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Deviations from covered interest parity : the case of China
Cheung, Yin-Wong; Qian, Xingwang - In: The evolving role of Asia in global finance, (pp. 369-386). 2011
Persistent link: https://www.econbiz.de/10008992015
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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 volatility and the persistence of the German stock index have...
Persistent link: https://www.econbiz.de/10011397990
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Should the Nordic countries join a European Monetary Union? : an empirical Analysis
Bergman, Michael U.; Hutchison, Michael M.; Cheung, Yin-Wong - 1997
This paper examines the implications for the Nordic Countries (Denmark, Finland, Norway and Sweden) of participating in the finan stage of the European Monetary Union. Economic linkages with Germany are estimated using a time series approach under both the Bretton Woods and the post-Bretton...
Persistent link: https://www.econbiz.de/10011536533
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Purchasing power parity under the European Monetary System
Cheung, Yin-Wong (contributor) - In: Journal of international money and finance 14 (1995) 2, pp. 179-189
Persistent link: https://www.econbiz.de/10001181122
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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 volatility and the persistence of the German stock index have...
Persistent link: https://www.econbiz.de/10013004307
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Should the Nordic countries join a European Monetary Union? : an empirical analysis
Bergman, U. Michael - 1997
Persistent link: https://www.econbiz.de/10013274913
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Should Nordic Countries Join Emu? : An Empirical Analysis
Bergman, U. Michael; Hutchison, Michael M.; Cheung, Yin-Wong - 2002
This paper examines the implications for the Nordic countries (Denmark, Finland, Norway and Sweden) of participating in the final stage of the European Monetary Union. Economic linkages with Germany are estimated using a time series econometric approach under both the Bretton Woods and the...
Persistent link: https://www.econbiz.de/10014066165
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The overvaluation of Renminbi undervaluation
Cheung, Yin-Wong; Chinn, Menzie D.; Fujii, Eijii - 2007
We evaluate whether the Renminbi (RMB) is misaligned, relying upon conventional statistical methods of inference. A framework built around the relationship between relative price and relative output levels is used. We find that, once sampling uncertainty and serial correlation are accounted for,...
Persistent link: https://www.econbiz.de/10010264069
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Does the Chinese interest rate follow the US interest rate?
Cheung, Yin-Wong; Tam, Dickson; Yiu, Matthew S. - 2007
One argument for floating the Chinese renminbi (RMB) is to insulate China's monetary policy from the US effect. However … US dollar, China has alternative measures to retain its policy independence and de-link its interest rates from the US … rate. In other words, the argument for a flexible RMB to insulate China's monetary policy from the US effect is not …
Persistent link: https://www.econbiz.de/10010264088
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China's current account and exchange rate
Cheung, Yin-Wong; Chinn, Menzie D.; Fujii, Eiji - 2009
capital stock is accounted for. Thus, the China-US trade balance should respond to real exchange rate and relative income …
Persistent link: https://www.econbiz.de/10010264589