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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

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

A causality-in-variance test and its application to financial market prices

Cheung, Yin-Wong - In: Journal of econometrics 72 (1996) 1, pp. 33-48

Persistent link: https://www.econbiz.de/10001198033

Exchange rate misalignment estimates : sources of differences

Cheung, Yin-Wong; Fujii, Eiji - In: International journal of finance & economics : IJFE 19 (2014) 2, pp. 91-121

Persistent link: https://www.econbiz.de/10010471982

Exchange Rate Misalignment Estimates – Sources of Differences

Cheung, Yin-Wong - 2011

We study the differences in currency misalignment estimates obtained from alternative datasets derived from two International Comparison Program (ICP) surveys. A decomposition exercise reveals that the year 2005 misalignment estimates are substantially affected by the ICP price revision....

Persistent link: https://www.econbiz.de/10013119692

Exchange Rate Misalignment Estimates - Sources of Differences

Cheung, Yin-Wong - 2013

We study the differences of currency misalignment estimates obtained from alternative datasets derived from two International Comparison Program (ICP) surveys. A decomposition exercise reveals that the year 2005 misalignment estimates are substantially affected by the ICP price revision....

Persistent link: https://www.econbiz.de/10013092474