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Yin-Wong Cheung

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First Name: Yin-Wong
Middle Name:
Last Name: Cheung
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RePEc Short-ID: pch261

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Homepage: http://econ.ucsc.edu/faculty/cheung/
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Works

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Working papers

  1. Yin-Wong Cheung & Kon S. Lai, 2009. "A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility," Working Papers 212009, Hong Kong Institute for Monetary Research. [Downloadable!]

  2. Yin-Wong Cheung & Xingwang Qian, 2009. "The Empirics of China's Outward Direct Investment," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  3. Yin-Wong Cheung & Hiro Ito, 2009. "A Cross-Country Empirical Analysis of International Reserves," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  4. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2009. "China's Current Account and Exchange Rate," NBER Working Papers 14673, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Yin-Wong Cheung & Matthew S. Yiu & Kenneth K. Chow, 2009. "A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies," Working Papers 132009, Hong Kong Institute for Monetary Research. [Downloadable!]

  6. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2008. "Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies," NBER Working Papers 14168, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  7. Ai-ru (Meg) Cheng & Yin-Wong Cheung, 2008. "Return, Trading Volume, and Market Depth in Currency Futures Markets," Working Papers 202008, Hong Kong Institute for Monetary Research. [Downloadable!]

  8. Yin-wong Cheung & Hiro Ito, 2008. "Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences," Working Papers 072008, Hong Kong Institute for Monetary Research. [Downloadable!]

  9. Yin-Wong Cheung & Daniel Friedman, 2008. "Speculative Attacks: A Laboratory Study in Continuous Time," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  10. Yin-Wong Cheung & Eiji Fujii, 2008. "Deviations from the Law of One Price in Japan," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  11. Yan-Leung Cheung & Yin-Wong Cheung & Alan T.K. Wan, 2008. "A High-Low Model of Daily Stock Price Ranges," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  12. Yin-Wong Cheung & Xingwang Qian, 2007. "Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  13. Yin-wong Cheung & XingWang Qian, 2007. "Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses," Working Papers 132007, Hong Kong Institute for Monetary Research. [Downloadable!]

  14. Cheung, Yin-Wong & Yuk-Pang Wong, Clement, 2007. "Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios," Economics Discussion Papers 2007-24, Kiel Institute for the World Economy. [Downloadable!]
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  15. Yin-wong Cheung & Kon S. Lai, 2007. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries," Working Papers 092007, Hong Kong Institute for Monetary Research. [Downloadable!]
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  16. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Overvaluation of Renminbi Undervaluation," NBER Working Papers 12850, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  17. Yin-Wong Cheung & Dickson Tam & Matthew S. Yiu, 2007. "Does the Chinese Interest Rate Follow the US Interest Rate?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  18. Yin-Wong Cheung & Kon S. Lai, 2006. "A Reappraisal of the Border Effect on Relative Price Volatility," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  19. Yin-wong Cheung & Menzie D. Chinn & Eiji Fujii, 2006. "The Illusion of Precision and the Role of the Renminbi in Regional Integration," Working Papers 182006, Hong Kong Institute for Monetary Research. [Downloadable!]

  20. Yin-Wong Cheung, 2006. "An Empirical Model of Daily Highs and Lows," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  21. Yin-Wong Cheung & Eiji Fujii, 2005. "Cross-Country Relative Price Volatility: Effects of Market Structure," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  22. Yin-Wong Cheung & Kon S. Lai, 2005. "Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  23. Michael Bergman & Yin-Wong Cheung & Kon S. Lai, 2005. "The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations," FRU Working Papers 2005/05, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]

  24. Cheung, Yin-Wong & Gardeazabal, Javier & Vazquez, Jesus, 2004. "Exchange Rate Dynamics: Where is the Saddle Path?," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  25. Yin-Wong Cheung & Jude Yuen, 2004. "An Output Perspective on a Northeast Asia Currency Union," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  26. Yin-Wong Cheung & Ulf G. Erlandsson, 2004. "Exchange Rates and Markov Switching Dynamics," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  27. Yin-Wong Cheung & Jude Yuen, 2004. "The Suitability of a Greater China Currency Union," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  28. Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2003. "Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  29. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2003. "The Chinese Economies in Global Context: The Integration Process and Its Determinants," Santa Cruz Center for International Economics, Working Paper Series 1013, Center for International Economics, UC Santa Cruz. [Downloadable!]
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  30. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2003. "China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  31. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?," Santa Cruz Center for International Economics, Working Paper Series 1011, Center for International Economics, UC Santa Cruz. [Downloadable!]
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  32. Y.L. Cheung & Y.W. Cheung & K.C. Ng, 2003. "East Asian Equity Markets, Financial Crises, and the Japanese Currency," Working Papers 032003, Hong Kong Institute for Monetary Research. [Downloadable!]
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  33. Yin-Wong Cheung, 2003. "An Analysis of Hong Kong Export Performance," Santa Cruz Department of Economics, Working Paper Series 1037, Department of Economics, UC Santa Cruz. [Downloadable!]
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  34. Yin-Wong Cheung & Menzie Chinn & Antonio Garcia Pascual, 2003. "What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated," Santa Cruz Center for International Economics, Working Paper Series 1010, Center for International Economics, UC Santa Cruz. [Downloadable!]
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  35. Cheung, Yin-Wong & Yuen, Jude, 2002. "Effects of U.S. Inflation on Hong Kong and Singapore," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  36. Yin-Wong Cheung & Frank Westermann, 2001. "Sectoral Trends and Cycles in Germany," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  37. Yin-Wong Cheung & Frank Westermann, 2001. "Equity Price Dynamics Before and After the Introduction of the Euro: A Note," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]

  38. Yin-Wong Cheung, 2001. "Hong Kong Output Dynamics: An Empirical Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  39. Yin-Wong Cheung & Antonio Garcia-Pascual, 2001. "Market Structure, Technology Spillovers, and Persistence in Productivity Differentials," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  40. Cheung, Yin-Wong & Westermann, Frank, 2001. "Equity Price Dynamics Before and After the Introduction of the Euro," Discussion Papers in Economics 17, University of Munich, Department of Economics. [Downloadable!]

  41. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2000. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," NBER Working Papers 7524, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  42. Cheung, Yin-Wong & Pascual, Antonio Garcia, 2000. "Testing for Output Convergence: A Re-Examination," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  43. Bergman, Michael & Cheung, Yin-Wong & Lai, Kon S., 2000. "Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices," Working Papers 2000:4, Lund University, Department of Economics. [Downloadable!]

  44. Cheung, Yin-Wong & Chinn, Menzie D., 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  45. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Traders, Market Microstructure and Exchange Rate Dynamics," NBER Working Papers 7416, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  46. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders," NBER Working Papers 7417, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  47. Cheung, Yin-Wong & Lai, Kon S., 1999. "On Cross-Country Differences in the Persistence of Real Exchange Rates," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  48. Cheung, Yin-Wong & Westermann, Frank, 1999. "Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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  49. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 1999. "Market Structure and the Persistence of Sectoral Real Exchange Rates," NBER Working Papers 7408, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  50. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys," NBER Working Papers 6926, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  51. Yin-Wong Cheung & Menzie Chinn, 1995. "Integration, cointegration and the forecast consistency of structural exchange rate models," International Finance 9508002, EconWPA. [Downloadable!]
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  52. Yin-Wong Cheung & Menzie Chinn, 1995. "Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis," Macroeconomics 9508005, EconWPA. [Downloadable!]
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  53. Yin-Wong Cheung & Menzie Chinn & Tron Tran, 1995. "How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries," Macroeconomics 9508004, EconWPA. [Downloadable!]

  54. Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, EconWPA. [Downloadable!]
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  55. Yin-Wong Cheung & Francis X. Diebold, 1993. "On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean," Working Papers 93-5, Federal Reserve Bank of Philadelphia.
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  56. U. Michael Bergman & Michael M. Hutchison & Yin-Wong Cheung, . "Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis," EPRU Working Paper Series 97-21, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]

Articles

  1. Yin-Wong Cheung & Menzie Chinn & Eiji Fujii, 2009. "Pitfalls in Measuring Exchange Rate Misalignment," Open Economies Review, Springer, vol. 20(2), pages 183-206, April. [Downloadable!] (restricted)

  2. Yan-Leung Cheung & Yin-Wong Cheung & Alan T. K. Wan, 2009. "A high-low model of daily stock price ranges," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(2), pages 103-119. [Downloadable!]
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  3. Yin-Wong Cheung & Xingwang Qian, 2009. "Empirics Of China'S Outward Direct Investment," Pacific Economic Review, Blackwell Publishing, vol. 14(3), pages 312-341, 08. [Downloadable!] (restricted)

  4. Cheung, Yin-Wong & Lai, Kon S., 2008. "Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries," Japan and the World Economy, Elsevier, vol. 20(3), pages 415-434, August. [Downloadable!] (restricted)
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  5. Wong, Clement Yuk-pang & Cheung, Yin-Wong, 2008. "Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(15), pages 1-61. [Downloadable!]
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  6. Yin-Wong Cheung & Dickson C. Tam & Matthew S. Yiu, 2008. "Does the Chinese interest rate follow the US interest rate?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(1), pages 53-67. [Downloadable!]
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  7. Yin-Wong Cheung, 2007. "An empirical model of daily highs and lows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-20. [Downloadable!]
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  8. Cheung, Yan-Leung & Cheung, Yin-Wong & Ng, Chris C., 2007. "East Asian equity markets, financial crises, and the Japanese currency," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 138-152, March. [Downloadable!] (restricted)
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  9. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2007. "The Fog Encircling The Renminbi Debate," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 52(03), pages 403-418. [Downloadable!] (restricted)

  10. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2007. "The overvaluation of Renminbi undervaluation," Journal of International Money and Finance, Elsevier, vol. 26(5), pages 762-785, September. [Downloadable!] (restricted)
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  11. Yin-Wong Cheung & Eiji Fujii, 2006. "Cross-country Relative Price Volatility: Effects of Market Structure," Review of International Economics, Blackwell Publishing, vol. 14(5), pages 836-848, November. [Downloadable!] (restricted)
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  12. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2006. "The Chinese economies in global context: The integration process and its determinants," Journal of the Japanese and International Economies, Elsevier, vol. 20(1), pages 128-153, March. [Downloadable!] (restricted)
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  13. Cheung, Yin-Wong & Erlandsson, Ulf G., 2005. "Exchange Rates and Markov Switching Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 314-320, July. [Downloadable!] (restricted)
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  14. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005. "Why the renminbi might be overvalued (but probably isn’t)," Proceedings, Federal Reserve Bank of San Francisco. [Downloadable!]

  15. Yin-Wong Cheung & Jude Yuen, 2005. "The Suitability Of A Greater China Currency Union," Pacific Economic Review, Blackwell Publishing, vol. 10(1), pages 83-103, 02. [Downloadable!] (restricted)
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  16. Yin-Wong Cheung, 2005. "An Analysis Of Hong Kong Export Performance," Pacific Economic Review, Blackwell Publishing, vol. 10(3), pages 323-340, October. [Downloadable!] (restricted)
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  17. Yin-Wong Cheung & Menzie D. Chinn & Eiji Fujii, 2005. "Dimensions of financial integration in Greater China: money markets, banks and policy effects," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 117-132. [Downloadable!]

  18. Cheung, Yin-Wong & Chinn, Menzie D. & Pascual, Antonio Garcia, 2005. "Empirical exchange rate models of the nineties: Are any fit to survive?," Journal of International Money and Finance, Elsevier, vol. 24(7), pages 1150-1175, November. [Downloadable!] (restricted)
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  19. Yin-Wong Cheung, 2005. "Recent Advances In International Finance: Introduction," Pacific Economic Review, Blackwell Publishing, vol. 10(1), pages 1-3, 02. [Downloadable!] (restricted)

  20. Yin-Wong Cheung & Menzie D. Chinn & Ian W. Marsh, 2004. "How do UK-based foreign exchange dealers think their market operates?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 289-306. [Downloadable!]
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  21. Yin-Wong Cheung & Antonio Garcia Pascual, 2004. "Testing for output convergence: a re-examination," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 45-63, January.
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  22. Yin-Wong Cheung & Antonio Garcia Pascual, 2004. "Market Structure, Technology Spillovers, and Persistence in Productivity Differentials," The International Journal of Applied Economics, Department of General Business, Southeastern Louisiana University, vol. 1(1), pages 1-23, September. [Downloadable!]
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  23. Cheung, Yin-Wong & Lai, Kon S. & Bergman, Michael, 2004. "Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments," Journal of International Economics, Elsevier, vol. 64(1), pages 135-150, October. [Downloadable!] (restricted)
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  24. Cheung, Yin-Wong & Chinn, Menzie D. & Fujii, Eiji, 2003. "China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration," China Economic Review, Elsevier, vol. 14(3), pages 281-303. [Downloadable!] (restricted)
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  25. Yin-Wong Cheung & Frank Westermann, 2003. "Sectoral trends and cycles in Germany," Empirical Economics, Springer, vol. 28(1), pages 141-156, January. [Downloadable!] (restricted)
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  26. Cheung, Yin-Wong & Westermann, Frank, 2002. "Output Dynamics of the G7 Countries--Stochastic Trends and Cyclical Movements," Applied Economics, Taylor and Francis Journals, vol. 34(18), pages 2239-47, December. [Downloadable!] (restricted)
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  27. Cheung, Yin-Wong & Yuen, Jude, 2002. "Effects of U.S. Inflation on Hong Kong and Singapore," Journal of Comparative Economics, Elsevier, vol. 30(3), pages 603-619, September. [Downloadable!] (restricted)
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  28. Cheung, Yin-Wong & Lai, Kon S., 2001. "Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates," Journal of International Money and Finance, Elsevier, vol. 20(1), pages 115-132, February. [Downloadable!] (restricted)

  29. Cheung, Yin-Wong & Chinn, Menzie David, 2001. "Currency traders and exchange rate dynamics: a survey of the US market," Journal of International Money and Finance, Elsevier, vol. 20(4), pages 439-471, August. [Downloadable!] (restricted)
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  30. Cheung, Yin-Wong & Chinn, Menzie & Fujii, Eiji, 2001. "Market Structure and the Persistence of Sectoral Real Exchange Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 95-114, April. [Downloadable!] (restricted)
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  31. Cheung, Yin-Wong & Fujii, Eiji, 2001. " A Note on the Power of Money-Output Causality Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(2), pages 247-61, May. [Downloadable!] (restricted)

  32. Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August. [Downloadable!] (restricted)

  33. Cheung, Yin-Wong & Lai, Kon S., 2000. "On cross-country differences in the persistence of real exchange rates," Journal of International Economics, Elsevier, vol. 50(2), pages 375-397, April. [Downloadable!] (restricted)
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  34. Cheung, Yin-Wong & Fujii, Eiji, 2000. "Which Measure of Aggregate Output Should We Use?," Journal of Macroeconomics, Elsevier, vol. 22(2), pages 253-269, April. [Downloadable!] (restricted)

  35. Cheung, Yin-Wong & Lai, Kon S., 2000. "On the purchasing power parity puzzle," Journal of International Economics, Elsevier, vol. 52(2), pages 321-330, December. [Downloadable!] (restricted)

  36. Cheung, Yin-Wong & Westermann, Frank, 2000. "Does Austria Respond to the German or the US Business Cycle?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 33-42, February. [Downloadable!] (restricted)

  37. Yin-Wong Cheung & Frank Westermann, 1999. "An analysis of German effects on the Austrian business cycle," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 135(3), pages 522-531, September. [Downloadable!] (restricted)

  38. Cheung, Yin-Wong & Lai, Kon S, 1999. "Macroeconomic Determinants of Long-Term Stock Market Comovements among Major EMS Countries," Applied Financial Economics, Taylor and Francis Journals, vol. 9(1), pages 73-85, February. [Downloadable!] (restricted)

  39. Cheung, Yin-Wong & Friedman, Daniel, 1998. "A comparison of learning and replicator dynamics using experimental data," Journal of Economic Behavior & Organization, Elsevier, vol. 35(3), pages 263-280, April. [Downloadable!] (restricted)

  40. Cheung, Y. -W. & Chinn, M. D., 1998. "Integration, cointegration and the forecast consistency of structural exchange rate models," Journal of International Money and Finance, Elsevier, vol. 17(5), pages 813-830, October. [Downloadable!] (restricted)
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  41. Cheung, Yin-Wong & Lai, Kon S., 1998. "Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 61-76, May. [Downloadable!] (restricted)

  42. Cheung, Yin-Wong & Ng, Lilian K., 1998. "International evidence on the stock market and aggregate economic activity," Journal of Empirical Finance, Elsevier, vol. 5(3), pages 281-296, September. [Downloadable!] (restricted)

  43. Cheung, Yin-Wong & Lai, Kon S., 1998. "Parity reversion in real exchange rates during the post-Bretton Woods period," Journal of International Money and Finance, Elsevier, vol. 17(4), pages 597-614, August. [Downloadable!] (restricted)

  44. Cheung, Yin-Wong & He, Jia & Ng, Lilian K., 1997. "What are the global sources of rational variation in international equity returns?," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 821-836, December. [Downloadable!] (restricted)

  45. Cheung, Yin-Wong & Friedman, Daniel, 1997. "Individual Learning in Normal Form Games: Some Laboratory Results," Games and Economic Behavior, Elsevier, vol. 19(1), pages 46-76, April. [Downloadable!] (restricted)

  46. Cheung, Yin-Wong & He, Jia & Ng, Lilian K, 1997. "Common Predictable Components in Regional Stock Markets," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 35-42, January.

  47. Cheung, Yin-Wong & Chinn, Menzie D, 1997. "Further Investigation of the Uncertain Unit Root in GNP," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 68-73, January.
    Other versions:

  48. Cheung, Yin-Wong & Lai, Kon S., 1997. "Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test," Econometric Theory, Cambridge University Press, vol. 13(05), pages 679-691, October. [Downloadable!]

  49. Cheung, Yin-Wong, 1996. "International economics : Peter H. Lindert and Thomas A. Pugel," The North American Journal of Economics and Finance, Elsevier, vol. 7(2), pages 231-232. [Downloadable!] (restricted)

  50. Cheung, Yin-Wong & Ng, Lilian K., 1996. "A causality-in-variance test and its application to financial market prices," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 33-48. [Downloadable!] (restricted)

  51. Cheung, Yin-Wong, 1996. "Stock Market Volatility and Fractional Integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 1(4), pages 263-73, October. [Downloadable!] (restricted)

  52. Cheung, Yin-Wong & Chinn, Menzie David, 1996. "Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis," Oxford Economic Papers, Oxford University Press, vol. 48(1), pages 134-62, January. [Downloadable!] (restricted)
    Other versions:

  53. Cheung, Yin-Wong & Lai, Kon S., 1995. "A search for long memory in international stock market returns," Journal of International Money and Finance, Elsevier, vol. 14(4), pages 597-615, August. [Downloadable!] (restricted)

  54. Yin-Wong Cheung & Hung-Gay Fung & Kon S. Lai & Wai-Chung Lo, 1995. "Purchasing power parity under the European Monetary System," Journal of International Money and Finance, Elsevier, vol. 14(2), pages 179-189, April. [Downloadable!] (restricted)

  55. Cheung, Yin-Wong & Lai, Kon S, 1995. "Lag Order and Critical Values of the Augmented Dickey-Fuller Test," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 277-80, July.

  56. Woo, Chi-Keung & Cheung, Yan-Leung & Ho, Richard Yan-Ki, 1995. "Endogeneity bias in beta estimation: Thailand and Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 145-145, May. [Downloadable!] (restricted)

  57. Cheung, Yin-Wong & Lai, Kon S, 1995. "Lag Order and Critical Values of a Modified Dickey-Fuller Test," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(3), pages 411-19, August.

  58. Cheung, Yin-Wong & Chinn, Menzie David & Tran, Tuan, 1995. "How Sensitive Are Trends to Data Definitions? Results for East Asian and G5 Countries," Applied Economics Letters, Taylor and Francis Journals, vol. 2(1), pages 1-6, January. [Downloadable!] (restricted)

  59. Cheung, Yin-Wong & Diebold, Francis X., 1994. "On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean," Journal of Econometrics, Elsevier, vol. 62(2), pages 301-316, June. [Downloadable!] (restricted)
    Other versions:

  60. Cheung, Yin-Wong, 1994. "Aggregate output dynamics in the twentieth century," Economics Letters, Elsevier, vol. 45(1), pages 15-22, May. [Downloadable!] (restricted)

  61. Cheung, Yin-Wong & He, Jia & Ng, Lilian, 1994. "Pacific-Basin stock markets and real activity," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 349-373, May. [Downloadable!] (restricted)
    Published as:

  62. Cheung, Yin-Wong & Lai, Kon S., 1994. "Mean reversion in real exchange rates," Economics Letters, Elsevier, vol. 46(3), pages 251-256, November. [Downloadable!] (restricted)

  63. Cheung, Yin-Wong & Lai, Kon S., 1993. "Long-run purchasing power parity during the recent float," Journal of International Economics, Elsevier, vol. 34(1-2), pages 181-192, February. [Downloadable!] (restricted)

  64. Cheung, Yin-Wong & Lai, Kon S, 1993. "A Fractional Cointegration Analysis of Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 103-12, January.

  65. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-28, August.

  66. Cheung, Yin-Wong, 1993. "Long Memory in Foreign-Exchange Rates," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 93-101, January.

  67. Cheung, Yin-Wong & Lai, Kon S, 1993. "Do Gold Market Returns Have Long Memory?," The Financial Review, Eastern Finance Association, vol. 28(2), pages 181-202, May.

  68. Cheung, Yin-Wong & Ng, Lilian K, 1992. " Stock Price Dynamics and Firm Size: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 47(5), pages 1985-97, December. [Downloadable!] (restricted)

  69. Cheung, Yin-Wong & Lai, Kon S., 1992. "International evidence on output persistence from postwar data," Economics Letters, Elsevier, vol. 38(4), pages 435-441, April. [Downloadable!] (restricted)

Editor

  1. Pacific Economic Review, Blackwell Publishing.

NEP Fields

50 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (10) 2007-02-10 2007-08-14 2007-08-18 2007-08-18 2007-08-27 2008-07-14 2008-07-20 2009-01-31 2009-04-25 2009-07-11 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2006-01-29
  3. NEP-CNA: China (5) 2007-08-27 2007-08-27 2009-01-31 2009-07-11 2009-07-11 Author is listed
  4. NEP-COM: Industrial Competition (2) 2005-04-30 2007-09-02
  5. NEP-DEV: Development (6) 2004-05-09 2005-02-01 2008-07-20 2009-01-31 2009-07-11 2009-07-11 Author is listed
  6. NEP-ECM: Econometrics (2) 1999-02-22 2005-02-01
  7. NEP-EEC: European Economics (1) 2003-05-08
  8. NEP-ETS: Econometric Time Series (1) 1999-02-15
  9. NEP-EXP: Experimental Economics (1) 2009-04-25
  10. NEP-FIN: Finance (13) 2002-12-17 2004-05-02 2004-05-09 2004-05-09 2004-08-31 2004-12-12 2004-12-15 2005-02-01 2005-02-01 2005-02-01 2005-02-01 2005-10-22 2006-04-08 Author is listed
  11. NEP-FMK: Financial Markets (5) 2005-08-13 2005-10-22 2006-01-29 2006-04-08 2009-04-25 Author is listed
  12. NEP-FOR: Forecasting (2) 2005-10-22 2009-04-25
  13. NEP-HIS: Business, Economic & Financial History (1) 2000-02-15
  14. NEP-IFN: International Finance (37) 1999-11-08 1999-11-28 1999-11-28 2000-02-15 2000-06-29 2002-12-17 2003-05-08 2003-11-30 2004-05-02 2004-05-02 2004-05-02 2004-05-02 2004-05-09 2004-05-09 2004-05-09 2004-05-09 2004-06-02 2004-08-31 2004-12-12 2005-02-01 2005-02-01 2005-02-01 2005-02-01 2005-04-30 2005-06-14 2005-08-13 2005-10-22 2006-01-29 2007-08-14 2007-08-18 2007-08-18 2007-08-27 2008-07-14 2008-07-20 2009-01-31 2009-07-11 2009-07-11 Author is listed
  15. NEP-IND: Industrial Organization (2) 1999-11-08 2000-02-15
  16. NEP-INT: International Trade (2) 2009-01-31 2009-04-25
  17. NEP-MON: Monetary Economics (12) 1999-11-08 2000-06-29 2005-08-13 2005-10-22 2007-08-14 2007-08-18 2007-08-18 2007-08-18 2007-08-27 2008-07-14 2008-07-20 2009-04-25 Author is listed
  18. NEP-OPM: Open MacroEconomics (5) 2008-07-14 2008-07-20 2009-01-31 2009-07-11 2009-07-11 Author is listed
  19. NEP-RMG: Risk Management (1) 2003-05-08
  20. NEP-SEA: South East Asia (14) 2003-11-30 2004-05-09 2004-06-02 2004-08-31 2005-02-01 2005-02-01 2005-02-01 2005-02-01 2005-02-01 2007-08-14 2007-08-18 2007-08-27 2008-07-20 2009-04-25 Author is listed
  21. NEP-TRA: Transition Economics (5) 2004-05-02 2005-02-01 2009-01-31 2009-07-11 2009-07-11 Author is listed
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This page was last updated on 2009-11-5.

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