Yin-Wong Cheung : Citation Profile

University of California-Santa Cruz (UCSC)

40

H index

86

i10 index

6679

Citations

RESEARCH PRODUCTION:

125

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: 190
   Journals where Yin-Wong Cheung has often published
   Relations with other researchers
   Recent citing documents: 259.    Total self citations: 195 (2.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch261
   Updated: 2026-07-04    RAS profile: 2025-07-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Westermann, Frank (9)

Aizenman, Joshua (5)

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 (68)

Thorbecke, Willem (64)

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 (261)

Fujii, Eiji (147)

Rogoff, Kenneth (107)

Frankel, Jeffrey (78)

Aizenman, Joshua (72)

Obstfeld, Maurice (54)

Qian, Xingwang (51)

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
Multinational Finance Journal4
Review of International Economics4
Pacific-Basin Finance Journal4
Oxford Economic Papers3
Journal of International Commerce, Economics and Policy (JICEP)3
Oxford Bulletin of Economics and Statistics3
China & World Economy3
Open Economies Review3
Economics Letters3
Applied Economics2
Journal of Time Series Analysis2
International Economic Journal2
Review of Development Economics2
Journal of the Japanese and International Economies2
Economic and Political Studies2
Journal of Econometrics2
Journal of Empirical Finance2
Review of World Economics (Weltwirtschaftliches Archiv)2

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
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2026Asymmetric Roles of Macroeconomic Variables in the Real Exchange Rate: Insights from U.S.-Korea Data. (2026). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2026-01.

Full description at Econpapers || Download paper

2025Economic and Financial Integration in Brics+. (2025). Kili, Erdem. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:124:p:36-59.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Inversión Privada como Motor del Crecimiento: Evidencia con un Panel Dinámico Heterogéneo. (2025). Luis, Acedo Colli ; Vctor, Barone Sergio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4823.

Full description at Econpapers || Download paper

2025The Influence of Global Crude Oil Prices on Banking Sector Profitability: Panel Evidence from Selected Economies. (2025). Huang, Fei-Ming ; Mwanjilinji, Emmanuel Ezekiel. In: Asian Journal of Applied Economics. RePEc:ags:thkase:401162.

Full description at Econpapers || Download paper

2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

Full description at Econpapers || Download paper

2025EUR-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.

Full description at Econpapers || Download paper

2024MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction. (2024). Ma, Tiejun ; Wang, Mengyu. In: Papers. RePEc:arx:papers:2409.05698.

Full description at Econpapers || Download paper

2025Global 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

Full description at Econpapers || Download paper

2025Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks. (2025). Mukhia, Kundan ; Luwang, SR ; Nurujjaman, MD ; Chakraborty, Tanujit ; Saha, Suman ; Hens, Chittaranjan. In: Papers. RePEc:arx:papers:2508.04671.

Full description at Econpapers || Download paper

2026EXFormer: A Multi-Scale Trend-Aware Transformer with Dynamic Variable Selection for Foreign Exchange Returns Prediction. (2026). Ślepaczuk, Robert ; Tang, Zhenpeng ; Liu, Dinggao. In: Papers. RePEc:arx:papers:2512.12727.

Full description at Econpapers || Download paper

2026Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results. (2026). Levy, Daniel ; Dezhbakhsh, Hashem. In: Papers. RePEc:arx:papers:2602.11334.

Full description at Econpapers || Download paper

2026One Currency, Two Forward Prices: The Onshore-Offshore Renminbi Puzzle. (2026). Wang, Tan ; Tao, Xuan ; Luo, Peng ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:2605.25392.

Full description at Econpapers || Download paper

2026Exchange Rate Growth and Sovereign Treasury Bond Yield Curve Movements in Kenya. (2026). Muturi, Prof Willy ; Olweny, Tobias ; Makusa, George Mawili. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:10:y:2026:i:1:p:6291-6301.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026Shifting forces behind RMB internationalization: evidence from the 2025 Triennial Survey. (2026). Westermann, Frank ; Sushko, Vladyslav ; Robbert, Juliana. In: BIS Working Papers. RePEc:bis:biswps:1345.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Constraints on currency market movements – Implications for the RMB exchange rate regime. (2024). Wang, Peijie ; Liu, Zhiyuan. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:858-879.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2026On the Asymmetry Between Conflict and Development: Evidence from Sustainable Development Goals. (2026). Arezki, Rabah ; Nguyen, Hieu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12458.

Full description at Econpapers || Download paper

2026On the Asymmetry Between Conflict and Development: Evidence from Sustainable Development Goals. (2026). Nguyen, Hieu ; arezki, rabah. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12544.

Full description at Econpapers || Download paper

2026Revisiting exchange rate predictability: Does machine learning help?. (2026). Guldi, Melanie ; Aysun, Uluc. In: Working Papers. RePEc:cfl:wpaper:2026-01ua.

Full description at Econpapers || Download paper

2026The architecture of volatility: Assessing institutional constraints and macroeconomic headwinds facing the Bank of South Sudan. (2026). Wanyama, Kadian Wanyonyi ; Ayuel, Dut Bol. In: International Journal of Business and Management (IJBM). RePEc:cwd:ijbmnz:v:5:y:2026:i:1:p:952-968.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Measuring the onshore and offshore RMB markets: A test for CNY, CNH and CNT. (2025). Ho, Tai-Kuang ; Yeh, Kuo-Chun ; Lin, Ya-Chi. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001058.

Full description at Econpapers || Download paper

2026Unravelling the factors behind Indonesias international exchange reserves. (2026). Kumar, Sanjiv ; Prabheesh, K P ; Gunadi, Iman. In: Journal of Asian Economics. RePEc:eee:asieco:v:102:y:2026:i:c:s1049007825002295.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Internal finance, financial constraint, and pollution emissions: Evidence from China. (2025). Maurel, Mathilde ; Ruili, Zhao ; Pernet, Thomas. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x2500183x.

Full description at Econpapers || Download paper

2026Does policy uncertainty affect firms exchange rate exposure? Evidence from China11We are grateful for the insightful comments of Iftekhar Hasan, Iikka Korhonen, Zhitao Lin and Yaqi Wang for their valuable suggestions. We are also grateful for the excellent comments from participants at seminars at Bank of Finland, Jinan University, Capital University of Economics and Business, Wuhan University, and Central University of Finance and Economics, as well as the EFMA 2023 Annual Conference (Cardiff). This research is supported by the National Natural Science Foundation of China (72473146, 72101267), the Fundamental Research Funds for the Central Universities, the Research Funds of Renmin University of China (24XNN005). All remaining errors are ours.. (2026). He, Qing ; Zhang, CE ; Liang, Bailin. In: China Economic Review. RePEc:eee:chieco:v:95:y:2026:i:c:s1043951x25002573.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Should economic theories guide the machine learning model in forecasting exchange rate?. (2025). Liu, Tao ; Vincent, Kendro ; Lin, Chien-Hsiu. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002196.

Full description at Econpapers || Download paper

2025Digital regulation and firm productivity: Evidence from a quasi-natural experiment in China. (2025). Wei, Yixuan ; Wang, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325003013.

Full description at Econpapers || Download paper

2025Liquidity returns, global risk, and exchange rates: An explanation based on scapegoat theory. (2025). Park, Cheolbeom. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003426.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2026Volatility spillovers in forex markets and the role of quantitative easing. (2026). van Hoang, Thi Hong ; Hussain, Syed Jawad ; Naifar, Nader ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s106294082500155x.

Full description at Econpapers || Download paper

2025A note on the geographical dispersion of emerging market currencies: The role of outliers. (2025). Bauer, Felix ; Robbert, Juliana. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002241.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2026The evolving impact of U.S. monetary policy on real oil prices: A time-varying Granger predictability and local projections approach. (2026). Gillman, Max ; Çevik, Emrah ; Dibooglu, Sel. In: Energy Policy. RePEc:eee:enepol:v:210:y:2026:i:c:s0301421525005592.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Foreign exchange markets, climate risks and contextual news: An intraday analysis. (2025). ben Omrane, Walid ; Panah, Pari Gholi ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001905.

Full description at Econpapers || Download paper

2025Driving effects of U.S. monetary policy and geopolitical risks on gold reserve share. (2025). He, Shouchao ; Hu, Qizheng ; Gu, Ran ; Zhang, Jiahui ; Liu, Ziheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004788.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025A profitable currency portfolio strategy: Learning from connectedness. (2025). Zhang, Qingyi ; Liu, Ruiqi ; Hong, Ziyi ; Cai, Feifei ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002168.

Full description at Econpapers || Download paper

2026Directional spillover effect and realized volatility forecasting: An extreme market regime switching model. (2026). Qu, Yong ; Yuan, Ying ; Wang, Xueqing. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325023608.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2026Naivete and sophistication in initial and repeated play in games. (2026). Iriberri, Nagore ; Garca-Pola, Bernardo. In: Games and Economic Behavior. RePEc:eee:gamebe:v:156:y:2026:i:c:p:149-163.

Full description at Econpapers || Download paper

2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

Full description at Econpapers || Download paper

2025Corporate ownership types and internationalization strategies: The moderating role of home country capitalism. (2025). Rao-Nicholson, Rekha ; Kishk, Israa. In: International Business Review. RePEc:eee:iburev:v:34:y:2025:i:6:s0969593125001027.

Full description at Econpapers || Download paper

2025Got milk? The effect of export price shocks on exchange rates. (2025). Stein, Hillary. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000364.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

Full description at Econpapers || Download paper

2025The diminishing impact of exchange rates on China’s exports. (2025). Thorbecke, Willem ; Salike, Nimesh ; Chen, Chen. In: Japan and the World Economy. RePEc:eee:japwor:v:76:y:2025:i:c:s0922142525000337.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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]		article302
1993Long Memory in Foreign-Exchange Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article163
1995Lag Order and Critical Values of the Augmented Dickey-Fuller Test. In: Journal of Business & Economic Statistics.
[Citation analysis]		article252
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]		article74
1996Further Investigation of the Uncertain Unit Root in GNP.(1996) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
1995Further investigation of the uncertain unit root in GNP.(1995) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2005Exchange Rates and Markov Switching Dynamics In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article69
2004Exchange Rates and Markov Switching Dynamics.(2004) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
2005Exchange Rates and Markov Switching Dynamics.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2011Renminbi Going Global.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
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.
[Full Text][Citation analysis]
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]		article12
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.
[Full Text][Citation analysis]
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]		article76
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]		article509
1995Lag Order and Critical Values of a Modified Dickey-Fuller Test. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article112
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2003An Analysis of Hong Kong Export Performance.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009EMPIRICS OF CHINAS OUTWARD DIRECT INVESTMENT In: Pacific Economic Review.
[Full Text][Citation analysis]		article73
2009The Empirics of Chinas Outward Direct Investment.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2009The Empirics of Chinas Outward Direct Investment.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2011RENMINBISING CHINAS FOREIGN ASSETS In: Pacific Economic Review.
[Full Text][Citation analysis]		article20
2010Renminbising Chinas Foreign Assets.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2010Renminbising Chinas Foreign Assets.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2013Chinas Capital Controls - Through the Prism of Covered Interest Differentials.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2013Chinas capital controls: Through the prism of covered interest differentials.(2013) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
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]		article12
2017Effects of Capital Flow on the Equity and Housing Markets in Hong Kong.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2010Capital Flight: Chinas Experience.(2010) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2005Cross-Country Relative Price Volatility: Effects of Market Structure.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Hoarding of International Reserves: Mrs Machlups Wardrobe and the Joneses In: Review of International Economics.
[Full Text][Citation analysis]		article89
2007Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses.(2007) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		paper
2012Chinas Outward Direct Investment in Africa In: Review of International Economics.
[Full Text][Citation analysis]		article34
2011Chinas Outward Direct Investment in Africa.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		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]		paper64
2013Impact of exchange rate move-ments on exports : An analysis of Indian non-financial sector firms In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper66
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]		paper45
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration.(2003) In: China Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2003What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated.(2003) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
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]		paper657
2003Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 657		paper
2003Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 657		paper
2005Empirical exchange rate models of the nineties: Are any fit to survive?.(2005) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 657		article
2005Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 657		paper
2004Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2004) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 657		paper
2002Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 657		paper
2003The Chinese Economies in Global Context: The Integration Process and Its Determinants In: Santa Cruz Center for International Economics, Working Paper Series.
[Full Text][Citation analysis]		paper36
2003The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2003The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2006The Chinese economies in global context: The integration process and its determinants.(2006) In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2005The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2003The Chinese Economies in Global Context: The Integration Process and Its Determinants.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2016Chinas capital flight: Pre- and post-crisis experiences.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2015Chinas Capital Flight: Pre- and Post-Crisis Experiences.(2015) In: IEER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2009A Long Memory Model with Mixed Normal GARCH for US Inflation Data In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper2
2009A Long Memory Model with Mixed Normal GARCH for US Inflation Data.(2009) In: Santa Cruz Department of Economics, Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
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]		paper48
2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market.(2014) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2014The offshore renminbi exchange rate: Microstructure and links to the onshore market.(2014) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2004Exchange Rate Dynamics: Where is the Saddle Path? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2025An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats.(2025) In: IEER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2004An Output Perspective on a Northeast Asia Currency Union In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2005An Output Perspective on a Northeast Asia Currency Union.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
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.
[Full Text][Citation analysis]		paper5
2006A Reappraisal of the Border Effect on Relative Price Volatility.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2006A Reappraisal of the Border Effect on Relative Price Volatility.(2006) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2007An empirical model of daily highs and lows.(2007) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		article
2007The Overvaluation of Renminbi Undervaluation In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper116
2007The overvaluation of Renminbi undervaluation.(2007) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		article
2007The Overvaluation of Renminbi Undervaluation.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2007The Overvaluation of Renminbi Undervaluation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2008Does the Chinese interest rate follow the US interest rate?.(2008) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
1999On Cross-Country Differences in the Persistence of Real Exchange Rates In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper89
2000On cross-country differences in the persistence of real exchange rates.(2000) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 89		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2009A high-low model of daily stock price ranges.(2009) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2008Speculative Attacks: A Laboratory Study in Continuous Time In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2009Speculative attacks: A laboratory study in continuous time.(2009) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2009Speculative Attacks: A Laboratory Study in Continuous Time.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2000Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper378
2001Currency traders and exchange rate dynamics: a survey of the US market.(2001) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 378		article
2009Chinas Current Account and Exchange Rate In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper85
2009Chinas Current Account and Exchange Rate.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2010Chinas Current Account and Exchange Rate.(2010) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		chapter
2009Chinas Current Account and Exchange Rate.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2009A Cross-Country Empirical Analysis of International Reserves In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper32
2009A Cross-Country Empirical Analysis of International Reserves.(2009) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2000Testing for Output Convergence: A Re-Examination In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper38
2004Testing for Output Convergence: A Re-examination.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2004Testing for output convergence: a re-examination.(2004) In: Oxford Economic Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 38		article
2011Exchange Rate Misalingment Estimates - Sources of Differences In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2014EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES.(2014) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2011Exchange rate misalignment estimates: Sources of differences.(2011) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2011Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper4
2011Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2011Exchange Rate Dynamics under Alternative Optimal Interest Rate Rules.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2011Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper24
2012Trade Openness, Market Competition, and Inflation : Some Sectoral Evidence from OECD Countries.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2012Exchange Rate Misalignment - The Case of the Chinese Renminbi In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2012The Penn Effect within a Country - Evidence from Japan In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2014The Penn effect within a country: evidence from Japan.(2014) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2001Equity Price Dynamics Before and After the Introduction of the Euro: A Note In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper12
2001Equity Price Dynamics Before and After the Introduction of the Euro: A Note.(2001) In: Multinational Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2013Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper88
2013Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms.(2013) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		article
2012Impact of exchange rate movements on exports: an analysis of Indian non-financial sector firms.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2013Impact of exchange rate move-ments on exports: An analysis of Indian non-financial sector firms.(2013) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2001Hong Kong Output Dynamics: An Empirical Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2000Hong Kong Output Dynamics: An Empirical Analysis.(2000) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2001Sectoral Trends and Cycles in Germany In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2003Sectoral trends and cycles in Germany.(2003) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2014The Structural Behavior of China-US Trade Flows In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2014The structural behavior of China–US trade flows.(2014) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2001Market Structure, Technology Spillovers, and Persistence in Productivity Differentials In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2015International Reserves Before and After the Global Crisis: Is There No End to Hoarding? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper79
2015International reserves before and after the global crisis: Is there no end to hoarding?.(2015) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		article
2014International Reserves Before and After the Global Crisis: Is There No End to Hoarding?.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2016The Renminbi Central Parity: An Empirical Investigation In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2016The Renminbi Central Parity: An Empirical Investigation.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2017The Renminbi central parity: An empirical investigation.(2017) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2002Effects of U.S. Inflation on Hong Kong and Singapore In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2002Effects of U.S. Inflation on Hong Kong and Singapore.(2002) In: Journal of Comparative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2001Effects of U.S. Inflation on Hong Kong and Singapore.(2001) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2019A tale of two surplus countries: China and Germany In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2019A Tale of Two Surplus Countries: China and Germany.(2019) In: IEER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020A Tale of Two Surplus Countries: China and Germany.(2020) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2019A Jackknife Model Averaging Analysis of RMB Misalignment Estimates.(2019) In: IEER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020A Jackknife Model Averaging Analysis of RMB Misalignment Estimates.(2020) In: Journal of International Commerce, Economics and Policy (JICEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2020The Evolution of Offshore Renminbi Trading: 2016 to 2019 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2020The Evolution of Offshore Renminbi Trading: 2016 to 2019.(2020) In: GRU Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021The evolution of offshore renminbi trading: 2016 to 2019.(2021) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2020The Evolution of Offshore Renminbi Trading: 2016 to 2019.(2020) In: IEER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2003Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper79
2004Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments.(2004) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		article
2003Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
2022Commodity Price Effects on Currencies In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2023Commodity price effects on currencies.(2023) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2009A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies In: Economie Internationale.
[Full Text][Citation analysis]		article6
2009A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2017Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey In: International Economics.
[Full Text][Citation analysis]		article7
2017Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
1999How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper132
2004How do UK-based foreign exchange dealers think their market operates?.(2004) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		article
2000How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 132		paper
2022The RMB in the Global Economy In: Cambridge Books.
[Citation analysis]		book1
1997Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test In: Econometric Theory.
[Full Text][Citation analysis]		article9
2014The Role of Offshore Financial Centers in the Process of Renminbi Internationalization In: Finance Working Papers.
[Full Text][Citation analysis]		paper5
2014The Role of Offshore Financial Centers in the Process of Renminbi Internationalization.(2014) In: Macroeconomics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2014The Role of Offshore Financial Centers in the Process of Renminbi Internationalization.(2014) In: ADBI Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2014The role of offshore financial centers in the process of Renminbi internationalization.(2014) In: BOFIT Policy Briefs.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2017Exchange rate prediction redux: new models, new data, new currencies In: Working Paper Series.
[Full Text][Citation analysis]		paper93
2019Exchange rate prediction redux: New models, new data, new currencies.(2019) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
2017Exchange Rate Prediction Redux: New Models, New Data, New Currencies.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
1996International economics : Peter H. Lindert and Thomas A. Pugel In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
1992International evidence on output persistence from postwar data In: Economics Letters.
[Full Text][Citation analysis]		article5
1994Aggregate output dynamics in the twentieth century In: Economics Letters.
[Full Text][Citation analysis]		article2
1994Mean reversion in real exchange rates In: Economics Letters.
[Full Text][Citation analysis]		article46
1994On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean In: Journal of Econometrics.
[Full Text][Citation analysis]		article72
1990On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean.(1990) In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 72		paper
1993On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean.(1993) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 72		paper
1996A causality-in-variance test and its application to financial market prices In: Journal of Econometrics.
[Full Text][Citation analysis]		article336
1998International evidence on the stock market and aggregate economic activity In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article129
2022Uncovered interest rate parity redux: Non-uniform effects In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
1997Individual Learning in Normal Form Games: Some Laboratory Results In: Games and Economic Behavior.
[Full Text][Citation analysis]		article195
1993Long-run purchasing power parity during the recent float In: Journal of International Economics.
[Full Text][Citation analysis]		article152
2000A survey of market practitioners views on exchange rate dynamics In: Journal of International Economics.
[Full Text][Citation analysis]		article117
2000On the purchasing power parity puzzle In: Journal of International Economics.
[Full Text][Citation analysis]		article138
2008Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries In: Japan and the World Economy.
[Full Text][Citation analysis]		article8
2007Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
1998A comparison of learning and replicator dynamics using experimental data In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article29
2020Capital flight to Germany: Two alternative measures In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
2019Capital Flight to Germany: Two Alternative Measures.(2019) In: IEER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2020The currency composition of international reserves, demand for international reserves, and global safe assets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article35
2019The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2020Overview: Global safe assets, international reserves, and capital flow In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
2022An introduction to the special issue “Financial globalization and de-globalization: Perspectives and prospects” In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article0
1995Purchasing power parity under the European Monetary System In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
1995A search for long memory in international stock market returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article130
1997What are the global sources of rational variation in international equity returns? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
1998Parity reversion in real exchange rates during the post-Bretton Woods period In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article87
1998Integration, cointegration and the forecast consistency of structural exchange rate models In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article31
1997Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models.(1997) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
1995Integration, cointegration and the forecast consistency of structural exchange rate models..(1995) In: International Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2001Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article56
2012Are Chinese trade flows different? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article71
2012Are Chinese Trade Flows Different?.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2012Are Chinese trade flows different?.(2012) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		paper
2018The RMB central parity formation mechanism: August 2015 to December 2016 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article21
2019The exchange rate effects of macro news after the global Financial Crisis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article14
2017The Exchange Rate Effects of Macro News after the Global Financial Crisis.(2017) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2007East Asian equity markets, financial crises, and the Japanese currency In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article12
2003East Asian Equity Markets, Financial Crises, and the Japanese Currency.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2000Which Measure of Aggregate Output Should We Use? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2010A trading strategy based on Callable Bull/Bear Contracts In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article13
1994Pacific-Basin stock markets and real activity In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article7
1995Pacific-Basin stock markets and real activity.(1995) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
1998Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article6
2011Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
2010Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2010Accumulation of reserves and keeping up with the Joneses: the case of LATAM economies.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2009The Illusion of Precision and the Role of the Renminbi in Regional Integration In: Chapters.
[Full Text][Citation analysis]		chapter5
2006The Illusion of Precision and the Role of the Renminbi in Regional Integration.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter1
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter2
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
2011Chapter 15 Deviations from Covered Interest Parity: The Case of China In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter1
2005Why the renminbi might be overvalued (but probably isn’t) In: Proceedings.
[Full Text][Citation analysis]		article11
2000Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices In: Working Papers.
[Full Text][Citation analysis]		paper0
2017The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis In: Working Papers.
[Full Text][Citation analysis]		paper3
2008Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences In: Working Papers.
[Full Text][Citation analysis]		paper6
2007Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses In: Working Papers.
[Full Text][Citation analysis]		paper8
2008Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios In: Working Papers.
[Full Text][Citation analysis]		paper2
2007Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios.(2007) In: Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2008Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2008Return, Trading Volume, and Market Depth in Currency Futures Markets In: Working Papers.
[Full Text][Citation analysis]		paper2
2009A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility In: Working Papers.
[Full Text][Citation analysis]		paper3
2009A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility.(2009) In: Journal of Economics and Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2010Measuring Renminbi Misalignment: Where Do We Stand? In: Working Papers.
[Full Text][Citation analysis]		paper14
2005Dimensions of financial integration in Greater China: money markets, banks and policy effects In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article16
1996Stock Market Volatility and Fractional Integration. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2000Does Austria Respond to the German or the US Business Cycle? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article5
2001Market Structure and the Persistence of Sectoral Real Exchange Rates. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article50
1999Market Structure and the Persistence of Sectoral Real Exchange Rates.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2011A Long Memory Model with Normal Mixture GARCH In: Computational Economics.
[Full Text][Citation analysis]		article0
2009Pitfalls in Measuring Exchange Rate Misalignment In: Open Economies Review.
[Full Text][Citation analysis]		article40
2025International Reserve Management and Firm Investment in Emerging Market Economies In: Open Economies Review.
[Full Text][Citation analysis]		article2
2021International Reserve Management and Firm Investment in Emerging Market Economies.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1997Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis. In: EPRU Working Paper Series.
[Full Text][Citation analysis]		paper6
2005The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations In: FRU Working Papers.
[Full Text][Citation analysis]		paper2
2011The common-trend and transitory dynamics in real exchange rate fluctuations.(2011) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2001Equity Price Dynamics Before and After the Introduction of the Euro In: Discussion Papers in Economics.
[Full Text][Citation analysis]		paper12
1997The Performance of Trading Rules on Four Asian Currency Exchange Rates In: Multinational Finance Journal.
[Full Text][Citation analysis]		article6
1997Information Flows Between Eurodollar Spot and Futures Markets In: Multinational Finance Journal.
[Full Text][Citation analysis]		article11
2000Special Issue on Asset Price Dynamics and Risk Management In: Multinational Finance Journal.
[Full Text][Citation analysis]		article0
2008Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2012Investment and Growth in Rich and Poor Countries In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2016The Interest Rate Effect on Private Saving: Alternative Perspectives In: NBER Working Papers.
[Full Text][Citation analysis]		paper23
2019The Interest Rate Effect on Private Saving: Alternative Perspectives.(2019) In: Journal of International Commerce, Economics and Policy (JICEP).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
1999Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
1999Traders, Market Microstructure and Exchange Rate Dynamics In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
1999Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders In: NBER Working Papers.
[Full Text][Citation analysis]		paper56
1996Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article43
1995Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis..(1995) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2019Truths and Myths About RMB Misalignment: A Meta-analysis In: Comparative Economic Studies.
[Full Text][Citation analysis]		article3
2019Truths and myths about RMB misalignment: A meta-analysis.(2019) In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2023The COVID-19 pandemics and import demand elasticities: evidence from China’s customs data In: Humanities and Social Sciences Communications.
[Full Text][Citation analysis]		article0
2009Renminbisation des actifs internationaux de la Chine In: Revue d'Économie Financière.
[Full Text][Citation analysis]		article4
1999An analysis of German effects on the Austrian business cycle In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article4
2016China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article6
1995How sensitive are trends to data definitions? Results for East Asian and G5 countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
1999Macroeconomic determinants of long-term stock market comovements among major EMS countries In: Applied Financial Economics.
[Full Text][Citation analysis]		article29
2023Introduction In: Economic and Political Studies.
[Full Text][Citation analysis]		article0
2023A decade of RMB internationalisation In: Economic and Political Studies.
[Full Text][Citation analysis]		article2
2020A decade of RMB internationalization.(2020) In: BOFIT Policy Briefs.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011Exchange Rate Equations Based on Interest Rate Rules : In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri : Orneklem Ici ve Disi Performans) In: Working Papers.
[Full Text][Citation analysis]		paper0
2007The Economic Integration of Greater China In: University of Chicago Press Economics Books.
[Citation analysis]		book0
1995How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries. In: Macroeconomics.
[Full Text][Citation analysis]		paper3
2022Foreign Financial Services Adoption in Manufacturing by Asian Economies: New Index from the Global Value Chain Perspective In: Journal of International Commerce, Economics and Policy (JICEP).
[Full Text][Citation analysis]		article0
2007THE FOG ENCIRCLING THE RENMINBI DEBATE In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team