Narrow search
Showing 1 - 10 of 20
Cover Image
Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international money and finance 20 (2001) 1, pp. 115-132
Persistent link: https://www.econbiz.de/10006902045
Cover Image
A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices
Chen, Li-Hsueh; Finney, Miles; Lai, Kon S. - In: Economics letters 89 (2005) 2, pp. 233-239
Persistent link: https://www.econbiz.de/10006750369
Cover Image
Fractal Structure in Currency Futures Price Dynamics
Fang, Hsing; Lai, Kon S.; Lai, Michael - In: The journal of futures markets 14 (1994) 2, pp. 169-182
Persistent link: https://www.econbiz.de/10006866722
Cover Image
A search for long memory in international stock market returns
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international money and finance 14 (1995) 4, pp. 597
Persistent link: https://www.econbiz.de/10006936365
Cover Image
Purchasing power parity under the European Monetary System
Cheung, Yin-Wong; Fung, Hung-Gay; Lai, Kon S.; Lo, Wai-Chung - In: Journal of international money and finance 14 (1995) 2, pp. 179-190
Persistent link: https://www.econbiz.de/10006940146
Cover Image
Lag Order and Critical Values of the Augmented Dickey-Fuller Test
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 277-280
Persistent link: https://www.econbiz.de/10008223662
Cover Image
A Fractional Cointegration Analysis of Purchasing Power Parity
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 1, pp. 103-112
Persistent link: https://www.econbiz.de/10008224933
Cover Image
On the purchasing power parity puzzle
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 52 (2000) 2, pp. 321-330
Persistent link: https://www.econbiz.de/10007675707
Cover Image
On cross-country differences in the persistence of real exchange rates
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 47 (1999) 2, pp. 1103-1126
Persistent link: https://www.econbiz.de/10007687565
Cover Image
The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior
Lai, Kon S. - In: Journal of international money and finance 27 (2008) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10007898759