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Do gold market returns have long memory?
Cheung, Yin-Wong - In: The financial review : the official publication of the … 28 (1993) 2, pp. 181-202
Persistent link: https://www.econbiz.de/10001146308
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Common predictable components in regional stock markets
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10001214318
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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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Return, trading volume, and market depth in currency futures markets
Cheng, Ai-ru Meg; Cheung, Yin-Wong - 2008
Persistent link: https://www.econbiz.de/10003797420
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Yen carry trades and stock returns in target currency countries
Cheung, Stephen Y. L.; Cheung, Yin-Wong; He, Angela W. W. - In: Japan and the world economy : international journal of … 24 (2012) 3, pp. 174-183
Persistent link: https://www.econbiz.de/10009665467
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Special issue on asset price dynamics and risk management
Cheung, Yin-Wong (contributor) - 2000
Persistent link: https://www.econbiz.de/10001688733
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Return, Trading Volume, and Market Depth in Currency Futures Markets
Cheng, Ai-ru Meg - 2009
We use a class of stochastic volatility models with multiple latent factors to investigate the joint dynamics of return, trading volume, and open interest (a proxy for market depth) in currency futures markets. In accordance with theory, the empirical evidence indicates that there is more than...
Persistent link: https://www.econbiz.de/10012719898
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China's Outward Direct Investment in Africa
Cheung, Yin-Wong; Haan, Jakob de; Qian, XingWang; Yu, Shu - Hong Kong Institute for Monetary Research (HKIMR), … - 2011
We examine the empirical determinants of China's outward direct investment (ODI) in Africa using an officially approved … ODI dataset and a relatively new OECD-IMF format ODI dataset. China's ODI is found responding to the canonical economic … determinants that include the market seeking motive, the risk factor, and the resources seeking motive. It is also affected by the …
Persistent link: https://www.econbiz.de/10009003035
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Measuring Renminbi Misalignment: Where Do We Stand?
Cheung, Yin-Wong; Chinn, Menzie D.; Fujii, Eiji - Hong Kong Institute for Monetary Research (HKIMR), … - 2010
The value of China's currency, the renminbi (RMB), and the conduct of China's exchange rate policy have generated …
Persistent link: https://www.econbiz.de/10008677826
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Are Chinese Trade Flows Different?
Cheung, Yin-Wong; Chinn, Menzie D.; Qian, Xing Wang - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2012
We find that Chinese trade flows respond to economic activity and relative prices -- as represented by a trade weighted exchange rate -- but the relationships are not always precisely or robustly estimated. Chinese exports are generally well-behaved, rising with foreign GDP and decreasing as the...
Persistent link: https://www.econbiz.de/10010818564