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Exchange Rates and Markov Swit...
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Cheung, Yin-Wong
63
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15
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6
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6
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Real exchange rate dynamics : an alternative approach
Cheung, Yin-Wong
;
Erlandsson, Ulf G.
- In:
Recent developments on exchange rates
,
(pp. 45-57)
.
2004
Persistent link: https://www.econbiz.de/10001935153
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2
Long memory in foreign exchange rates and sampling properties of some statistical procedures related to long memory series
Cheung, Yin-Wong
-
1990
Persistent link: https://www.econbiz.de/10000841901
Saved in:
3
Long memory in foreign-exchange rates
Cheung, Yin-Wong
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10001137097
Saved in:
4
Exchange rate risk premiums
Cheung, Yin-Wong
- In:
Journal of international money and finance
12
(
1993
)
2
,
pp. 182-194
Persistent link: https://www.econbiz.de/10001141845
Saved in:
5
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
Saved in:
6
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong
-
1997
Persistent link: https://www.econbiz.de/10000967507
Saved in:
7
Are macroeconomic forecasts informative? : Cointegration evidence from the ASA-NBER surveys
Cheung, Yin-Wong
;
Chinn, Menzie David
-
1999
Persistent link: https://www.econbiz.de/10001366340
Saved in:
8
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
Saved in:
9
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
Saved in:
10
On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
Cheung, Yin-Wong
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 301-316
Persistent link: https://www.econbiz.de/10001162295
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