Yin-Wong Cheung : Citation Profile


Are you Yin-Wong Cheung?

City University

34

H index

63

i10 index

4443

Citations

RESEARCH PRODUCTION:

101

Articles

149

Papers

2

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 164
   Journals where Yin-Wong Cheung has often published
   Relations with other researchers
   Recent citing documents: 343.    Total self citations: 151 (3.29 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch261
   Updated: 2019-02-13    RAS profile: 2018-02-10    
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Relations with other researchers


Works with:

Chinn, Menzie (7)

Qian, Xingwang (5)

Herrala, Risto (4)

Aizenman, Joshua (4)

Ito, Hiro (4)

Steinkamp, Sven (3)

Westermann, Frank (3)

Rime, Dagfinn (3)

Sengupta, Rajeswari (3)

Fujii, Eiji (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 (68)

Aizenman, Joshua (50)

Taylor, Mark (46)

Gil-Alana, Luis (46)

MacDonald, Ronald (41)

Sarno, Lucio (40)

Westermann, Frank (36)

Baum, Christopher (28)

Engel, Charles (28)

Chinn, Menzie (28)

Barkoulas, John (27)

Cites to:

Chinn, Menzie (164)

Fujii, Eiji (102)

Rogoff, Kenneth (69)

Frankel, Jeffrey (56)

Obstfeld, Maurice (41)

Aizenman, Joshua (39)

Taylor, Mark (36)

Engel, Charles (31)

Engle, Robert (31)

Rose, Andrew (31)

Wei, Shang-Jin (30)

Main data


Where Yin-Wong Cheung has published?


Journals with more than one article published# docs
Journal of International Money and Finance15
International Journal of Finance & Economics7
Pacific Economic Review7
Journal of Business & Economic Statistics6
Journal of International Economics5
Multinational Finance Journal4
Pacific-Basin Finance Journal4
Oxford Bulletin of Economics and Statistics3
Review of World Economics (Weltwirtschaftliches Archiv)3
Review of International Economics3
Economics Letters3
Oxford Economic Papers3
Journal of the Japanese and International Economies2
Review of Development Economics2
Applied Economics2
Journal of Econometrics2
International Economic Journal2
China & World Economy2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich44
Working Papers / Hong Kong Institute for Monetary Research39
Santa Cruz Department of Economics, Working Paper Series / Department of Economics, UC Santa Cruz12
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
Macroeconomics / University Library of Munich, Germany2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Yin-Wong Cheung (2018 and 2017)


YearTitle of citing document
2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2017Investigating Properties of Commodity Price Responses to Real and Nominal Shocks. (2017). Kim, Hyeongwoo ; Zhang, Yunxiao. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-02.

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2017Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez.

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2018A Firm-Level Reappraisal of Real Exchange Rate Undervaluation in China s Agricultural Exports and Growth. (2018). Mao, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276987.

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2017Linear and Non-linear Relationships Between Shares of the Agrifood Industries of the Warsaw Stock Exchange. Risk Aspect. (2017). Pera, Jacek. In: Problems of World Agriculture / Problemy Rolnictwa Światowego. RePEc:ags:polpwa:266522.

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2018BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118.

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2018Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19.

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2018Bank Capital and Credit Supply in Ivory Coast: Evidence from an ARDLBounds Testing Approach. (2018). Seraphin, Prao Yao ; Eugne, Kamalan. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:99-106.

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2017Some stylized facts of the Bitcoin market. (2017). Fernandez Bariviera, Aurelio ; Naiouf, Marcelo ; Hasperu, Waldo ; Jos, Mar'Ia . In: Papers. RePEc:arx:papers:1708.04532.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2018Time-dependent lead-lag relationship between the onshore and offshore Renminbi exchange rates. (2018). Xu, Hai-Chuan ; Sornette, Didier ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1803.09432.

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2018Tests for Forecast Instability and Forecast Failure under a Continuous Record Asymptotic Framework. (2018). Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10883.

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2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866.

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2018Entropy Analysis of Financial Time Series. (2018). Schwill, Stephan. In: Papers. RePEc:arx:papers:1807.09423.

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2018Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2018Pair-wise Convergence of Intra-city House Prices in Beijing. (2018). Gabrieli, Tommaso ; Xu, Yishuang ; Panagiotidis, Theodore. In: ERES. RePEc:arz:wpaper:eres2018_236.

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2018Co-Movement between Macroeconomic Variables and Capital Flight. (2018). Hunjra, Ahmed Imran ; Bakari, Haroon ; Mehmood, Hasnain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1185-1195.

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2017Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals. (2017). Sadaba, Barbara ; Pozzi, Lorenzo. In: Staff Working Papers. RePEc:bca:bocawp:17-22.

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2017Policy Rules for Capital Controls. (2017). Pasricha, Gurnain. In: Staff Working Papers. RePEc:bca:bocawp:17-42.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2018Private saving. New cross-country evidencebased on bayesian techniques. (2018). Hernando, Ignacio ; Valles, Javier ; Santabarbara, Daniel ; Pablos, Irene . In: Working Papers. RePEc:bde:wpaper:1802.

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2018Real exchange rate misalignments in the euro area. (2018). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1162_18.

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2017The Determinants of Consumer Price Dispersion: Evidence from French Supermarkets. (2017). SEVESTRE, Patrick ; Berardi, Nicoletta ; Thebault, J. In: Working papers. RePEc:bfr:banfra:632.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Informal one-sided target zone model and the Swiss franc. (2017). Moessner, Richhild ; Funke, Michael ; Chen, Yu-Fu. In: BIS Working Papers. RePEc:bis:biswps:660.

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2017Policy Rules for Capital Controls. (2017). Pasricha, Gurnain. In: BIS Working Papers. RePEc:bis:biswps:670.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018The role of regional and sectoral factors in Russian inflation developments. (2018). Tsvetkova, Anna ; Ponomarenko, Alexey ; Deryugina, Elena ; Karlova, Natalia . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps36.

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2017Real exchange rate misalignment of Asian currencies. (2017). Toulaboe, Dosse. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:1:p:39-52.

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2018United States–China Trade: President Trumps Misunderstandings. (2018). Huenemann, Ralph W. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:5:y:2018:i:1:p:150-154.

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2018Impact of Chinas Outward Foreign Direct Investment on Its Regional Economic Growth. (2018). Chen, Chunlai. In: China & World Economy. RePEc:bla:chinae:v:26:y:2018:i:3:p:1-21.

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2017A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries. (2017). Stengos, Thanasis ; Ozturk, Serda S. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:479-490.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Special issue on housing and financial stability: An introduction. (2017). Leung, Charles. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:273-275.

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2017Dissecting Exchange Rates and Fundamentals in the Modern Floating Era: The Role of Permanent and Transitory Shocks. (2017). Chou, Yu-Hsi. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:165-194.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2018Informal one‐sided target zone model and the Swiss franc*. (2018). Moessner, Richhild ; Funke, Michael ; Chen, Yufu . In: Review of International Economics. RePEc:bla:reviec:v:26:y:2018:i:5:p:1130-1153.

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2017Transmission of Chinas Shocks to the BRIS Countries. (2017). Kabundi, Alain ; Çakır, Mustafa ; Akir, Mustafa . In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:430-454.

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2018Can swap line arrangements help solve the Triffin dilemma? How?. (2018). Seghezza, Elena. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2691-2708.

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2017THE IMPACT OF MACROECONOMIC INDICATORS ON INDIAN STOCK PRICES: AN EMPIRICAL ANALYSIS. (2017). , Giri ; Pooja, Joshi . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:61-78.

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2018ardl: Estimating autoregressive distributed lag and equilibrium correction models. (2018). Kripfganz, Sebastian ; Schneider, Daniel. In: London Stata Conference 2018. RePEc:boc:usug18:09.

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2017Do macro shocks matter for equities?. (2017). Theodoridis, Konstantinos ; Dison, Will . In: Bank of England working papers. RePEc:boe:boeewp:0692.

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2017Currency co-movements in Asia-Pacific : The regional role of the Renminbi. (2017). marconi, daniela. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_010.

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2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

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2017The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities. (2017). Funke, Michael ; Tsang, Andrew ; Loermann, Julius . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_015.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2017The Role of Unobservable Fundamentals in Korea Exchange Rate Fluctuations: Bayesian Approach. (2017). Kim, Youngmin ; Lee, Seojin. In: Economic Analysis (Quarterly). RePEc:bok:journl:v:23:y:2017:i:3:p:1-22.

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2017Estimation of long memory in volatility using wavelets. (2017). Baruník, Jozef ; Jozef, Barunik ; Lucie, Kraicova . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:22:n:5.

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2017What Does Trade Openness Measure?. (2017). Fujii, Eiji. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6656.

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2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7073.

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2018Private Sector Savings. (2018). Pitoakova, Renata. In: DANUBE: Law and Economics Review. RePEc:cmn:journl:y:2018:i:1:p:1-17.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Firms Beliefs and Learning: Models, Identification, and Empirical Evidence. (2018). Aguirregabiria, Victor ; Jeon, Jihye. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13255.

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2018Capital Controls: Myth and Reality--A Portfolio Balance Approach. (2018). Rogoff, Kenneth ; Reinhart, Carmen ; Magud, Nicolas. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:magud:reinhart:rogoff.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2017Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00.

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2017Public capital in the 21st century: As productive as ever?. (2017). Ferdinandusse, Marien ; De Jong, Jasper ; Funda, Josip . In: DNB Working Papers. RePEc:dnb:dnbwpp:542.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

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2017Hoarding international reserves and global liquidity expansion, what are the links and do they matter?. (2017). RAPELANORO, Nady. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-13.

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2017Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20.

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2018The role of exchange rate undervaluations on the inflation-growth nexus. (2018). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-15.

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2017Analysis of the Role of Export Value on the Reserve of South Africa. (2017). Ngwakwe, Collins C. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:4:p:5-14.

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2017Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach. (2017). el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00712.

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2017The impacts of the oil price fall on the exchange rates of ASEAN-5: Evidence from the 2014 oil price shock. (2017). Sultonov, Mirzosaid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00172.

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2017Currency evaluation using a big mac index for Thailand – lessons for Vietnam. (2017). Vo, Duc. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00201.

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2018Exchange Rate and Service Exports from India: A Nonlinear ARDL Analysis. (2018). Sahoo, Manoranjan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00238.

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2018The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00408.

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2017Real exchange rate misalignments in the euro area. (2017). Schmitz, Martin ; Giordano, Claire ; Fidora, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172108.

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2018Detrending and financial cycle facts across G7 countries: mind a spurious medium term!. (2018). Schüler, Yves ; Schuler, Yves S. In: Working Paper Series. RePEc:ecb:ecbwps:20182138.

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2018Exchange rate forecasting on a napkin. (2018). Michele Ca, ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20182151.

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2017Stock Prices and Real Exchange Rate Movements in the Gulf Cooperation Council. (2017). Hassanain, Khalifa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-14.

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2017Shareholders’ Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters. (2017). Muhamad, Peshraw Majid . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-15.

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2017A Model of the Dynamic of the Relationship between Exchange Rate and Indonesia’s Export. (2017). Adam, Pasrun ; Rosnawintang, Rosnawintang ; Muthalib, Abd Aziz ; Nusantara, Ambo Wonua . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-33.

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2018Overshooting Indonesian Rupiah’s Exchange Rate towards US Dollar: Dornbusch Model Hypotheses Test. (2018). Suidarma, Made I ; Nengah, Gusti I ; Ayu, Putu Cita ; Sanica, Gede I. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-8.

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2018An Asymmetric Analysis of the Relationship between Openness and Inflation in Côte d’Ivoire. (2018). Kouton, Jeffrey. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-10.

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2018Economic Survey of Latin America and the Caribbean 2018. Evolution of investment in Latin America and the Caribbean: stylized facts, determinants and policy challenges. (2018). -, . In: Estudio Económico de América Latina y el Caribe. RePEc:ecr:col005:43965.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2018Investigating ASEAN’s electronic and labor-Intensive exports. (2018). Thorbecke, Willem. In: Journal of Asian Economics. RePEc:eee:asieco:v:55:y:2018:i:c:p:58-70.

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2017Confucius Institutes and FDI flows from China to Africa. (2017). Berg, Nathan ; Lien, Donald ; Akhtaruzzaman, Muhammad. In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:241-252.

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2017Not looking for trouble: Understanding large-scale Chinese overseas investment by sector and ownership. (2017). Luo, Limin ; Hubbard, Paul ; Qi, Zhen. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:142-164.

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2017Tariff and exchange rate pass-through for Chinese exports: A firm-level analysis across customs regimes. (2017). Bouvet, Florence ; van Assche, Ari ; Ma, Alyson C. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:87-96.

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2018Rising wages, yuans appreciation and Chinas processing exports. (2018). Xing, Yuqing. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:114-122.

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2018Culture and capital flows—Exploring the spatial differentiation of Chinas OFDI. (2018). Liu, Yuli ; Wang, Shufang ; Hu, Zhiding ; Ge, Yuejing. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:27-45.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2018Perpetual learning and apparent long memory. (2018). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:343-365.

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2017Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model. (2017). Bao, Yukun ; Xiong, Tao ; Li, Chongguang. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:11-23.

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2017Leverage versus volatility: Evidence from the capital structure of European firms. (2017). Masih, Abul ; EL Alaoui, AbdelKader ; Asutay, Mehmet ; Bacha, Obiyathulla Ismath. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:145-160.

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2017International trade and firms attitude towards risk. (2017). Mukherjee, Soumyatanu ; Broll, Udo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:69-73.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018Unemployment and optimal exchange rate in an open economy. (2018). Choi, Yoonho. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:82-90.

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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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2018Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach. (2018). Ning, YE ; Zhang, Lingxiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:193-203.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108.

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2018Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

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2017Rolling window selection for out-of-sample forecasting with time-varying parameters. (2017). Rossi, Barbara ; Inoue, Atsushi ; Jin, LU. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:55-67.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2018International reserves: Facing model uncertainty. (2018). Komarek, Lubos ; Benecka, Soa. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:523-531.

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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]
article237
1993Long Memory in Foreign-Exchange Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article126
1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test. In: Journal of Business & Economic Statistics.
[Citation analysis]
article110
1997Common Predictable Components in Regional Stock Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article10
1997Further Investigation of the Uncertain Unit Root in GNP. In: Journal of Business & Economic Statistics.
[Citation analysis]
article64
1996Further Investigation of the Uncertain Unit Root in GNP.(1996) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 64
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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article49
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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article16
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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article1
2016Chinas Bilateral Currency Swap Lines.(2016) In: CESifo Working Paper Series.
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paper
1993Do Gold Market Returns Have Long Memory? In: The Financial Review.
[Citation analysis]
article46
1992 Stock Price Dynamics and Firm Size: An Empirical Investigation. In: Journal of Finance.
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article46
1993Finite-Sample Sizes of Johansens Likelihood Ration Tests for Conintegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article411
1995Lag Order and Critical Values of a Modified Dickey-Fuller Test. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article48
2001 A Note on the Power of Money-Output Causality Tests. In: Oxford Bulletin of Economics and Statistics.
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article10
2005RECENT ADVANCES IN INTERNATIONAL FINANCE: INTRODUCTION In: Pacific Economic Review.
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article0
2005THE SUITABILITY OF A GREATER CHINA CURRENCY UNION In: Pacific Economic Review.
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article11
2004The Suitability of a Greater China Currency Union.(2004) In: CESifo Working Paper Series.
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paper
2004The Suitability of A Greater China Currency Union.(2004) In: Working Papers.
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paper
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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article38
2011RENMINBISING CHINAS FOREIGN ASSETS In: Pacific Economic Review.
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article16
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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article8
2013Chinas capital controls : Through the prism of covered interest differentials.(2013) In: BOFIT Discussion Papers.
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2013Chinas Capital Controls - Through the Prism of Covered Interest Differentials.(2013) In: CESifo Working Paper Series.
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2013Chinas Capital Controls - Through the Prism of Covered Interest Differentials.(2013) In: Working Papers.
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2017Effects of capital flow on the equity and housing markets in Hong Kong In: Pacific Economic Review.
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article3
2017Effects of Capital Flow on the Equity and Housing Markets in Hong Kong.(2017) In: Working Papers.
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2010Capital Flight: Chinas Experience In: Review of Development Economics.
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article7
2010Capital Flight: Chinas Experience.(2010) In: CESifo Working Paper Series.
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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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article1
2006Cross-country Relative Price Volatility: Effects of Market Structure In: Review of International Economics.
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article5
2005Cross-Country Relative Price Volatility: Effects of Market Structure.(2005) In: CESifo Working Paper Series.
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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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article64
2007Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses.(2007) In: CESifo Working Paper Series.
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paper
2012Chinas Outward Direct Investment in Africa In: Review of International Economics.
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article24
2011Chinas Outward Direct Investment in Africa.(2011) In: Working Papers.
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2011Exchange rate misalignment estimates : Sources of differences In: BOFIT Discussion Papers.
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paper1
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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paper40
2012Are Chinese trade flows different?.(2012) In: Journal of International Money and Finance.
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2012Are Chinese Trade Flows Different?.(2012) In: NBER Working Papers.
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2013Impact of exchange rate move-ments on exports : An analysis of Indian non-financial sector firms In: BOFIT Discussion Papers.
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paper33
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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paper20
2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series.
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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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2017The Renminbi central parity : An empirical investigation In: BOFIT Discussion Papers.
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paper4
2016The Renminbi Central Parity: An Empirical Investigation.(2016) In: CESifo Working Paper Series.
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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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paper23
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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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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paper453
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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2005Empirical exchange rate models of the nineties: Are any fit to survive?.(2005) In: Journal of International Money and Finance.
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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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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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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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paper1
2004An Output Perspective on a Northeast Asia Currency Union In: CESifo Working Paper Series.
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2005An Output Perspective on a Northeast Asia Currency Union.(2005) In: Working Papers.
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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
2005A Reappraisal of the Border Effect on Relative Price Volatility In: CESifo Working Paper Series.
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paper3
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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paper16
2006An Empirical Model of Daily Highs and Lows.(2006) In: Working Papers.
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2007An empirical model of daily highs and lows.(2007) In: International Journal of Finance & Economics.
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2007The Overvaluation of Renminbi Undervaluation In: CESifo Working Paper Series.
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paper94
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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paper25
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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paper79
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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paper14
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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paper11
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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paper12
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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2000Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market In: CESifo Working Paper Series.
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paper266
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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paper77
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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chapter
2009Chinas Current Account and Exchange Rate.(2009) In: NBER Working Papers.
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2009The Empirics of Chinas Outward Direct Investment In: CESifo Working Paper Series.
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paper34
2009The Empirics of Chinas Outward Direct Investment.(2009) In: Working Papers.
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2009A Cross-Country Empirical Analysis of International Reserves In: CESifo Working Paper Series.
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paper21
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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paper34
2004Testing for Output Convergence: A Re-examination.(2004) In: Working Papers.
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2004Testing for output convergence: a re-examination.(2004) In: Oxford Economic Papers.
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article
2011Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules In: CESifo Working Paper Series.
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2011Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules.(2011) In: Working Papers.
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2011Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules.(2011) In: Working Papers.
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2011Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries In: CESifo Working Paper Series.
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paper13
2012Trade Openness, Market Competition, and Inflation : Some Sectoral Evidence from OECD Countries.(2012) In: Working Papers.
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2012Exchange Rate Misalignment - The Case of the Chinese Renminbi In: CESifo Working Paper Series.
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paper3
2012The Penn Effect within a Country - Evidence from Japan In: CESifo Working Paper Series.
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paper0
2014The Penn effect within a country: evidence from Japan.(2014) In: Oxford Economic Papers.
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2001Equity Price Dynamics Before and After the Introduction of the Euro: A Note In: CESifo Working Paper Series.
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paper9
2001Equity Price Dynamics Before and After the Introduction of the Euro: A Note.(2001) In: Multinational Finance Journal.
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2001Hong Kong Output Dynamics: An Empirical Analysis In: CESifo Working Paper Series.
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paper2
2000Hong Kong Output Dynamics: An Empirical Analysis.(2000) In: Working Papers.
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2001Sectoral Trends and Cycles in Germany In: CESifo Working Paper Series.
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paper5
2003Sectoral trends and cycles in Germany.(2003) In: Empirical Economics.
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2001Market Structure, Technology Spillovers, and Persistence in Productivity Differentials In: CESifo Working Paper Series.
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paper2
2015International Reserves Before and After the Global Crisis: Is There No End to Hoarding? In: CESifo Working Paper Series.
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paper25
2015International reserves before and after the global crisis: Is there no end to hoarding?.(2015) In: Journal of International Money and Finance.
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2014International Reserves Before and After the Global Crisis: Is There No End to Hoarding?.(2014) In: NBER Working Papers.
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2015Chinas Capital Flight: Pre- and Post-Crisis Experiences 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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2015Chinas Capital Flight: Pre- and Post-Crisis Experiences.(2015) In: Working Papers.
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2002Effects of U.S. Inflation on Hong Kong and Singapore In: CESifo Working Paper Series.
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2002Effects of U.S. Inflation on Hong Kong and Singapore.(2002) In: Journal of Comparative Economics.
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2001Effects of U.S. Inflation on Hong Kong and Singapore.(2001) In: Working Papers.
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2003Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment In: CESifo Working Paper Series.
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paper61
2004Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments.(2004) In: Journal of International Economics.
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2003Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments.(2003) In: Working Papers.
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2009A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies In: Economie Internationale.
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2009A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies.(2009) In: Working Papers.
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