Yin-Wong Cheung : Citation Profile

University of California-Santa Cruz (UCSC)

40

H index

86

i10 index

6507

Citations

RESEARCH PRODUCTION:

124

Articles

175

Papers

2

Books

14

Chapters

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   35 years (1990 - 2025). See details.
   Cites by year: 185
   Journals where Yin-Wong Cheung has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 194 (2.9 %)

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   Permalink: http://citec.repec.org/pch261
   Updated: 2025-07-05    RAS profile: 2025-05-27    
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Relations with other researchers

Works with:

Westermann, Frank (7)

Aizenman, Joshua (4)

Qian, Xingwang (2)

Steinkamp, Sven (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:

Gil-Alana, Luis (98)

Menkhoff, Lukas (73)

Aizenman, Joshua (66)

Thorbecke, Willem (60)

Taylor, Mark (52)

Westermann, Frank (50)

Caporale, Guglielmo Maria (47)

Sarno, Lucio (43)

MacDonald, Ronald (40)

Chinn, Menzie (38)

Engel, Charles (34)

Cites to:

Chinn, Menzie (259)

Fujii, Eiji (147)

Rogoff, Kenneth (106)

Frankel, Jeffrey (78)

Aizenman, Joshua (66)

Obstfeld, Maurice (53)

Qian, Xingwang (48)

Taylor, Mark (46)

Lane, Philip (41)

Rose, Andrew (40)

Engel, Charles (40)

Main data

Where Yin-Wong Cheung has published?

Journals with more than one article published# docs
Journal of International Money and Finance24
International Journal of Finance & Economics7
Journal of Business & Economic Statistics6
Pacific Economic Review6
Journal of International Economics5
Review of International Economics4
Pacific-Basin Finance Journal4
Multinational Finance Journal4
Oxford Economic Papers3
Oxford Bulletin of Economics and Statistics3
Economics Letters3
China & World Economy3
Journal of International Commerce, Economics and Policy (JICEP)3
Journal of the Japanese and International Economies2
Review of Development Economics2
Open Economies Review2
Review of World Economics (Weltwirtschaftliches Archiv)2
Applied Economics2
Journal of Empirical Finance2
International Economic Journal2
Journal of Econometrics2
Economic and Political Studies2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo49
Working Papers / Hong Kong Institute for Monetary Research40
NBER Working Papers / National Bureau of Economic Research, Inc19
Santa Cruz Department of Economics, Working Paper Series / Department of Economics, UC Santa Cruz14
BOFIT Discussion Papers / Bank of Finland Institute for Emerging Economies (BOFIT)8
IEER Working Papers / Institute of Empirical Economic Research, Osnabrueck University6
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
BOFIT Policy Briefs / Bank of Finland Institute for Emerging Economies (BOFIT)2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Yin-Wong Cheung (2025 and 2024)

YearTitle of citing document
2025Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2025). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-01.

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2024Beliefs in Repeated Games: An Experiment. (2024). Aoyagi, Masaki ; Yuksel, Sevgi ; Frchette, Guillaume R. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:12:p:3944-75.

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2024EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods. (2024). Jiang, Zixiao ; Zhao, Xuanze ; Abdullah, Shamsul Nahar ; Ding, Hongcheng ; Dewi, Deshinta Arrova. In: Papers. RePEc:arx:papers:2408.13214.

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2024Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days. (2024). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2409.15320.

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2025Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang. In: Papers. RePEc:arx:papers:2410.22706.

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2025Identifying the Hidden Nexus between Benford Law Establishment in Stock Market and Market Efficiency: An Empirical Investigation. (2025). Sarkandiz, M R. In: Papers. RePEc:arx:papers:2501.02674.

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2025An Empirical Approach toward the Interaction between Pension System and Demographic Dividend: Evidence of a Co-Integrated Socio-Economic Model of China. (2025). Sarkandiz, Mostafa R. In: Papers. RePEc:arx:papers:2501.12144.

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2025Spatiotemporal Impact of Trade Policy Variables on Asian Manufacturing Hubs: Bayesian Global Vector Autoregression Model. (2025). Huang, Jun ; Wang, Haibo ; Sua, Lutfu S. In: Papers. RePEc:arx:papers:2503.17790.

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2025Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243.

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2025Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617.

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2024Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11.

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2025Monetary policy decision-making: how are household and firm heterogeneity incorporated?. (2025). Monetary, Hong Kong. In: BIS Papers chapters. RePEc:bis:bisbpc:157-07.

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2025Modelling Trust in the Central Bank Using Sentiment Analysis. (2025). Matevosova, Anastasia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:3-25.

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2024Exchange rates and political uncertainty: the Brexit case. (2024). Moramarco, Graziano ; Manasse, Paolo ; Trigilia, Giulio. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:621-652.

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2025Combating trade‐related fraud: do the Financial Action Task Force recommendations bite?. (2025). Raz, Arisyi ; Bensassi, Sami. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:322-347.

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2024Does governance matter? Comparing the determinants of Chinese and Western trade with Africa. (2024). Landry, David. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:2:p:342-354.

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2024Determinants of market‐assessed sovereign default risk: Macroeconomic fundamentals or global shocks?. (2024). Cho, Dooyeon ; Rhee, Dongeun. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:35-60.

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202430 years of exchange rate analysis and forecasting: A bibliometric review. (2024). Wang, Shouyang ; Wei, Yunjie ; Fang, Siran. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:973-1007.

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2025Cyclicality of International Reserves, Exchange Rate Flexibility, and Output Volatility. (2025). Qian, Xingwang ; Fujii, Eiji. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11800.

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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252.

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2024Central Bank of Tunisias foreign exchange reserves during the crisis period: Key determinants and a currency-based approach to optimizing structure. (2024). Dorsaf, Jday ; Hassene, Ben Mbarek. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00294.

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2024Impact of, Human Capital, Economic Factors, Energy Consumption, and Urban Growth on Environmental Sustainability in Morocco: An ARDL Approach. (2024). Hamid, Lakhmaiss ; el Asli, Hamdi ; Mohamed, Azeroual ; Zineb, Afif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-65.

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2024Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach. (2024). Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Acharya, Rajendra U ; Barua, Prabal Datta ; Sharma, Ekta ; Casillas-Perez, David ; Ghimire, Sujan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013035.

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2024Business environment and the choice of entry mode of OFDI: Evidence from China. (2024). Xie, Qing ; Yin, Hua. In: Journal of Asian Economics. RePEc:eee:asieco:v:92:y:2024:i:c:s1049007824000125.

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2024Stock market reactions under the shadow of the COVID-19 pandemic: Evidence from China. (2024). Zhou, Yujun ; Long, Huaigang ; Zaremba, Adam. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000388.

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2025On the use of the cumulant generating function for inference on time series. (2025). Ronchetti, E ; la Vecchia, D ; Moor, A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001282.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024Multibenchmark reality checks. (2024). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Arbues, Ignacio. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002050.

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2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

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2024Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001608.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach. (2024). Liu, Tie-Ying ; Ma, Jun-Teng. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000912.

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2024Comovement and Global Imbalances of Current Accounts. (2024). Yang, Zheng ; Kim, Yoonbai ; Lee, Junsoo ; You, YU. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000219.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2024Impact of asymmetry on exchange rate determination: The role of fundamentals. (2024). Korap, Levent. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001018.

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2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses. (2024). Sua, Lutfu S ; Wang, Haibo ; Alidaee, Bahram ; Ortiz, Jaime ; Huang, Jun. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001122.

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2024The effect of the 2022 energy crisis on electricity markets ashore the North Sea. (2024). Neumann, Anne ; Sather, Bjarne. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000884.

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2024Does voluntary environmental information disclosure prevent stock price crash risk? – Comparative analysis of chaebol and non-chaebol in Korea. (2024). Bae, Mincheol ; Sohn, Joongchan ; Cho, Jin Hyung ; Lee, Gunhee ; Han, Chanwoo. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001026.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2025Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test. (2025). Ren, Xiaohang ; Tao, Lizhu ; Liu, Chuanwang ; He, Yue. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225011375.

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2025Discovering nonlinear interactions between Chinas financial markets: A data-driven approach. (2025). Sornette, Didier ; Zhang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000626.

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2024Currency overvaluation and export product quality: Evidence from China. (2024). Shi, Zheng ; Xiong, Mengxu ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000826.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2024Benefits and costs: The impact of capital control on growth-at-risk in China. (2024). Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000930.

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2024The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2024Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167.

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2024Price spread prediction in high-frequency pairs trading using deep learning architectures. (2024). Cheng, Li-Chen ; Liu, Yun-Ti ; Liou, Jyh-Hwa. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007257.

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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2024Financial development, international reserves, and real exchange rate dynamics: Insights from the Europe and Central Asia region. (2024). Saadaoui, Jamel. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013886.

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2024Stock price crash risk and firms’ operating leverage. (2024). Chang, Xin ; Kwok, Wing Chun ; Wong, George. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000044.

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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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2025Taming seltens horse with impulse response. (2025). Sadrieh, Abdolkarim ; Neugebauer, Tibor ; Selten, Reinhard. In: Games and Economic Behavior. RePEc:eee:gamebe:v:150:y:2025:i:c:p:71-92.

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2025An investigation of monetary autonomy under corner solution and middle ground: A panel data analysis. (2025). Marquis, William ; Dong, Fang. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701725000022.

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2025Global currency hedging with ambiguity. (2025). Vasiljevi, Nikola ; Ulrych, Urban. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002802.

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2025Long-run choice anomalies in reinforcement learning with bounded memory. (2025). Giffin, Erin ; Lillethun, Erik. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000216.

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2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

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2024Real exchange rate and international reserves in the era of financial integration. (2024). Uddin, Gazi ; Saadaoui, Jamel ; Huynh, Luu Duc Toan ; Ho, Sy-Hoa ; Toan, Luu Duc ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:141:y:2024:i:c:s0261560624000019.

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2024Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135.

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2024Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Darvas, Zsolt ; Schepp, Zoltan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

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2024RMB internationalization and exchange rate exposure of Chinese listed firms. (2024). He, Qing ; Liu, Junyi ; Liang, Bailin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000858.

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2024Exchange rate and corporate investment: Heterogeneous effects via the global value chain networks. (2024). Huang, Wendi ; Zhang, Weikang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001463.

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2025Stock market responses to monetary policy shocks: Firm-level evidence. (2025). Spagnolo, Nicola ; Polyzos, Efstathios ; Arin, Peren K ; Kaplan, Samuel. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:83:y:2025:i:c:s0164070424000600.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2024China’s macroeconomic performance affects trading partners: How can their policies respond?. (2024). Ma, Jingmei ; Hussain, Ibrar ; Alam, Aftab. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:2:p:448-474.

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2024Aggregate demand and inflation response to monetary policy shocks in Tunisia. (2024). ben Mimoun, Mohamed ; Boukhatem, Jamel ; Raies, Asma. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:3:p:592-612.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024External debt currency denomination and the currency composition of foreign exchange reserves. (2024). Qian, Xingwang ; Zhu, Wenyu ; Lu, Dong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001896.

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2024Carbon price interval prediction method based on probability density recurrence network and interval multi-layer perceptron. (2024). Wang, Minggang ; Zhu, Mengrui ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000517.

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2025A modified Hegselmann–Krause model for interacting voters and political parties. (2025). Gottwald, Georg A ; Cahill, Patrick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001426.

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2024A method to measure bank output while excluding credit risk and retaining liquidity effects. (2024). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:167-179.

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2024Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261.

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2024Impact of economic policy uncertainty on global carbon emissions. (2024). Farid, Saqib ; Zafar, Quratulain. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:2:s1090944324000255.

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2025Bridging the divide: Exposing the intriguing link between international reserves and environmental status through the inverted U-shaped relationship. (2025). Abdelkader, Salim Bourchid ; Ayad, Hicham ; Djedaiet, Aissa. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:1:s1090944325000183.

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2025Multivariate rolling decomposition hybrid learning paradigm for power load forecasting. (2025). Li, Jinchang ; Chen, Zheyu ; Xu, Shenyi ; Nie, Ying. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:212:y:2025:i:c:s1364032125000486.

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2024Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Luo, Tao ; Zhang, Lixia ; Bai, Jiancheng ; Sun, Huaping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611.

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2024Do Chinas policy measures for RMB internationalization foster currency co-movements?. (2024). An, Jiyoun ; Kim, Hyo Sang ; Park, Bokyeong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:1033-1050.

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2024Social interactions in short squeeze scenarios. (2024). Suchanek, Max. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:898-919.

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2024Determinants of international Economic Policy Uncertainty transmission: The role of economic openness. (2024). Yeap, Xiu Wei ; Wang, Wei-Siang ; Chia, Wai-Mun ; Tan, Sook-Rei ; Li, Changtai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004593.

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2024Overreaction and underreaction to new information and the directional forecast of exchange rates. (2024). Semenov, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006683.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024IFCI-SA: International financial conditions index for South American economies. (2024). Garcia-Hiernaux, Alfredo ; Fried-Gindel, Alejandro ; Brum-Civelli, Conrado. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003003.

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2024Do multinational enterprises’ overseas investment activities promote their green transition performance? Evidence from Chinese listed companies. (2024). Sun, Chuanwang ; Zhang, Wenyue. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:594-608.

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2024Do Traditional Models or the Dominant Currency Paradigm Explain China€™s Export Behavior?. (2024). Thorbecke, Willem ; Salike, Nimesh ; Chen, Chen. In: Discussion papers. RePEc:eti:dpaper:24062.

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2025The Diminishing Impact of Exchange Rates on China€™s Exports. (2025). Thorbecke, Willem ; Salike, Nimesh ; Chen, Chen. In: Discussion papers. RePEc:eti:dpaper:25010.

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2024Drivers of Dollar Share in Foreign Exchange Reserves. (2024). Goldberg, Linda ; Hannaoui, Oliver Zain. In: Staff Reports. RePEc:fip:fednsr:97928.

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2024Asymmetric Exchange Rate Effects on Trade Flows in India. (2024). Sohrabji, Niloufer. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:114-:d:1391318.

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2024Carbon Price Forecasting Using Optimized Sliding Window Empirical Wavelet Transform and Gated Recurrent Unit Network to Mitigate Data Leakage. (2024). Yang, Zhishan ; Zhang, Zeyu ; Liu, Xiaoqian ; Yao, Jian. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4358-:d:1468543.

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2025Modelling Value-at-Risk and Expected Shortfall for a Small Capital Market: Do Fractionally Integrated Models and Regime Shifts Matter?. (2025). Souffargi, Wafa ; Boubaker, Adel. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:203-:d:1630710.

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2024The Mathematical Simulation of South Korea’s Financial and Economic Impacts from Real Estate Bubbles: Lessons from the China Evergrande Collapse. (2024). He, Yugang ; Wang, Dongxue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3058-:d:1489090.

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2025Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. (2025). Liu, Guangying ; Lin, Jinguan ; Mao, Yizhi ; Hao, Hongxia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1506-:d:1648583.

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2024A method to measure bank output while excluding credit risk and retaining liquidity effects. (2024). Chiappini, Raphaël ; Bruno, Olivier ; Groslambert, Bertrand. In: Post-Print. RePEc:hal:journl:hal-04452785.

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2024Big money reigns, small money gains - but who will fix the International Monetary System?. (2024). Srouji, Jeremy Samer. In: Post-Print. RePEc:hal:journl:hal-04459960.

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2024The Purchasing Power Parity Approach: Theory, Literature, and Evidence from the ADF-Based and KPSS-Based Tests for the Case of Turkiye. (2024). Iftci, Fatih. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:115-157.

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2024Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test. (2024). Sephton, Peter. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10458-4.

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2025Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2025). Basar, Ayse ; M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10617-1.

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2025Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis. (2025). Karata, Ali Rauf ; Kazak, Hasan ; Saiti, Buerhan ; Kili, Cneyt ; Akcan, Ahmet Tayfur. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10665-7.

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2025Financial Series Forecasting: A New Fuzzy Inference System for Crisp Values and Interval-Valued Predictions. (2025). de Aguiar, Eduardo Pestana ; Ballini, Rosangela ; Sa, Kaike. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10670-w.

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2025Enhancing Stock Market Prediction Using Gradient Boosting Neural Network: A Hybrid Approach. (2025). Shahin, Taraneh ; Ballestar, Mara Teresa ; Sanz, Ismael. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10671-9.

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2024The impact of real exchange rate uncertainty on exports by technology classification in emerging economies. (2024). Akpilic, Ferdi ; Aslan, Caglayan. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:4:d:10.1007_s10368-024-00626-8.

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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]		article298
1993Long Memory in Foreign-Exchange Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article162
1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test. In: Journal of Business & Economic Statistics.
[Citation analysis]		article239
1997Common Predictable Components in Regional Stock Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]		article16
1997Further Investigation of the Uncertain Unit Root in GNP. In: Journal of Business & Economic Statistics.
[Citation analysis]		article72
1996Further Investigation of the Uncertain Unit Root in GNP.(1996) In: NBER Technical Working Papers.
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1995Further investigation of the uncertain unit root in GNP.(1995) In: Econometrics.
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This paper has nother version. Agregated cites: 72		paper
2005Exchange Rates and Markov Switching Dynamics In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article67
2004Exchange Rates and Markov Switching Dynamics.(2004) In: CESifo Working Paper Series.
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2005Exchange Rates and Markov Switching Dynamics.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 67		paper
2011The Determinants of Chinese Outward Direct Investment – By Hinrich Voss In: Asian-Pacific Economic Literature.
[Full Text][Citation analysis]		article0
2011Renminbi Going Global In: China & World Economy.
[Citation analysis]		article24
2011Renminbi Going Global.(2011) In: Santa Cruz Department of Economics, Working Paper Series.
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2011Renminbi Going Global.(2011) In: Working Papers.
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2016Chinas Bilateral Currency Swap Lines In: China & World Economy.
[Full Text][Citation analysis]		article6
2016Chinas Bilateral Currency Swap Lines.(2016) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 6		paper
2019Geographic Spread of Currency Trading: The Renminbi and Other Emerging Market Currencies In: China & World Economy.
[Full Text][Citation analysis]		article10
1993Do Gold Market Returns Have Long Memory? In: The Financial Review.
[Citation analysis]		article61
2017Estimating currency misalignment using the Penn effect: It is not as simple as it looks In: International Finance.
[Full Text][Citation analysis]		article9
2016Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks.(2016) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9		paper
1992 Stock Price Dynamics and Firm Size: An Empirical Investigation. In: Journal of Finance.
[Full Text][Citation analysis]		article72
1993TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article29
1995ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
1993Finite-Sample Sizes of Johansens Likelihood Ration Tests for Conintegration. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article506
1995Lag Order and Critical Values of a Modified Dickey-Fuller Test. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article108
2001A Note on the Power of Money‐Output Causality Tests In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2005AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE In: Pacific Economic Review.
[Full Text][Citation analysis]		article4
2003An Analysis of Hong Kong Export Performance.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003An Analysis of Hong Kong Export Performance.(2003) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2009EMPIRICS OF CHINAS OUTWARD DIRECT INVESTMENT In: Pacific Economic Review.
[Full Text][Citation analysis]		article71
2009The Empirics of Chinas Outward Direct Investment.(2009) In: CESifo Working Paper Series.
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2009The Empirics of Chinas Outward Direct Investment.(2009) In: Working Papers.
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2011RENMINBISING CHINAS FOREIGN ASSETS In: Pacific Economic Review.
[Full Text][Citation analysis]		article20
2010Renminbising Chinas Foreign Assets.(2010) In: CESifo Working Paper Series.
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2010Renminbising Chinas Foreign Assets.(2010) In: Working Papers.
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2014Chinas Capital Controls: Through the Prism of Covered Interest Differentials In: Pacific Economic Review.
[Full Text][Citation analysis]		article16
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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2013Chinas capital controls: Through the prism of covered interest differentials.(2013) In: BOFIT Discussion Papers.
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This paper has nother version. Agregated cites: 16		paper
2017Effects of capital flow on the equity and housing markets in Hong Kong In: Pacific Economic Review.
[Full Text][Citation analysis]		article11
2017Effects of Capital Flow on the Equity and Housing Markets in Hong Kong.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2019Hoarding of international reserves: Its a neighbourly day in Asia In: Pacific Economic Review.
[Full Text][Citation analysis]		article0
2010Capital Flight: Chinas Experience In: Review of Development Economics.
[Full Text][Citation analysis]		article13
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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This paper has nother version. Agregated cites: 13		paper
2014The Missing Link: Chinas Contracted Engineering Projects in Africa In: Review of Development Economics.
[Full Text][Citation analysis]		article3
2006Cross‐country Relative Price Volatility: Effects of Market Structure* In: Review of International Economics.
[Full Text][Citation analysis]		article4
2005Cross-Country Relative Price Volatility: Effects of Market Structure.(2005) In: CESifo Working Paper Series.
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2005Cross-Country Relative Price Volatility: Effects of Market Structure.(2005) In: Working Papers.
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2009Hoarding of International Reserves: Mrs Machlups Wardrobe and the Joneses In: Review of International Economics.
[Full Text][Citation analysis]		article86
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.
[Full Text][Citation analysis]		article33
2011Chinas Outward Direct Investment in Africa.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 33		paper
2022RMB misalignment: What does a meta‐analysis tell us? In: Review of International Economics.
[Full Text][Citation analysis]		article1
2011Exchange rate misalignment estimates : Sources of differences In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Are Chinese trade flows different? In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper62
2013Impact of exchange rate move-ments on exports : An analysis of Indian non-financial sector firms In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper64
2013Chinas capital controls : Through the prism of covered interest differentials In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper0
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper40
2014The structural behavior of China–US trade flows In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper0
2017The Renminbi central parity : An empirical investigation In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Truths and myths about RMB misalignment : A meta-analysis In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper3
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration In: Santa Cruz Center for International Economics, Working Paper Series.
[Full Text][Citation analysis]		paper26
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.
[Full Text][Citation analysis]
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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.
[Full Text][Citation analysis]		paper11
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.
[Full Text][Citation analysis]		paper640
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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This paper has nother version. Agregated cites: 640		paper
2002Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2002) In: NBER Working Papers.
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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.
[Full Text][Citation analysis]		paper23
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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2015Chinas Capital Flight: Pre- and Post-Crisis Experiences.(2015) In: IEER 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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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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2014The offshore renminbi exchange rate: Microstructure and links to the onshore market In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper43
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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2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: BOFIT Discussion Papers.
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2004Exchange Rate Dynamics: Where is the Saddle Path? In: CESifo Working Paper Series.
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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats In: CESifo Working Paper Series.
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2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats.(2025) In: IEER Working Papers.
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2004The Suitability of a Greater China Currency Union In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
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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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.
[Full Text][Citation analysis]		paper3
2006A Reappraisal of the Border Effect on Relative Price Volatility In: CESifo Working Paper Series.
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2006A Reappraisal of the Border Effect on Relative Price Volatility.(2006) In: Working Papers.
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2006A Reappraisal of the Border Effect on Relative Price Volatility.(2006) In: International Economic Journal.
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2006An Empirical Model of Daily Highs and Lows In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper28
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.
[Full Text][Citation analysis]		paper115
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.
[Full Text][Citation analysis]		paper30
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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1999On Cross-Country Differences in the Persistence of Real Exchange Rates In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper88
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.
[Full Text][Citation analysis]		paper16
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.
[Full Text][Citation analysis]		paper8
2008A High-Low Model of Daily Stock Price Ranges In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
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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