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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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The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
Lai, Kon S. - In: Journal of International Money and Finance 27 (2008) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10005339339
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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