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Commodity price effects on currencies
Cheung, Yin-Wong; Wang, Wenhao - 2022
Using quarterly data on four commodity exporting countries, we study the explanatory power of real commodity prices for predicting real effective exchange rates, with special attention to the separate roles of different sectoral commodity prices during alternative time periods. We find that the...
Persistent link: https://www.econbiz.de/10013383435
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Commodity price effects on currencies
Wang, Wenhao; Cheung, Yin-Wong - In: Journal of international money and finance 130 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014248769
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A Cross-Country Empirical Analysis of International Reserves
Cheung, Yin-Wong - 2013
between developed and developing economies and is not stable over time. The estimation results indicate that, especially …
Persistent link: https://www.econbiz.de/10013095899
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Equity Price Dynamics Before and after the Introduction of the Euro : A Note
Cheung, Yin-Wong - 2016
Daily data from the German and U.S. equity markets before and after the introduction of the Euro are used to study the … effect of exchange rate regime choices on equity markets. It is found that, since the introduction of the Euro, the …
Persistent link: https://www.econbiz.de/10013004307
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Equity price dynamics before and after the introduction of the euro : a note
Cheung, Yin-Wong; Westermann, Frank - 2001
Daily data from the German and U.S. equity markets before and after the introduction of the Euro are used to study the … effect of exchange rate regime choices on equity markets. It is found that, since the introduction of the Euro, the …
Persistent link: https://www.econbiz.de/10011397990
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East Asian equity markets, financial crises and the Japanese currency
Cheung, Stephen Y. L.; Cheung, Yin-Wong; Ng, Chris C. - In: Journal of the Japanese and international economies : … 21 (2007) 1, pp. 138-152
Persistent link: https://www.econbiz.de/10003496142
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What are the global sources of rational variation in international equity returns?
Cheung, Yin-Wong - In: Journal of international money and finance 16 (1997) 6, pp. 821-836
Persistent link: https://www.econbiz.de/10001235362
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Stock market volatility and fractional integration
Cheung, Yin-Wong - In: International journal of finance & economics : IJFE 1 (1996) 4, pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 5, pp. 813-830
Persistent link: https://www.econbiz.de/10001253045