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Details about Peijie Wang

Workplace:IÉSEG School of Management, Université Catholique de Lille (Catholic University of Lille), (more information at EDIRC)

Access statistics for papers by Peijie Wang.

Last updated 2016-01-26. Update your information in the RePEc Author Service.

Short-id: pwa375


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Working Papers

2010

  1. A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output
    Papers, arXiv.org Downloads View citations (1)
    Also in Working Papers, IESEG School of Management (2008) Downloads
  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 Downloads View citations (1)
  3. Assessment on Valuation of RMB – a triangular analysis approach
    Working Papers, IESEG School of Management Downloads

2009

  1. A Financial Approach to the Balance of Payments
    Working Papers, IESEG School of Management Downloads
  2. Reverse Shooting of Exchange Rates
    Working Papers, IESEG School of Management Downloads
    See also Journal Article in Economic Modelling (2013)

2008

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

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 Downloads

2014

  1. Assessment on RMB valuation – a triangular analysis approach
    China Finance Review International, 2014, 4, (1), 76-95 Downloads
  2. Retirement systems and pension reform: A Malaysian perspective
    International Labour Review, 2014, 153, (3), 489-502 Downloads View citations (1)
  3. Return and volatility spillovers between china and world oil markets
    Economic Modelling, 2014, 42, (C), 413-420 Downloads View citations (21)

2013

  1. A driver currency hypothesis
    Economics Letters, 2013, 118, (1), 60-62 Downloads
  2. BUSINESS CYCLE PHASES AND COHERENCE—A SPECTRAL ANALYSIS OF UK SECTORAL OUTPUT
    Manchester School, 2013, 81, (6), 1012-1026 Downloads View citations (1)
  3. Managing foreign exchange risk with derivatives in UK non-financial firms
    International Review of Financial Analysis, 2013, 29, (C), 294-302 Downloads View citations (3)
  4. Reverse shooting of exchange rates
    Economic Modelling, 2013, 33, (C), 71-76 Downloads View citations (1)
    See also Working Paper (2009)

2011

  1. Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets
    Quantitative Finance, 2011, 11, (2), 271-285 Downloads View citations (3)

2010

  1. An examination of business cycle features in UK Sectoral Output
    Applied Economics, 2010, 42, (25), 3241-3252 Downloads View citations (1)
  2. 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 Downloads View citations (13)

2007

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

2005

  1. A different approach to estimating betas of securities subject to thin trading and serial correlation
    Applied Financial Economics, 2005, 15, (16), 1145-1152 Downloads View citations (2)
  2. A re-examination of the predicting power of forward premia
    Applied Financial Economics, 2005, 15, (17), 1219-1225 Downloads View citations (1)
  3. 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 Downloads View citations (1)
  4. 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 Downloads
  5. Stock return volatility and trading volume: evidence from the chinese stock market
    Journal of Chinese Economic and Business Studies, 2005, 3, (1), 39-54 Downloads View citations (11)

2004

  1. Return and risk interactions in Chinese stock markets
    Journal of International Financial Markets, Institutions and Money, 2004, 14, (4), 367-383 Downloads View citations (17)

2003

  1. A Frequency Domain Analysis of Common Cycles in Property and Related Sectors
    Journal of Real Estate Research, 2003, 25, (3), 325-346 Downloads View citations (8)
  2. Cycles and Common Cycles in Property and Related Sectors
    International Real Estate Review, 2003, 6, (1), 22-42 Downloads View citations (1)
  3. 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 Downloads View citations (5)

2002

  1. 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 Downloads View citations (13)

2001

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

2000

  1. Market Efficiency and Rationality in Property Investment
    The Journal of Real Estate Finance and Economics, 2000, 21, (2), 185-201 Downloads View citations (8)
  2. Shock persistence in property and related markets
    Journal of Property Research, 2000, 17, (1), 1-21 Downloads View citations (1)

1999

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

1997

  1. Information asymmetry, long-run relationship and price discovery in property investment markets
    The European Journal of Finance, 1997, 3, (3), 261-275 Downloads View citations (5)

1995

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

1994

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

1993

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