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Details about Yin-Wong Cheung

Workplace:Department of Economics and Finance, College of Business, City University, (more information at EDIRC)

Access statistics for papers by Yin-Wong Cheung.

Last updated 2017-03-31. Update your information in the RePEc Author Service.

Short-id: pch261


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Working Papers

2017

  1. Effects of Capital Flow on the Equity and Housing Markets in Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research Downloads
  2. Exchange Rate Prediction Redux: New Models, New Data, New Currencies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Working Paper Series, European Central Bank (2017) Downloads
  3. The Exchange Rate Effects of Macro News after the Global Financial Crisis
    Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas Downloads
  4. The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2016

  1. China's Bilateral Currency Swap Lines
    CESifo Working Paper Series, CESifo Group Munich Downloads
  2. Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. The Interest Rate Effect on Private Saving: Alternative Perspectives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  4. The Renminbi Central Parity: An Empirical Investigation
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2016) Downloads View citations (1)

2015

  1. China's Capital Flight: Pre- and Post-Crisis Experiences
    Working Papers, Institute of Empirical Economic Research, Osnabrueck University Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo Group Munich (2015) Downloads View citations (2)

    See also Journal Article in Journal of International Money and Finance (2016)
  2. International Reserves Before and After the Global Crisis: Is There No End to Hoarding?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (8)

    See also Journal Article in Journal of International Money and Finance (2015)

2014

  1. The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (9)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2014) Downloads View citations (8)

    See also Journal Article in Journal of International Money and Finance (2014)
  2. The Role of Offshore Financial Centers in the Process of Renminbi Internationalization
    ADBI Working Papers, Asian Development Bank Institute Downloads View citations (1)
    Also in Macroeconomics Working Papers, East Asian Bureau of Economic Research (2014) Downloads View citations (1)
    Finance Working Papers, East Asian Bureau of Economic Research (2014) Downloads View citations (1)
  3. The Structural Behavior of China-US Trade Flows
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2014) Downloads

2013

  1. China's Capital Controls - Through the Prism of Covered Interest Differentials
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (5)
    Also in CESifo Working Paper Series, CESifo Group Munich (2013) Downloads
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2013) Downloads

    See also Journal Article in Pacific Economic Review (2014)
  2. Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (16)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2013) Downloads View citations (8)
    MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2013)

2012

  1. Are Chinese Trade Flows Different?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (31)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2012) Downloads View citations (24)

    See also Journal Article in Journal of International Money and Finance (2012)
  2. Exchange Rate Misalignment - The Case of the Chinese Renminbi
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
  3. Investment and Growth in Rich and Poor Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
  4. The Penn Effect within a Country - Evidence from Japan
    CESifo Working Paper Series, CESifo Group Munich Downloads
    See also Journal Article in Oxford Economic Papers (2014)
  5. Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (12)
    Also in CESifo Working Paper Series, CESifo Group Munich (2011) Downloads

2011

  1. China's Outward Direct Investment in Africa
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (8)
    See also Journal Article in Review of International Economics (2012)
  2. Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo Group Munich (2011) Downloads View citations (3)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2011) Downloads View citations (2)
  3. Exchange 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)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads
  4. Exchange Rate Misalingment Estimates - Sources of Differences
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2011) Downloads

    See also Journal Article in International Journal of Finance & Economics (2014)
  5. Renminbi Going Global
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz Downloads View citations (17)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2011) Downloads View citations (17)

    See also Journal Article in China & World Economy (2011)

2010

  1. Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (1)

    See also Journal Article in International Review of Economics & Finance (2011)
  2. Capital Flight: China's Experience
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (7)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2010) Downloads View citations (9)

    See also Journal Article in Review of Development Economics (2010)
  3. Measuring Renminbi Misalignment: Where Do We Stand?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (12)
  4. Renminbising China's Foreign Assets
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (11)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2010) Downloads View citations (1)

    See also Journal Article in Pacific Economic Review (2011)

2009

  1. A Cross-Country Empirical Analysis of International Reserves
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (19)
    See also Journal Article in International Economic Journal (2009)
  2. A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (4)
    See also Journal Article in Economie Internationale (2009)
  3. A High-Low Model of Daily Stock Price Ranges
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (7)
    Also in CESifo Working Paper Series, CESifo Group Munich (2008) Downloads

    See also Journal Article in Journal of Forecasting (2009)
  4. A Long Memory Model with Mixed Normal GARCH for US Inflation Data
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz Downloads View citations (1)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2009) Downloads View citations (1)
  5. A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)
    See also Journal Article in Journal of Economics and Management (2009)
  6. China's Current Account and Exchange Rate
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (15)
    Also in CESifo Working Paper Series, CESifo Group Munich (2009) Downloads View citations (42)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (28)

    See also Chapter (2010)
  7. Speculative Attacks: A Laboratory Study in Continuous Time
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (7)
    Also in CESifo Working Paper Series, CESifo Group Munich (2008) Downloads View citations (2)

    See also Journal Article in Journal of International Money and Finance (2009)
  8. The Empirics of China's Outward Direct Investment
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (20)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2009) Downloads View citations (19)

2008

  1. Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)
    Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW) (2007) Downloads View citations (1)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2008)
  2. Deviations from the Law of One Price in Japan
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (7)
  3. Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
  4. Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  5. Return, Trading Volume, and Market Depth in Currency Futures Markets
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)

2007

  1. Does the Chinese Interest Rate Follow the US Interest Rate?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2006) Downloads View citations (11)

    See also Journal Article in International Journal of Finance & Economics (2008)
  2. Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (6)
  3. Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (30)
    See also Journal Article in Review of International Economics (2009)
  4. Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    See also Journal Article in Japan and the World Economy (2008)
  5. The Overvaluation of Renminbi Undervaluation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (81)
    Also in CESifo Working Paper Series, CESifo Group Munich (2007) Downloads View citations (93)
    Working Papers, Hong Kong Institute for Monetary Research (2007) Downloads View citations (71)

    See also Journal Article in Journal of International Money and Finance (2007)

2006

  1. A Reappraisal of the Border Effect on Relative Price Volatility
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (3)

    See also Journal Article in International Economic Journal (2006)
  2. An Empirical Model of Daily Highs and Lows
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (1)

    See also Journal Article in International Journal of Finance & Economics (2007)
  3. The Illusion of Precision and the Role of the Renminbi in Regional Integration
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (10)
    See also Chapter (2009)

2005

  1. An Output Perspective on a Northeast Asia Currency Union
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (5)
    Also in CESifo Working Paper Series, CESifo Group Munich (2004) Downloads View citations (1)
  2. Cross-Country Relative Price Volatility: Effects of Market Structure
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo Group Munich (2005) Downloads View citations (4)

    See also Journal Article in Review of International Economics (2006)
  3. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (137)
    Also in IMF Working Papers, International Monetary Fund (2004) Downloads View citations (43)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (23)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (39)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (23)
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) Downloads View citations (24)

    See also Journal Article in Journal of International Money and Finance (2005)
  4. Exchange Rates and Markov Switching Dynamics
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (38)
    Also in CESifo Working Paper Series, CESifo Group Munich (2004) Downloads View citations (4)

    See also Journal Article in Journal of Business & Economic Statistics (2005)
  5. Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (3)
  6. The Chinese Economies in Global Context: The Integration Process and Its Determinants
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (5)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (8)
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) Downloads View citations (6)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (6)

    See also Journal Article in Journal of the Japanese and International Economies (2006)
  7. The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit Downloads
    See also Journal Article in Applied Economics (2011)

2004

  1. Exchange Rate Dynamics: Where is the Saddle Path?
    CESifo Working Paper Series, CESifo Group Munich Downloads
  2. Testing for Output Convergence: A Re-examination
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (22)
    Also in CESifo Working Paper Series, CESifo Group Munich (2000) Downloads View citations (4)

    See also Journal Article in Oxford Economic Papers (2004)
  3. The Suitability of A Greater China Currency Union
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo Group Munich (2004) Downloads View citations (2)

    See also Journal Article in Pacific Economic Review (2005)

2003

  1. An Analysis of Hong Kong Export Performance
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (4)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (1)

    See also Journal Article in Pacific Economic Review (2005)
  2. China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (18)
    Also in Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) Downloads View citations (17)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (17)
    CESifo Working Paper Series, CESifo Group Munich (2003) Downloads View citations (19)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (17)

    See also Journal Article in China Economic Review (2003)
  3. Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2003) Downloads View citations (1)

    See also Journal Article in Journal of International Economics (2004)
  4. East Asian Equity Markets, Financial Crises, and the Japanese Currency
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    See also Journal Article in Journal of the Japanese and International Economies (2007)
  5. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (5)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (3)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (2)
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) Downloads View citations (2)

2002

  1. Effects of U.S. Inflation on Hong Kong and Singapore
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (19)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001) Downloads

    See also Journal Article in Journal of Comparative Economics (2002)

2001

  1. Equity Price Dynamics Before and After the Introduction of the Euro
    Discussion Papers in Economics, University of Munich, Department of Economics Downloads View citations (5)
  2. Equity Price Dynamics Before and After the Introduction of the Euro: A Note
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (9)
    See also Journal Article in Multinational Finance Journal (2001)
  3. Hong Kong Output Dynamics: An Empirical Analysis
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (1)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2000) Downloads View citations (1)
  4. Market Structure, Technology Spillovers, and Persistence in Productivity Differentials
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    See also Journal Article in The International Journal of Applied Economics (2004)
  5. Sectoral Trends and Cycles in Germany
    CESifo Working Paper Series, CESifo Group Munich Downloads
    See also Journal Article in Empirical Economics (2003)

2000

  1. Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (21)
    See also Journal Article in Journal of International Money and Finance (2001)
  2. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (25)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) Downloads View citations (20)
    Working Papers, Warwick Business School, Finance Group (1999) Downloads View citations (3)

    See also Journal Article in International Journal of Finance & Economics (2004)
  3. Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices
    Working Papers, Lund University, Department of Economics Downloads

1999

  1. Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (46)
  3. Market Structure and the Persistence of Sectoral Real Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    See also Journal Article in International Journal of Finance & Economics (2001)
  4. On Cross-Country Differences in the Persistence of Real Exchange Rates
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (14)
    See also Journal Article in Journal of International Economics (2000)
  5. Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (7)
    See also Journal Article in Applied Economics (2002)
  6. Traders, Market Microstructure and Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)

1997

  1. Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in International Finance, EconWPA (1995) Downloads View citations (2)

    See also Journal Article in Journal of International Money and Finance (1998)

1996

  1. Further Investigation of the Uncertain Unit Root in GNP
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (9)
    Also in Econometrics, EconWPA (1995) Downloads View citations (2)

    See also Journal Article in Journal of Business & Economic Statistics (1997)

1995

  1. Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis
    Macroeconomics, EconWPA Downloads View citations (1)
    See also Journal Article in Oxford Economic Papers (1996)
  2. How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries
    Macroeconomics, EconWPA Downloads View citations (3)

1993

  1. On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
    Working Papers, Federal Reserve Bank of Philadelphia
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (1994)

Undated

  1. Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (4)

Journal Articles

2016

  1. China's capital flight: Pre- and post-crisis experiences
    Journal of International Money and Finance, 2016, 66, (C), 88-112 Downloads View citations (1)
    See also Working Paper (2015)
  2. China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications
    Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 43-67 Downloads
    Also in Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 43-67 (2016) Downloads

2015

  1. International reserves before and after the global crisis: Is there no end to hoarding?
    Journal of International Money and Finance, 2015, 52, (C), 102-126 Downloads View citations (15)
    See also Working Paper (2015)

2014

  1. China's Capital Controls: Through the Prism of Covered Interest Differentials
    Pacific Economic Review, 2014, 19, (1), 112-134 Downloads View citations (7)
    See also Working Paper (2013)
  2. EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES
    International Journal of Finance & Economics, 2014, 19, (2), 91-121 Downloads
    See also Working Paper (2011)
  3. The Missing Link: China's Contracted Engineering Projects in Africa
    Review of Development Economics, 2014, 18, (3), 564-580 Downloads View citations (1)
  4. The Penn effect within a country: evidence from Japan
    Oxford Economic Papers, 2014, 66, (4), 1070-1089 Downloads View citations (1)
    See also Working Paper (2012)
  5. The offshore renminbi exchange rate: Microstructure and links to the onshore market
    Journal of International Money and Finance, 2014, 49, (PA), 170-189 Downloads View citations (9)
    See also Working Paper (2014)

2013

  1. Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms
    Journal of International Money and Finance, 2013, 39, (C), 231-245 Downloads View citations (17)
    See also Working Paper (2013)

2012

  1. Are Chinese trade flows different?
    Journal of International Money and Finance, 2012, 31, (8), 2127-2146 Downloads View citations (28)
    See also Working Paper (2012)
  2. China's Outward Direct Investment in Africa
    Review of International Economics, 2012, 20, (2), 201-220 Downloads View citations (13)
    See also Working Paper (2011)

2011

  1. A Long Memory Model with Normal Mixture GARCH
    Computational Economics, 2011, 38, (4), 517-539 Downloads
  2. Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies
    International Review of Economics & Finance, 2011, 20, (1), 19-31 Downloads View citations (8)
    See also Working Paper (2010)
  3. RENMINBISING CHINA'S FOREIGN ASSETS
    Pacific Economic Review, 2011, 16, (1), 1-17 Downloads View citations (11)
    See also Working Paper (2010)
  4. Renminbi Going Global
    China & World Economy, 2011, 19, (2), 1-18 View citations (17)
    See also Working Paper (2011)
  5. The Determinants of Chinese Outward Direct Investment – By Hinrich Voss
    Asian-Pacific Economic Literature, 2011, 25, (2), 165-166 Downloads
  6. The common-trend and transitory dynamics in real exchange rate fluctuations
    Applied Economics, 2011, 43, (1), 1-18 Downloads View citations (1)
    See also Working Paper (2005)

2010

  1. A trading strategy based on Callable Bull/Bear Contracts
    Pacific-Basin Finance Journal, 2010, 18, (2), 186-198 Downloads View citations (5)
  2. Capital Flight: China's Experience
    Review of Development Economics, 2010, 14, (2), 227-247 Downloads View citations (7)
    See also Working Paper (2010)

2009

  1. A Cross-Country Empirical Analysis of International Reserves
    International Economic Journal, 2009, 23, (4), 447-481 Downloads View citations (13)
    See also Working Paper (2009)
  2. A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies
    Economie Internationale, 2009, (119), 5-23 Downloads View citations (2)
    See also Working Paper (2009)
  3. A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
    Journal of Economics and Management, 2009, 5, (2), 187-218 Downloads View citations (2)
    See also Working Paper (2009)
  4. A high-low model of daily stock price ranges
    Journal of Forecasting, 2009, 28, (2), 103-119 Downloads View citations (7)
    See also Working Paper (2009)
  5. EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT
    Pacific Economic Review, 2009, 14, (3), 312-341 Downloads View citations (24)
  6. Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses
    Review of International Economics, 2009, 17, (4), 824-843 Downloads View citations (37)
    See also Working Paper (2007)
  7. Pitfalls in Measuring Exchange Rate Misalignment
    Open Economies Review, 2009, 20, (2), 183-206 Downloads View citations (28)
  8. Renminbisation des actifs internationaux de la Chine
    Revue d'Économie Financière, 2009, 95, (2), 135-155 Downloads View citations (4)
  9. Speculative attacks: A laboratory study in continuous time
    Journal of International Money and Finance, 2009, 28, (6), 1064-1082 Downloads View citations (7)
    See also Working Paper (2009)

2008

  1. Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-61 Downloads View citations (4)
    See also Working Paper (2008)
  2. Does the Chinese interest rate follow the US interest rate?
    International Journal of Finance & Economics, 2008, 13, (1), 53-67 Downloads View citations (9)
    See also Working Paper (2007)
  3. Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries
    Japan and the World Economy, 2008, 20, (3), 415-434 Downloads View citations (2)
    See also Working Paper (2007)

2007

  1. An empirical model of daily highs and lows
    International Journal of Finance & Economics, 2007, 12, (1), 1-20 Downloads View citations (18)
    See also Working Paper (2006)
  2. East Asian equity markets, financial crises, and the Japanese currency
    Journal of the Japanese and International Economies, 2007, 21, (1), 138-152 Downloads View citations (6)
    See also Working Paper (2003)
  3. The overvaluation of Renminbi undervaluation
    Journal of International Money and Finance, 2007, 26, (5), 762-785 Downloads View citations (81)
    See also Working Paper (2007)

2006

  1. A Reappraisal of the Border Effect on Relative Price Volatility
    International Economic Journal, 2006, 20, (4), 495-513 Downloads View citations (3)
    See also Working Paper (2006)
  2. Cross-country Relative Price Volatility: Effects of Market Structure
    Review of International Economics, 2006, 14, (5), 836-848 Downloads View citations (2)
    See also Working Paper (2005)
  3. The Chinese economies in global context: The integration process and its determinants
    Journal of the Japanese and International Economies, 2006, 20, (1), 128-153 Downloads View citations (19)
    See also Working Paper (2005)

2005

  1. AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE
    Pacific Economic Review, 2005, 10, (3), 323-340 Downloads View citations (9)
    See also Working Paper (2003)
  2. Dimensions of financial integration in Greater China: money markets, banks and policy effects
    International Journal of Finance & Economics, 2005, 10, (2), 117-132 Downloads View citations (10)
  3. Empirical exchange rate models of the nineties: Are any fit to survive?
    Journal of International Money and Finance, 2005, 24, (7), 1150-1175 Downloads View citations (330)
    See also Working Paper (2005)
  4. Exchange Rates and Markov Switching Dynamics
    Journal of Business & Economic Statistics, 2005, 23, 314-320 Downloads View citations (31)
    See also Working Paper (2005)
  5. RECENT ADVANCES IN INTERNATIONAL FINANCE: INTRODUCTION
    Pacific Economic Review, 2005, 10, (1), 1-3 Downloads
  6. THE SUITABILITY OF A GREATER CHINA CURRENCY UNION
    Pacific Economic Review, 2005, 10, (1), 83-103 Downloads View citations (10)
    See also Working Paper (2004)
  7. Why the renminbi might be overvalued (but probably isn’t)
    Proceedings, 2005 Downloads View citations (10)

2004

  1. Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments
    Journal of International Economics, 2004, 64, (1), 135-150 Downloads View citations (48)
    See also Working Paper (2003)
  2. How do UK-based foreign exchange dealers think their market operates?
    International Journal of Finance & Economics, 2004, 9, (4), 289-306 Downloads View citations (60)
    See also Working Paper (2000)
  3. Market Structure, Technology Spillovers, and Persistence in Productivity Differentials
    The International Journal of Applied Economics, 2004, 1, (1), 1-23 Downloads View citations (3)
    See also Working Paper (2001)
  4. Testing for output convergence: a re-examination
    Oxford Economic Papers, 2004, 56, (1), 45-63 View citations (17)
    See also Working Paper (2004)

2003

  1. China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration
    China Economic Review, 2003, 14, (3), 281-303 Downloads View citations (20)
    See also Working Paper (2003)
  2. Sectoral trends and cycles in Germany
    Empirical Economics, 2003, 28, (1), 141-156 Downloads View citations (5)
    See also Working Paper (2001)

2002

  1. Effects of U.S. Inflation on Hong Kong and Singapore
    Journal of Comparative Economics, 2002, 30, (3), 603-619 Downloads View citations (16)
    See also Working Paper (2002)
  2. Output dynamics of the G7 countries--stochastic trends and cyclical movements
    Applied Economics, 2002, 34, (18), 2239-2247 Downloads View citations (6)
    See also Working Paper (1999)

2001

  1. A Note on the Power of Money-Output Causality Tests
    Oxford Bulletin of Economics and Statistics, 2001, 63, (2), 247-61 Downloads View citations (11)
  2. Currency traders and exchange rate dynamics: a survey of the US market
    Journal of International Money and Finance, 2001, 20, (4), 439-471 Downloads View citations (243)
    See also Working Paper (2000)
  3. Equity Price Dynamics Before and After the Introduction of the Euro: A Note
    Multinational Finance Journal, 2001, 5, (2), 113-128 Downloads View citations (1)
    See also Working Paper (2001)
  4. Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
    Journal of International Money and Finance, 2001, 20, (1), 115-132 Downloads View citations (32)
  5. Market Structure and the Persistence of Sectoral Real Exchange Rates
    International Journal of Finance & Economics, 2001, 6, (2), 95-114 Downloads View citations (32)
    See also Working Paper (1999)

2000

  1. A survey of market practitioners' views on exchange rate dynamics
    Journal of International Economics, 2000, 51, (2), 401-419 Downloads View citations (104)
  2. Does Austria Respond to the German or the US Business Cycle?
    International Journal of Finance & Economics, 2000, 5, (1), 33-42 Downloads View citations (7)
  3. On cross-country differences in the persistence of real exchange rates
    Journal of International Economics, 2000, 50, (2), 375-397 Downloads View citations (67)
    See also Working Paper (1999)
  4. On the purchasing power parity puzzle
    Journal of International Economics, 2000, 52, (2), 321-330 Downloads View citations (111)
  5. Special Issue on Asset Price Dynamics and Risk Management
    Multinational Finance Journal, 2000, 4, (3-4), 155-157 Downloads
  6. Which Measure of Aggregate Output Should We Use?
    Journal of Macroeconomics, 2000, 22, (2), 253-269 Downloads

1999

  1. An analysis of German effects on the Austrian business cycle
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (3), 522-531 Downloads View citations (4)
  2. Macroeconomic determinants of long-term stock market comovements among major EMS countries
    Applied Financial Economics, 1999, 9, (1), 73-85 Downloads View citations (18)

1998

  1. A comparison of learning and replicator dynamics using experimental data
    Journal of Economic Behavior & Organization, 1998, 35, (3), 263-280 Downloads View citations (23)
  2. Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries
    Pacific-Basin Finance Journal, 1998, 6, (1-2), 61-76 Downloads View citations (9)
  3. Integration, cointegration and the forecast consistency of structural exchange rate models
    Journal of International Money and Finance, 1998, 17, (5), 813-830 Downloads View citations (23)
    See also Working Paper (1997)
  4. International evidence on the stock market and aggregate economic activity
    Journal of Empirical Finance, 1998, 5, (3), 281-296 Downloads View citations (70)
  5. Parity reversion in real exchange rates during the post-Bretton Woods period
    Journal of International Money and Finance, 1998, 17, (4), 597-614 Downloads View citations (65)

1997

  1. Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test
    Econometric Theory, 1997, 13, (05), 679-691 Downloads View citations (6)
  2. Common Predictable Components in Regional Stock Markets
    Journal of Business & Economic Statistics, 1997, 15, (1), 35-42 View citations (9)
  3. Further Investigation of the Uncertain Unit Root in GNP
    Journal of Business & Economic Statistics, 1997, 15, (1), 68-73 View citations (46)
    See also Working Paper (1996)
  4. Individual Learning in Normal Form Games: Some Laboratory Results
    Games and Economic Behavior, 1997, 19, (1), 46-76 Downloads View citations (123)
  5. Information Flows Between Eurodollar Spot and Futures Markets
    Multinational Finance Journal, 1997, 1, (4), 255-271 Downloads View citations (4)
  6. The Performance of Trading Rules on Four Asian Currency Exchange Rates
    Multinational Finance Journal, 1997, 1, (1), 1-22 Downloads View citations (1)
  7. What are the global sources of rational variation in international equity returns?
    Journal of International Money and Finance, 1997, 16, (6), 821-836 Downloads View citations (8)

1996

  1. A causality-in-variance test and its application to financial market prices
    Journal of Econometrics, 1996, 72, (1-2), 33-48 Downloads View citations (189)
  2. Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis
    Oxford Economic Papers, 1996, 48, (1), 134-62 Downloads View citations (30)
    See also Working Paper (1995)
  3. International economics: Peter H. Lindert and Thomas A. Pugel
    The North American Journal of Economics and Finance, 1996, 7, (2), 231-232 Downloads
  4. Stock Market Volatility and Fractional Integration
    International Journal of Finance & Economics, 1996, 1, (4), 263-73 Downloads

1995

  1. A search for long memory in international stock market returns
    Journal of International Money and Finance, 1995, 14, (4), 597-615 Downloads View citations (73)
  2. Endogeneity bias in beta estimation: Thailand and Hong Kong
    Pacific-Basin Finance Journal, 1995, 3, (1), 145-145 Downloads
  3. How sensitive are trends to data definitions? Results for East Asian and G5 countries
    Applied Economics Letters, 1995, 2, (1), 1-6 Downloads
  4. Lag Order and Critical Values of a Modified Dickey-Fuller Test
    Oxford Bulletin of Economics and Statistics, 1995, 57, (3), 411-19 View citations (62)
  5. Lag Order and Critical Values of the Augmented Dickey-Fuller Test
    Journal of Business & Economic Statistics, 1995, 13, (3), 277-80 View citations (117)
  6. Pacific-Basin stock markets and real activity
    Pacific-Basin Finance Journal, 1995, 3, (1), 143-143 Downloads View citations (1)
    Also in Pacific-Basin Finance Journal, 1994, 2, (2-3), 349-373 (1994) Downloads View citations (15)
  7. Purchasing power parity under the European Monetary System
    Journal of International Money and Finance, 1995, 14, (2), 179-189 Downloads View citations (14)

1994

  1. Aggregate output dynamics in the twentieth century
    Economics Letters, 1994, 45, (1), 15-22 Downloads View citations (4)
  2. Mean reversion in real exchange rates
    Economics Letters, 1994, 46, (3), 251-256 Downloads View citations (37)
  3. On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
    Journal of Econometrics, 1994, 62, (2), 301-316 Downloads View citations (61)
    See also Working Paper (1993)

1993

  1. A Fractional Cointegration Analysis of Purchasing Power Parity
    Journal of Business & Economic Statistics, 1993, 11, (1), 103-12 View citations (215)
  2. Do Gold Market Returns Have Long Memory?
    The Financial Review, 1993, 28, (2), 181-202 View citations (38)
  3. Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration
    Oxford Bulletin of Economics and Statistics, 1993, 55, (3), 313-28 View citations (406)
  4. Long Memory in Foreign-Exchange Rates
    Journal of Business & Economic Statistics, 1993, 11, (1), 93-101 View citations (129)
  5. Long-run purchasing power parity during the recent float
    Journal of International Economics, 1993, 34, (1-2), 181-192 Downloads View citations (121)

1992

  1. International evidence on output persistence from postwar data
    Economics Letters, 1992, 38, (4), 435-441 Downloads View citations (6)
  2. Stock Price Dynamics and Firm Size: An Empirical Investigation
    Journal of Finance, 1992, 47, (5), 1985-97 Downloads View citations (35)

Edited books

2012

  1. The Evolving Role of China in the Global Economy, vol 1
    MIT Press Books, The MIT Press

Chapters

2010

  1. China's Current Account and Exchange Rate
    A chapter in China's Growing Role in World Trade, 2010, pp 231-271 Downloads View citations (14)
    See also Working Paper (2009)

2009

  1. The Illusion of Precision and the Role of the Renminbi in Regional Integration
    Chapter 13 in Towards Monetary and Financial Integration in East Asia, 2009 Downloads View citations (2)
    See also Working Paper (2006)

Editor

  1. Asia-Pacific Journal of Accounting & Economics
    Taylor & Francis Journals
  2. Pacific Economic Review
    Wiley Blackwell
 
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