-Korean Won Exchange Rate. (2020). Kim, Hyeongwoo. In: Working Papers. RePEc:bok:wpaper:2005.

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2021Identification of Non-Equilibrium Beliefs in Games of Incomplete Information Using Experimental Data. (2021). Aguirregabiria, Victor ; Erhao, Xie ; Victor, Aguirregabiria. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:26:n:4.

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2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

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2020A wavelet-based variance ratio unit root test for a system of equations. (2020). Kristofer, Mnsson ; Ghazi, Shukur ; Aziz, Ali Abdul. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:16:n:2.

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2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289.

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2020Lockdown Policies: A Macrodynamic Perspective for Covid-19. (2020). Marzano, Elisabetta ; Chiarini, Bruno ; Ferrara, Maria ; Cisco, Gianluigi ; Busato, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8465.

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2020Chinese Exchange Rate Policy: Lessons for Global Investors. (2020). Westermann, Frank ; Melvin, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8493.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2020MULTIPRIL, a new database on multilateral price levels and currency misalignments. (2020). Mignon, Valérie ; COUHARDE, Cécile ; Grekou, Carl. In: Working Papers. RePEc:cii:cepidt:2020-12.

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2020Effects of Exchange Rate Volatility on Export Diversity: The Role of Production Constraints. (2020). Miao, Zhuang ; Long, Ngo ; Li, Yifan ; van Long, Ngo. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-41.

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2020EXAMINING THE LONG MEMORY IN STOCK RETURNS AND LIQUIDITY IN INDIA. (2020). Bala, Anju ; Gupta, Kapil. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:25-43.

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2020The Non-U.S. Bank Demand for U.S. Dollar Assets. (2020). Adrian, Tobias ; Xie, Peichu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14437.

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2020Would Currency Appreciation Reduce the Trade Surplus?. (2020). Gong, Liutang ; Ji, Ting ; Mei, Dongzhou . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2020:v:21:i:1:meijigong.

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2020Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations. (2020). TANG, Edward Chi Ho ; Leung, Charles ; Ho, Edward Chi ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1081.

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2020Remittances and inflation in OPEC countries:Evidence from bias-corrected least-squares dummy variable (CLSDV) estimator. (2020). sbia, rashid ; HAMDI, Helmi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00550.

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2020The predictive power of equilibrium exchange rate models. (2020). Rubaszek, Michał ; Mijakovic, Andrej ; Ca' Zorzi, Michele ; Michele Ca, ; Cap, Adam. In: Working Paper Series. RePEc:ecb:ecbwps:20202358.

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2020Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-5.

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2020Volatility Asymmetry of Scale Indexes - Taking China as an Example. (2020). Gan, Su-Mei ; Lin, Li-Wei ; Cheng, Jao-Hong ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-19.

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2021Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-11.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2020Replicator based on imitation for finite and arbitrary networked communities. (2020). Zazo, S ; Sanz, Jose M. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:378:y:2020:i:c:s0096300320301351.

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2021A systematic comparison of machine learning methods for modeling of dynamic processes applied to combustion emission rate modeling. (2021). Powell, Kody M ; Andersson, Klas ; Blackburn, Landen D ; Tuttle, Jacob F. In: Applied Energy. RePEc:eee:appene:v:292:y:2021:i:c:s0306261921003743.

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2021Forecasting residential electricity consumption using a hybrid machine learning model with online search data. (2021). Shao, Xueyan ; Chi, Hong ; Gao, Feng. In: Applied Energy. RePEc:eee:appene:v:300:y:2021:i:c:s0306261921007947.

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2020Exchange rate movements in emerging economies - Global vs regional factors in Asia. (2020). Chiappini, Raphaël ; Lahet, Delphine. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301476.

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2020Assessing the price dynamics of onshore and offshore RMB markets: An ITS model approach. (2020). Wang, Shouyang ; Zheng, Jiali ; Bao, Qin ; Sun, Yuying. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20300730.

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2020Time series forecasting of COVID-19 transmission in Canada using LSTM networks. (2020). Zhang, Lei ; Reddy, Vinay Kumar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920302642.

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2020The Lazarus drug: the impact of antiretroviral therapy on economic growth. (2020). Tompsett, Anna. In: Journal of Development Economics. RePEc:eee:deveco:v:143:y:2020:i:c:s0304387818309337.

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2020Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301901.

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2021A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749.

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2020On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China. (2020). Lai, Jennifer ; McNelis, Paul D ; Chen, Hongyi. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:759-768.

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2021A novel approach to the estimation of an actively managed component of foreign exchange reserves. (2021). Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:83-95.

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2021Assessing India’s productivity trends and endogenous growth: New evidence from technology, human capital and foreign direct investment. (2021). Ghosh, Taniya ; Parab, Prashant Mehul. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:182-195.

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2021Exchange rate induced export quality upgrading: A firm-level perspective. (2021). Parsley, David ; Hu, Cui ; Tan, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:336-348.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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2020Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?. (2020). de Mendonça, Helder ; Nascimento, Natalia Cunha ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302651.

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2020States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912.

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2020Investigating properties of commodity price responses to real and nominal shocks. (2020). Kim, Hyeongwoo ; Zhang, Yunxiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305151.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932.

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2020Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x.

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2020Long-run dynamics of exchange rates: A multi-frequency investigation. (2020). Vo, Duc Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819303080.

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2020Japan’s impactful augmentation of quantitative easing sovereign-bond purchases. (2020). Inaba, Kei-Ichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301492.

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2021Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4. (2021). Salisu, Afees ; Musa, Abdullahi ; Mevweroso, Chioma R ; Aliyu, Victoria O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302072.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2021Wage distortion and green technological progress: A directed technological progress perspective. (2021). Yang, Lili ; Fan, Meiting ; Shao, Shuai. In: Ecological Economics. RePEc:eee:ecolec:v:181:y:2021:i:c:s0921800920322035.

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2020Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641.

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2020Have the free trade agreements reduced inflation rates?. (2020). Lim, Hosung ; Kwark, Noh-Sun. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300598.

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2020Response surface estimates of the LM unit root tests. (2020). Lee, Junsoo ; Nazlioglu, Saban. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301099.

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2020Sequential monitoring for changes from stationarity to mild non-stationarity. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:209-238.

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2021The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:569-590.

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2020The influence of land cover data on farm-scale valuations of natural capital. (2020). Whyatt, Duncan J ; Burke, Thomas ; Abbatt, Jon ; Blackburn, Alan G ; Rowland, Clare. In: Ecosystem Services. RePEc:eee:ecoser:v:42:y:2020:i:c:s2212041620300073.

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2020On the learning patterns and adaptive behavior of terrorist organizations. (2020). Jaspersen, Johannes G ; Montibeller, Gilberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:221-234.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Do structural breaks in volatility cause spurious volatility transmission?. (2020). Caporin, Massimiliano ; Malik, Farooq. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:60-82.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2020How green is the “Belt and Road Initiative”? – Evidence from Chinese OFDI in the energy sector. (2020). Wu, Peng ; Jiang, Jie ; Wang, Yile ; Liu, Haiyue. In: Energy Policy. RePEc:eee:enepol:v:145:y:2020:i:c:s0301421520304365.

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2020The economic importance of rare earth elements volatility forecasts. (2020). Schweizer, Denis ; Proelss, Juliane ; Seiler, Volker. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306148.

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2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964.

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2020Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile. (2020). Pincheira, Pablo ; Neumann, Federico ; Pincheira-Brown, Pablo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319304477.

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2020Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence. (2020). Abid, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305781.

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2021Modelling stock market data in China: Crisis and Coronavirus. (2021). Gil-Alana, Luis ; Wanke, Peter ; Chen, Zhongfei ; Cristofaro, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316792.

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2020Framing and repeated competition. (2020). Nax, Heinrich H ; Masilinas, Aidas. In: Games and Economic Behavior. RePEc:eee:gamebe:v:124:y:2020:i:c:p:604-619.

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2020A quantitative model of international lending of last resort. (2020). Gete, Pedro ; Melkadze, Givi. In: Journal of International Economics. RePEc:eee:inecon:v:123:y:2020:i:c:s002219962030009x.

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2021Puzzling exchange rate dynamics and delayed portfolio adjustment. (2021). van Wincoop, Eric ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000374.

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2020Real exchange rate misalignments in developing countries: The role of exchange rate flexibility and capital account openness. (2020). Mahraddika, Wishnu. In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:1-24.

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2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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2021MULTIPRIL, a new database on multilateral price levels and currency misalignments. (2021). Mignon, Valérie ; Grekou, Carl ; Couharde, Cecile. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:94-117.

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2021The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates. (2021). Kouwenberg, Roy ; Cumperayot, Phornchanok. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:167-176.

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More than 100 citations found, this list is not complete...

Yin-Wong Cheung is editor of


Journal
Pacific Economic Review
Asia-Pacific Journal of Accounting & Economics

Yin-Wong Cheung has edited the books:


YearTitleTypeCited

Works by Yin-Wong Cheung:


YearTitleTypeCited
1993A Fractional Cointegration Analysis of Purchasing Power Parity. In: Journal of Business & Economic Statistics.
[Citation analysis]
article265
1993Long Memory in Foreign-Exchange Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article147
1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test. In: Journal of Business & Economic Statistics.
[Citation analysis]
article143
1997Common Predictable Components in Regional Stock Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article13
1997Further Investigation of the Uncertain Unit Root in GNP. In: Journal of Business & Economic Statistics.
[Citation analysis]
article70
1996Further Investigation of the Uncertain Unit Root in GNP.(1996) In: NBER Technical Working Papers.
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paper
1995Further investigation of the uncertain unit root in GNP.(1995) In: Econometrics.
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paper
2005Exchange Rates and Markov Switching Dynamics In: Journal of Business & Economic Statistics.
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article58
2004Exchange Rates and Markov Switching Dynamics.(2004) In: CESifo Working Paper Series.
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paper
2005Exchange Rates and Markov Switching Dynamics.(2005) In: Working Papers.
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paper
2011The Determinants of Chinese Outward Direct Investment – By Hinrich Voss In: Asian-Pacific Economic Literature.
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article0
2011Renminbi Going Global In: China & World Economy.
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article18
2011Renminbi Going Global.(2011) In: Santa Cruz Department of Economics, Working Paper Series.
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paper
2011Renminbi Going Global.(2011) In: Working Papers.
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paper
2016Chinas Bilateral Currency Swap Lines In: China & World Economy.
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article2
2016Chinas Bilateral Currency Swap Lines.(2016) In: CESifo Working Paper Series.
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paper
2019Geographic Spread of Currency Trading: The Renminbi and Other Emerging Market Currencies In: China & World Economy.
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article4
1993Do Gold Market Returns Have Long Memory? In: The Financial Review.
[Citation analysis]
article50
2017Estimating currency misalignment using the Penn effect: It is not as simple as it looks In: International Finance.
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article5
2016Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks.(2016) In: NBER Working Papers.
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paper
1992 Stock Price Dynamics and Firm Size: An Empirical Investigation. In: Journal of Finance.
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article54
1993TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION In: Journal of Time Series Analysis.
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article25
1993Finite-Sample Sizes of Johansens Likelihood Ration Tests for Conintegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article464
1995Lag Order and Critical Values of a Modified Dickey-Fuller Test. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article65
2001A Note on the Power of Money?Output Causality Tests In: Oxford Bulletin of Economics and Statistics.
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article1
2005AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE In: Pacific Economic Review.
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article4
2003An Analysis of Hong Kong Export Performance.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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paper
2003An Analysis of Hong Kong Export Performance.(2003) In: Working Papers.
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paper
2009EMPIRICS OF CHINAS OUTWARD DIRECT INVESTMENT In: Pacific Economic Review.
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article57
2009The Empirics of Chinas Outward Direct Investment.(2009) In: CESifo Working Paper Series.
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paper
2009The Empirics of Chinas Outward Direct Investment.(2009) In: Working Papers.
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paper
2011RENMINBISING CHINAS FOREIGN ASSETS In: Pacific Economic Review.
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article17
2010Renminbising Chinas Foreign Assets.(2010) In: CESifo Working Paper Series.
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paper
2010Renminbising Chinas Foreign Assets.(2010) In: Working Papers.
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paper
2014Chinas Capital Controls: Through the Prism of Covered Interest Differentials In: Pacific Economic Review.
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article9
2013Chinas capital controls : Through the prism of covered interest differentials.(2013) In: BOFIT Discussion Papers.
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paper
2013Chinas Capital Controls - Through the Prism of Covered Interest Differentials.(2013) In: CESifo Working Paper Series.
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paper
2013Chinas Capital Controls - Through the Prism of Covered Interest Differentials.(2013) In: Working Papers.
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paper
2017Effects of capital flow on the equity and housing markets in Hong Kong In: Pacific Economic Review.
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article6
2017Effects of Capital Flow on the Equity and Housing Markets in Hong Kong.(2017) In: Working Papers.
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paper
2019Hoarding of international reserves: Its a neighbourly day in Asia In: Pacific Economic Review.
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article0
2010Capital Flight: Chinas Experience In: Review of Development Economics.
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article10
2010Capital Flight: Chinas Experience.(2010) In: CESifo Working Paper Series.
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paper
2010Capital Flight: Chinas Experience.(2010) In: Working Papers.
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paper
2014The Missing Link: Chinas Contracted Engineering Projects in Africa In: Review of Development Economics.
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article3
2006Cross?country Relative Price Volatility: Effects of Market Structure* In: Review of International Economics.
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article4
2005Cross-Country Relative Price Volatility: Effects of Market Structure.(2005) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
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paper
2005Cross-Country Relative Price Volatility: Effects of Market Structure.(2005) In: Working Papers.
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paper
2009Hoarding of International Reserves: Mrs Machlups Wardrobe and the Joneses In: Review of International Economics.
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article72
2007Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses.(2007) In: CESifo Working Paper Series.
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2012Chinas Outward Direct Investment in Africa In: Review of International Economics.
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article27
2011Chinas Outward Direct Investment in Africa.(2011) In: Working Papers.
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paper
2011Exchange rate misalignment estimates : Sources of differences In: BOFIT Discussion Papers.
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paper2
2011Exchange Rate Misalingment Estimates - Sources of Differences.(2011) In: CESifo Working Paper Series.
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2014EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES.(2014) In: International Journal of Finance & Economics.
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article
2012Are Chinese trade flows different? In: BOFIT Discussion Papers.
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paper52
2012Are Chinese trade flows different?.(2012) In: Journal of International Money and Finance.
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article
2012Are Chinese Trade Flows Different?.(2012) In: NBER Working Papers.
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paper
2013Impact of exchange rate move-ments on exports : An analysis of Indian non-financial sector firms In: BOFIT Discussion Papers.
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paper54
2013Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms.(2013) In: CESifo Working Paper Series.
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paper
2013Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms.(2013) In: Journal of International Money and Finance.
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article
2012Impact of exchange rate movements on exports: an analysis of Indian non-financial sector firms.(2012) In: MPRA Paper.
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paper
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: BOFIT Discussion Papers.
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paper28
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Santa Cruz Department of Economics, Working Paper Series.
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paper
2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series.
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paper
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Journal of International Money and Finance.
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article
2014The structural behavior of China–US trade flows In: BOFIT Discussion Papers.
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paper0
2014The Structural Behavior of China-US Trade Flows.(2014) In: CESifo Working Paper Series.
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paper
2017The Renminbi central parity : An empirical investigation In: BOFIT Discussion Papers.
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paper12
2016The Renminbi Central Parity: An Empirical Investigation.(2016) In: CESifo Working Paper Series.
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paper
2016The Renminbi Central Parity: An Empirical Investigation.(2016) In: Working Papers.
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paper
2019Truths and myths about RMB misalignment : A meta-analysis In: BOFIT Discussion Papers.
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paper1
2019Truths and Myths About RMB Misalignment: A Meta-analysis.(2019) In: Comparative Economic Studies.
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article
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration In: Santa Cruz Center for International Economics, Working Paper Series.
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paper24
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: CESifo Working Paper Series.
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2003China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration.(2003) In: China Economic Review.
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article
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: Working Papers.
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2003What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated In: Santa Cruz Center for International Economics, Working Paper Series.
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2003What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated.(2003) In: CESifo Working Paper Series.
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2003Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? In: Santa Cruz Center for International Economics, Working Paper Series.
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paper526
2003Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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paper
2005Empirical exchange rate models of the nineties: Are any fit to survive?.(2005) In: Journal of International Money and Finance.
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article
2005Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2005) In: Working Papers.
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2004Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2004) In: IMF Working Papers.
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paper
2002Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2002) In: NBER Working Papers.
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paper
2003The Chinese Economies in Global Context: The Integration Process and Its Determinants In: Santa Cruz Center for International Economics, Working Paper Series.
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2003The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2006The Chinese economies in global context: The integration process and its determinants.(2006) In: Journal of the Japanese and International Economies.
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2005The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2005) In: Working Papers.
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2003The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2003) In: NBER Working Papers.
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2016Chinas capital flight: Pre- and post-crisis experiences In: Santa Cruz Department of Economics, Working Paper Series.
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paper14
2015Chinas Capital Flight: Pre- and Post-Crisis Experiences.(2015) In: CESifo Working Paper Series.
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2016Chinas capital flight: Pre- and post-crisis experiences.(2016) In: Journal of International Money and Finance.
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article
2015Chinas Capital Flight: Pre- and Post-Crisis Experiences.(2015) In: IEER Working Papers.
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paper
2009A Long Memory Model with Mixed Normal GARCH for US Inflation Data In: Santa Cruz Department of Economics, Working Paper Series.
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paper1
2009A Long Memory Model with Mixed Normal GARCH for US Inflation Data.(2009) In: Santa Cruz Department of Economics, Working Paper Series.
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2004Exchange Rate Dynamics: Where is the Saddle Path? In: CESifo Working Paper Series.
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2004The Suitability of a Greater China Currency Union In: CESifo Working Paper Series.
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paper3
2004The Suitability of A Greater China Currency Union.(2004) In: Working Papers.
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2004An Output Perspective on a Northeast Asia Currency Union In: CESifo Working Paper Series.
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paper7
2005An Output Perspective on a Northeast Asia Currency Union.(2005) In: Working Papers.
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paper
2005Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries In: CESifo Working Paper Series.
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paper3
2006A Reappraisal of the Border Effect on Relative Price Volatility In: CESifo Working Paper Series.
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paper4
2006A Reappraisal of the Border Effect on Relative Price Volatility.(2006) In: Working Papers.
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paper
2006A Reappraisal of the Border Effect on Relative Price Volatility.(2006) In: International Economic Journal.
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article
2006An Empirical Model of Daily Highs and Lows In: CESifo Working Paper Series.
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paper22
2006An Empirical Model of Daily Highs and Lows.(2006) In: Working Papers.
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paper
2007An empirical model of daily highs and lows.(2007) In: International Journal of Finance & Economics.
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article
2007The Overvaluation of Renminbi Undervaluation In: CESifo Working Paper Series.
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paper101
2007The overvaluation of Renminbi undervaluation.(2007) In: Journal of International Money and Finance.
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2007The Overvaluation of Renminbi Undervaluation.(2007) In: Working Papers.
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2007The Overvaluation of Renminbi Undervaluation.(2007) In: NBER Working Papers.
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2007Does the Chinese Interest Rate Follow the US Interest Rate? In: CESifo Working Paper Series.
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paper26
2006Does the Chinese Interest Rate Follow the US Interest Rate?.(2006) In: Working Papers.
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2008Does the Chinese interest rate follow the US interest rate?.(2008) In: International Journal of Finance & Economics.
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article
1999On Cross-Country Differences in the Persistence of Real Exchange Rates In: CESifo Working Paper Series.
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paper85
2000On cross-country differences in the persistence of real exchange rates.(2000) In: Journal of International Economics.
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1999Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements In: CESifo Working Paper Series.
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2002Output dynamics of the G7 countries--stochastic trends and cyclical movements.(2002) In: Applied Economics.
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2008Deviations from the Law of One Price in Japan In: CESifo Working Paper Series.
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paper8
2008A High-Low Model of Daily Stock Price Ranges In: CESifo Working Paper Series.
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paper16
2009A High-Low Model of Daily Stock Price Ranges.(2009) In: Working Papers.
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2009A high-low model of daily stock price ranges.(2009) In: Journal of Forecasting.
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2008Speculative Attacks: A Laboratory Study in Continuous Time In: CESifo Working Paper Series.
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2009Speculative attacks: A laboratory study in continuous time.(2009) In: Journal of International Money and Finance.
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2009Speculative Attacks: A Laboratory Study in Continuous Time.(2009) In: Working Papers.
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paper
2000Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market In: CESifo Working Paper Series.
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paper310
2001Currency traders and exchange rate dynamics: a survey of the US market.(2001) In: Journal of International Money and Finance.
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2009Chinas Current Account and Exchange Rate In: CESifo Working Paper Series.
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paper83
2009Chinas Current Account and Exchange Rate.(2009) In: Working Papers.
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2010Chinas Current Account and Exchange Rate.(2010) In: NBER Chapters.
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2009Chinas Current Account and Exchange Rate.(2009) In: NBER Working Papers.
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2009A Cross-Country Empirical Analysis of International Reserves In: CESifo Working Paper Series.
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paper24
2009A Cross-Country Empirical Analysis of International Reserves.(2009) In: International Economic Journal.
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2000Testing for Output Convergence: A Re-Examination In: CESifo Working Paper Series.
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paper37
2004Testing for Output Convergence: A Re-examination.(2004) In: Working Papers.
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paper
2004Testing for output convergence: a re-examination.(2004) In: Oxford Economic Papers.
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2011Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules In: CESifo Working Paper Series.
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paper4
2011Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules.(2011) In: Working Papers.
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