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Nominal exchange rate flexibility and real exchange rate adjustment : new evidence from dual exchange rates in developing countries
Cheung, Yin-Wong; Lai, Kon-sun - In: Japan and the world economy : international journal of … 20 (2008) 3, pp. 415-434
Persistent link: https://www.econbiz.de/10003755992
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An empirical model of daily highs and lows
Cheung, Yin-Wong (contributor) - 2006
We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time. Our empirical results show that daily highs and lows of three main US stock price indexes are cointegrated. Data on openings, closings, and...
Persistent link: https://www.econbiz.de/10003304236
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An empirical model of daily highs and lows
Cheung, Yin-Wong - In: International journal of finance & economics : IJFE 12 (2007) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10003416321
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A reappraisal of the border effect on relative price volatility
Cheung, Yin-Wong; Lai, Kon-sun - In: International economic journal 20 (2006) 4, pp. 495-513
Persistent link: https://www.econbiz.de/10003407480
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A high-low model of daily stock price ranges
Cheung, Stephen Y. L.; Cheung, Yin-Wong; Wan, Alan T. K. - 2009
Persistent link: https://www.econbiz.de/10003974897
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Does the Chinese interest rate follow the US interest rate?
Cheung, Yin-Wong; Tam, Dickson C.; Yiu, Matthew S. - In: International journal of finance & economics : IJFE 13 (2008) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10003705462
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Cross-country relative price volatility : effects of market structure
Cheung, Yin-Wong; Fujii, Eiji - In: Review of international economics 14 (2006) 5, pp. 836-848
Persistent link: https://www.econbiz.de/10003386835
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Does the Chinese interest rate follow the US interest rate?
Cheung, Yin-Wong (contributor); Tam, Dickson C. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003496593
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Hoarding of international reserves : Mrs Machlup's wardrobe and the joneses
Cheung, Yin-Wong (contributor); Qian, Xing Wang (contributor) - 2007
Persistent link: https://www.econbiz.de/10003499724
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A reappraisal of the border effect on relative price volatility
Cheung, Yin-Wong (contributor); Lai, Kon-sun (contributor) - 2006
effect estimation. Moreover, using a direct decomposition method, two conditions governing the strength of the border effect …
Persistent link: https://www.econbiz.de/10003300940