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What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Pascual, Antonio … - 2003
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970 s vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...
Persistent link: https://www.econbiz.de/10011507659
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What do we know about recent exchange rate models? : in-sample fit and out-of-sample performance evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970's vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...
Persistent link: https://www.econbiz.de/10011521440
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What do we know about recent exchange rate models? : In-sample fit and out-of-sample performance evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2003
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970's vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...
Persistent link: https://www.econbiz.de/10001753593
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What do we know about recent exchange rate models? : In-sample fit and out-of-sample performance evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - In: Exchange rate economics : where do we stand?, (pp. 239-276). 2005
Persistent link: https://www.econbiz.de/10002836197
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What Do We Know About Recent Exchange Rate Models? In-Sample Fit and Out-Sample Performance Evaluated
Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2021
Previous assessments of nominal exchange rate determination have focused upon a narrow set of models typically of the 1970's vintage, including monetary and portfolio balance models. In this paper we re-assess the in-sample fit and out-of-sample prediction of a wider set of models that have been...
Persistent link: https://www.econbiz.de/10013320003
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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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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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A tale of two surplus countries : China and Germany
Cheung, Yin-Wong; Steinkamp, Sven; Westermann, Frank - 2019
We analyze current account imbalances through the lens of the two largest surplus countries; China and Germany. We … observe two striking patterns visible since the 2007/8 Global Financial Crisis. First, while China has been gradually reducing … these two countries, there is a remarkable reversal in the patterns of exchange rate misalignment: China’s currency has …
Persistent link: https://www.econbiz.de/10012024585
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A tale of two surplus countries : China and Germany
Cheung, Yin-Wong; Steinkamp, Sven; Westermann, Frank - In: Open economies review 31 (2020) 1, pp. 131-158
Persistent link: https://www.econbiz.de/10012229706
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A tale of two surplus countries : China and Germany
Cheung, Yin-Wong; Steinkamp, Sven; Westermann, Frank - 2019
We analyze current account imbalances through the lens of the two largest surplus countries; China and Germany. We … observe two striking patterns visible since the 2007/8 Global Financial Crisis. First, while China has been gradually reducing … these two countries, there is a remarkable reversal in the patterns of exchange rate misalignment: China's currency has …
Persistent link: https://www.econbiz.de/10012008403