Details about Peijie Wang

Access statistics for papers by Peijie Wang.

Last updated 2024-04-27. Update your information in the RePEc Author Service.

Short-id: pwa375

Working Papers

2010

1. A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output
   Papers, arXiv.org View citations (1)
   Also in Working Papers, IESEG School of Management (2008) View citations (1)
2. A Triangular Analysis of Exchange Rate Determination and Adjustments - The case of RMB, the US dollar and the euro
   Working Papers, IESEG School of Management View citations (1)
3. Assessment on Valuation of RMB – a triangular analysis approach
   Working Papers, IESEG School of Management

2009

4. A Financial Approach to the Balance of Payments
   Working Papers, IESEG School of Management
5. Reverse Shooting of Exchange Rates
   Working Papers, IESEG School of Management
   See also Journal Article Reverse shooting of exchange rates, Economic Modelling, Elsevier (2013) View citations (1) (2013)

2008

6. International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7 economies
   Working Papers, IESEG School of Management

Journal Articles

2015

1. A new approach to estimating value–income ratios with income growth and time-varying yields
   European Journal of Operational Research, 2015, 242, (1), 182-187 View citations (1)

2014

2. Assessment on RMB valuation – a triangular analysis approach
   China Finance Review International, 2014, 4, (1), 76-95
3. Retirement systems and pension reform: A Malaysian perspective
   International Labour Review, 2014, 153, (3), 489-502 View citations (4)
4. Return and volatility spillovers between china and world oil markets
   Economic Modelling, 2014, 42, (C), 413-420 View citations (75)

2013

5. A driver currency hypothesis
   Economics Letters, 2013, 118, (1), 60-62 View citations (1)
6. BUSINESS CYCLE PHASES AND COHERENCE—A SPECTRAL ANALYSIS OF UK SECTORAL OUTPUT
   Manchester School, 2013, 81, (6), 1012-1026 View citations (2)
7. Managing foreign exchange risk with derivatives in UK non-financial firms
   International Review of Financial Analysis, 2013, 29, (C), 294-302 View citations (10)
8. Reverse shooting of exchange rates
   Economic Modelling, 2013, 33, (C), 71-76 View citations (1)
   See also Working Paper Reverse Shooting of Exchange Rates, Working Papers (2009) (2009)

2011

9. Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets
   Quantitative Finance, 2011, 11, (2), 271-285 View citations (9)

2010

10. An examination of business cycle features in UK Sectoral Output
    Applied Economics, 2010, 42, (25), 3241-3252 View citations (2)
11. Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan
    Global Finance Journal, 2010, 21, (3), 304-317 View citations (26)

2007

12. BUSINESS CYCLE TRENDS, CYCLES AND GROWTH REVISITED: WITH APPLICATIONS TO G7 ECONOMIES*
    Australian Economic Papers, 2007, 46, (3), 282-299 View citations (1)

2005

13. A different approach to estimating betas of securities subject to thin trading and serial correlation
    Applied Financial Economics, 2005, 15, (16), 1145-1152 View citations (2)
14. A re-examination of the predicting power of forward premia
    Applied Financial Economics, 2005, 15, (17), 1219-1225 View citations (1)
15. Erratum to "Return and risk interactions in Chinese stock markets" [J. Int. Financial Markets Inst. Money 14 (2004) 367-384]
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (1), 89-89 View citations (1)
16. Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions
    Statistics & Probability Letters, 2005, 74, (1), 103-108
17. Stock return volatility and trading volume: evidence from the chinese stock market
    Journal of Chinese Economic and Business Studies, 2005, 3, (1), 39-54 View citations (13)

2004

18. Return and risk interactions in Chinese stock markets
    Journal of International Financial Markets, Institutions and Money, 2004, 14, (4), 367-383 View citations (18)

2003

19. A Frequency Domain Analysis of Common Cycles in Property and Related Sectors
    Journal of Real Estate Research, 2003, 25, (3), 325-346 View citations (10)
20. Cycles and Common Cycles in Property and Related Sectors
    International Real Estate Review, 2003, 6, (1), 22-42 View citations (10)
21. The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets
    Economics Letters, 2003, 81, (1), 81-87 View citations (5)

2002

22. Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments
    Journal of International Money and Finance, 2002, 21, (2), 223-239 View citations (13)

2001

23. Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
    Applied Financial Economics, 2001, 11, (2), 127-136 View citations (7)
24. Property and the economy in the short-term and the long-run
    Applied Economics, 2001, 33, (3), 327-337

2000

25. Market Efficiency and Rationality in Property Investment
    The Journal of Real Estate Finance and Economics, 2000, 21, (2), 185-201 View citations (11)
26. Shock persistence in property and related markets
    Journal of Property Research, 2000, 17, (1), 1-21 View citations (1)

1999

27. Relative price variability and inflation uncertainty - the UK case
    Applied Economics, 1999, 31, (12), 1531-1539 View citations (1)

1997

28. Information asymmetry, long-run relationship and price discovery in property investment markets
    The European Journal of Finance, 1997, 3, (3), 261-275 View citations (6)

1995

29. The implications of cointegration in financial markets
    Applied Economics Letters, 1995, 2, (8), 263-265 View citations (1)

1994

30. How do UK regional commercial rents move?
    Applied Economics Letters, 1994, 1, (1), 19-23

1993

31. Estimating daily seasonals in financial time series: The use of high-pass spectral filters
    Economics Letters, 1993, 43, (1), 1-4 View citations (2)