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Parity reversion in real excha...
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Cheung, Yin-Wong
818
Fujii, Eiji
125
Chinn, Menzie David
113
Chinn, Menzie D.
68
Lai, Kon S.
67
Westermann, Frank
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34
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Journal of international money and finance
43
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10
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ECONIS (ZBW)
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1
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:
2
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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3
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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4
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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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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