Access Statistics for Yin-Wong Cheung

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Country Empirical Analysis of International Reserves 4 8 10 10 9 17 20 20
A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies 1 6 36 36 6 19 54 54
A High-Low Model of Daily Stock Price Ranges 6 12 58 58 19 54 116 116
A High-Low Model of Daily Stock Price Ranges 2 10 78 86 16 52 457 505
A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility 7 9 13 13 11 17 22 22
A Reappraisal of the Border Effect on Relative Price Volatility 0 2 2 53 1 6 16 182
A Reappraisal of the Border Effect on Relative Price Volatility 0 1 12 16 1 5 34 75
An Analysis of Hong Kong Export Performance 0 0 10 88 6 13 50 265
An Analysis of Hong Kong Export Performance 2 5 15 19 15 29 77 84
An Empirical Model of Daily Highs and Lows 3 5 10 56 3 7 29 178
An Empirical Model of Daily Highs and Lows 2 4 13 27 12 22 87 147
An Output Perspective on a Northeast Asia Currency Union 0 2 4 92 3 8 18 256
An Output Perspective on a Northeast Asia Currency Union 0 2 6 13 5 10 44 83
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios 0 0 10 10 0 3 7 7
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios 0 1 15 59 0 2 31 103
Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys 0 0 11 240 1 2 36 1,358
China's Current Account and Exchange Rate 5 10 35 35 17 36 96 96
China's Current Account and Exchange Rate 10 24 48 48 18 38 43 43
China's Current Account and Exchange Rate 3 13 161 161 17 56 316 316
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration 1 1 7 143 3 7 43 439
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration 0 1 2 57 0 6 14 167
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration 0 0 3 4 0 5 25 36
China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration 1 3 6 117 2 6 20 320
Cross-Country Relative Price Volatility: Effects of Market Structure 0 1 4 81 0 3 14 268
Cross-Country Relative Price Volatility: Effects of Market Structure 0 0 6 16 1 4 33 73
Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market 9 21 59 289 23 64 214 1,458
Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis 0 1 10 241 4 11 51 1,475
Deviations from the Law of One Price in Japan 0 2 4 20 1 4 13 54
Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment 1 3 16 103 1 7 57 362
Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments 2 4 16 18 2 10 52 59
Does the Chinese Interest Rate Follow the US Interest Rate? 1 3 24 86 2 22 110 304
Does the Chinese Interest Rate Follow the US Interest Rate? 5 11 20 72 23 45 83 234
East Asian Equity Markets, Financial Crises, and the Japanese Currency 0 2 15 18 8 26 89 102
Effects of U.S. Inflation on Hong Kong and Singapore 2 2 24 80 21 29 167 451
Effects of U.S. Inflation on Hong Kong and Singapore 0 1 10 158 3 7 59 977
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? 1 6 23 192 4 13 68 437
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? 3 12 34 327 14 33 93 807
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? 1 4 18 230 5 16 78 651
Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? 3 9 33 729 13 45 114 1,861
Equity Price Dynamics Before and After the Introduction of the Euro 0 0 0 37 3 3 12 186
Equity Price Dynamics Before and After the Introduction of the Euro: A Note 0 1 1 15 0 2 8 218
Exchange Rate Dynamics: Where is the Saddle Path? 1 3 11 85 4 10 31 238
Exchange Rates and Markov Switching Dynamics 2 6 24 246 6 11 40 411
Exchange Rates and Markov Switching Dynamics 6 9 27 28 7 12 49 55
Further Investigation of the Uncertain Unit Root in GNP 0 6 9 97 2 15 33 636
Further investigation of the uncertain unit root in GNP 1 5 18 290 5 17 62 1,396
Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences 2 6 30 66 13 27 108 143
Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses 1 1 16 47 4 7 49 108
Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses 2 4 18 43 14 31 76 171
Hong Kong Output Dynamics: An Empirical Analysis 0 0 2 33 0 1 7 115
Hong Kong Output Dynamics: An Empirical Analysis 0 1 1 32 0 2 8 209
Hong Kong Output Dynamics: An Empirical Analysis 0 0 2 7 1 3 17 48
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? 3 6 23 399 10 25 97 1,689
How Do UK-Based Foreign Exchange Dealers Think Their Market Operates? 0 1 7 117 2 6 27 513
How do UK-Based Foreign Exchange Dealers Think Their Market Operates? 1 1 4 4 3 8 19 19
How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries 0 0 1 94 0 1 18 1,042
Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models 0 3 21 341 2 9 50 695
Integration, cointegration and the forecast consistency of structural exchange rate models 1 6 18 493 5 18 57 1,537
Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders 2 8 41 303 5 17 95 986
Market Structure and the Persistence of Sectoral Real Exchange Rates 0 1 7 91 2 6 31 396
Market Structure, Technology Spillovers, and Persistence in Productivity Differentials 0 2 6 71 3 9 43 346
Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries 4 7 30 271 17 33 159 1,370
Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries 4 6 34 92 10 16 88 218
On Cross-Country Differences in the Persistence of Real Exchange Rates 1 2 7 49 2 3 15 218
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean 0 0 0 1 2 7 16 171
On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean 0 1 19 65 4 10 55 545
Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements 1 4 8 26 2 10 31 795
Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies 0 3 25 48 1 7 62 92
Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices 0 0 10 227 0 1 24 702
Return, Trading Volume, and Market Depth in Currency Futures Markets 2 15 28 28 22 55 98 98
Sectoral Trends and Cycles in Germany 0 1 5 27 0 3 23 206
Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis 2 2 18 186 4 6 59 571
Speculative Attacks: A Laboratory Study in Continuous Time 5 8 18 18 8 14 27 27
Speculative Attacks: A Laboratory Study in Continuous Time 2 5 20 20 5 12 49 49
Testing for Output Convergence: A Re-Examination 2 3 5 51 2 4 13 219
Testing for Output Convergence: A Re-examination 1 1 7 9 1 4 19 24
The Chinese Economies in Global Context: The Integration Process and Its Determinants 0 0 1 61 0 5 18 168
The Chinese Economies in Global Context: The Integration Process and Its Determinants 0 0 1 129 0 1 21 306
The Chinese Economies in Global Context: The Integration Process and Its Determinants 0 1 5 7 1 5 21 28
The Chinese Economies in Global Context: The Integration Process and Its Determinants 0 2 5 87 2 7 17 261
The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations 1 1 16 96 7 13 51 315
The Empirics of China's Outward Direct Investment 4 12 37 37 7 16 23 23
The Empirics of China's Outward Direct Investment 8 22 34 34 15 49 76 76
The Illusion of Precision and the Role of the Renminbi in Regional Integration 0 0 10 27 8 11 45 107
The Overvaluation of Renminbi Undervaluation 2 3 11 52 2 8 40 157
The Overvaluation of Renminbi Undervaluation 3 5 22 74 6 12 57 197
The Overvaluation of Renminbi Undervaluation 3 6 18 92 8 13 39 217
The Suitability of A Greater China Currency Union 0 2 10 11 2 8 30 33
The Suitability of a Greater China Currency Union 0 2 9 123 4 13 38 376
Traders, Market Microstructure and Exchange Rate Dynamics 3 7 25 341 8 19 70 1,197
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated 0 0 11 133 2 3 28 307
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated 0 0 11 78 0 3 28 202
What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated 1 4 13 128 5 15 50 352
Total Working Papers 146 396 1,641 9,668 538 1,385 5,277 35,229


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fractional Cointegration Analysis of Purchasing Power Parity 0 0 0 0 6 10 50 772
A Note on the Power of Money-Output Causality Tests 0 1 5 20 0 2 19 112
A causality-in-variance test and its application to financial market prices 7 30 68 243 13 51 116 478
A comparison of learning and replicator dynamics using experimental data 0 2 7 33 0 3 11 79
A high-low model of daily stock price ranges 2 5 23 23 15 39 137 137
A search for long memory in international stock market returns 0 3 9 69 3 7 21 206
A survey of market practitioners' views on exchange rate dynamics 2 3 17 113 3 6 35 240
AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE 1 1 11 22 3 5 46 145
Aggregate output dynamics in the twentieth century 0 0 1 8 0 0 4 34
An analysis of German effects on the Austrian business cycle 0 0 0 0 0 1 6 6
An empirical model of daily highs and lows 3 4 16 48 7 14 62 236
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios 2 4 17 19 6 13 45 61
Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test 1 1 6 6 4 6 22 22
China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration 0 2 5 53 1 6 21 216
Common Predictable Components in Regional Stock Markets 0 0 0 0 1 1 14 178
Cross-country Relative Price Volatility: Effects of Market Structure 0 0 2 9 0 0 6 35
Currency traders and exchange rate dynamics: a survey of the US market 1 6 16 150 7 22 84 652
Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis 0 0 2 26 0 0 10 198
Dimensions of financial integration in Greater China: money markets, banks and policy effects 0 1 4 89 0 3 22 248
Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments 0 4 11 55 0 5 19 118
Do Gold Market Returns Have Long Memory? 0 0 0 0 3 7 25 126
Does Austria Respond to the German or the US Business Cycle? 0 0 3 34 0 0 12 216
Does the Chinese interest rate follow the US interest rate? 1 6 41 101 8 20 161 566
EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT 2 7 7 7 6 14 14 14
East Asian equity markets, financial crises, and the Japanese currency 1 1 5 16 3 11 29 70
Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries 0 0 1 11 0 0 2 44
Effects of U.S. Inflation on Hong Kong and Singapore 0 1 4 56 2 6 20 239
Empirical exchange rate models of the nineties: Are any fit to survive? 3 4 16 171 7 13 58 400
Endogeneity bias in beta estimation: Thailand and Hong Kong 0 0 1 6 0 0 8 53
Exchange Rates and Markov Switching Dynamics 6 11 36 76 8 17 56 142
Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration 0 0 0 10 8 23 128 902
Further Investigation of the Uncertain Unit Root in GNP 0 0 0 0 0 1 6 122
How Sensitive Are Trends to Data Definitions? Results for East Asian and G5 Countries 0 0 0 15 0 0 1 196
How do UK-based foreign exchange dealers think their market operates? 1 2 14 113 3 9 55 619
Individual Learning in Normal Form Games: Some Laboratory Results 1 3 10 75 1 8 32 258
Integration, cointegration and the forecast consistency of structural exchange rate models 0 0 2 51 0 2 15 148
International economics: Peter H. Lindert and Thomas A. Pugel 6 22 56 220 14 49 152 741
International evidence on output persistence from postwar data 0 1 1 11 0 2 3 42
International evidence on the stock market and aggregate economic activity 5 10 46 142 8 25 86 253
Lag Order and Critical Values of a Modified Dickey-Fuller Test 0 0 0 1 3 9 105 572
Lag Order and Critical Values of the Augmented Dickey-Fuller Test 0 0 0 0 19 62 354 2,629
Long Memory in Foreign-Exchange Rates 0 0 0 0 0 10 77 358
Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates 0 0 4 39 1 3 14 142
Long-run purchasing power parity during the recent float 3 7 23 130 6 14 36 209
Macroeconomic Determinants of Long-Term Stock Market Comovements among Major EMS Countries 1 4 12 45 1 5 18 204
Market Structure and the Persistence of Sectoral Real Exchange Rates 1 2 8 38 1 2 21 204
Market Structure, Technology Spillovers, and Persistence in Productivity Differentials 0 3 12 150 5 14 44 442
Mean reversion in real exchange rates 2 6 44 221 7 17 90 486
Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries 2 2 22 30 3 11 78 108
On cross-country differences in the persistence of real exchange rates 0 0 11 41 2 2 18 101
On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean 0 1 4 34 0 2 12 103
On the purchasing power parity puzzle 5 5 21 104 11 15 48 233
Output Dynamics of the G7 Countries--Stochastic Trends and Cyclical Movements 0 0 2 23 1 2 18 178
Pacific-Basin stock markets and real activity 0 1 1 11 0 2 8 69
Pacific-Basin stock markets and real activity 0 1 1 7 0 4 10 50
Parity reversion in real exchange rates during the post-Bretton Woods period 0 0 5 34 0 0 8 93
Pitfalls in Measuring Exchange Rate Misalignment 0 1 5 5 2 5 12 12
Purchasing power parity under the European Monetary System 0 0 2 26 0 0 10 130
RECENT ADVANCES IN INTERNATIONAL FINANCE: INTRODUCTION 2 4 17 63 3 12 38 169
Sectoral trends and cycles in Germany 1 1 2 32 1 3 7 198
Stock Market Volatility and Fractional Integration 0 1 2 74 0 2 8 315
Stock Price Dynamics and Firm Size: An Empirical Investigation 1 2 18 69 1 4 35 144
THE FOG ENCIRCLING THE RENMINBI DEBATE 0 1 6 7 0 2 16 18
THE SUITABILITY OF A GREATER CHINA CURRENCY UNION 0 1 8 39 0 2 21 130
Testing for output convergence: a re-examination 0 0 0 2 0 0 14 171
The Chinese economies in global context: The integration process and its determinants 0 1 1 23 0 5 18 89
The overvaluation of Renminbi undervaluation 1 1 15 37 8 12 66 147
What are the global sources of rational variation in international equity returns? 0 0 1 17 0 0 6 82
Which Measure of Aggregate Output Should We Use? 0 0 3 13 2 11 45 111
Why the renminbi might be overvalued (but probably isn’t) 0 2 10 55 5 10 40 164
Total Journal Articles 64 182 723 3,471 222 643 2,908 17,385


Statistics updated 2009-11-04