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Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of International Money and Finance 20 (2001) 1, pp. 115-132
Persistent link: https://www.econbiz.de/10005311571
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Purchasing power parity under the European Monetary System
Cheung, Yin-Wong; Fung, Hung-Gay; Lai, Kon S.; Lo, Wai-Chung - In: Journal of International Money and Finance 14 (1995) 2, pp. 179-189
Persistent link: https://www.econbiz.de/10005311597
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of International Money and Finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10005339268
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A search for long memory in international stock market returns
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of International Money and Finance 14 (1995) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10005339416
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Mean reversion in real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Economics Letters 46 (1994) 3, pp. 251-256
Persistent link: https://www.econbiz.de/10005159198
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Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries
Cheung, Yin-Wong; Lai, Kon S. - In: Japan and the World Economy 20 (2008) 3, pp. 415-434
This study investigates whether greater nominal exchange rate flexibility aids real exchange rate adjustment based on data from dual exchange rates in developing countries. Specifically, we analyze whether the more flexible parallel market rate produces faster real exchange rate adjustment than...
Persistent link: https://www.econbiz.de/10005444754
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Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries
Cheung, Yin-Wong; Lai, Kon S. - In: Pacific-Basin Finance Journal 6 (1998) 1-2, pp. 61-76
Persistent link: https://www.econbiz.de/10005462345
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On cross-country differences in the persistence of real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of International Economics 50 (2000) 2, pp. 375-397
Persistent link: https://www.econbiz.de/10005527694
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On the purchasing power parity puzzle
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of International Economics 52 (2000) 2, pp. 321-330
Persistent link: https://www.econbiz.de/10005527695
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Long-run purchasing power parity during the recent float
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of International Economics 34 (1993) 1-2, pp. 181-192
Persistent link: https://www.econbiz.de/10005531275