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A fractional cointegration analysis of purchasing power parity
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10001137096
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Long-run purchasing power parity during the recent float
Cheung, Yin-Wong - In: Journal of international economics 34 (1993) 1, pp. 181-192
Persistent link: https://www.econbiz.de/10001139783
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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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International evidence on output persistence from postwar data
Cheung, Yin-Wong - In: Economics letters 38 (1992) 4, pp. 435-441
Persistent link: https://www.econbiz.de/10001125457
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Finite-sample sizes of Johansen s likelihood ratio tests for cointegration
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 55 (1993) 3, pp. 313-328
Persistent link: https://www.econbiz.de/10001147195
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Bandwidth selection, prewhitening, and the power of the Phillips-Perron test
Cheung, Yin-Wong - In: Econometric theory 13 (1997) 5, pp. 679-691
Persistent link: https://www.econbiz.de/10001232218
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Lag order and critical values of a modified Dickey-Fuller test
Cheung, Yin-Wong - In: Oxford bulletin of economics and statistics 57 (1995) 3, pp. 411-419
Persistent link: https://www.econbiz.de/10001183768
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A search for long memory in international stock market returns
Cheung, Yin-Wong - In: Journal of international money and finance 14 (1995) 4, pp. 597-615
Persistent link: https://www.econbiz.de/10001187507
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Parity reversion in real exchange rates during the post-Bretton Woods period
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 4, pp. 597-614
Persistent link: https://www.econbiz.de/10001253031
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Mean reversion in real exchange rates
Cheung, Yin-Wong - In: Economics letters 46 (1994) 3, pp. 251-256
Persistent link: https://www.econbiz.de/10001172365