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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
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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
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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
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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
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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
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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
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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
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Longrun purchasing power parity during the recent float
Cheung, Yin-Wong; Lai, Kon S. - In: Journal of international economics 34 (1993) 1-2, pp. 181-192
Persistent link: https://www.econbiz.de/10007716150
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Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments
Cheung, Yin-Wong; Lai, Kon S.; Bergman, Michael - In: Journal of international economics 64 (2004) 1, pp. 135-150
Persistent link: https://www.econbiz.de/10007646752
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Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries
Cheung, Yin-Wong; Lai, Kon S. - In: Pacific-Basin finance journal 6 (1998) 1-2, pp. 61-76
Persistent link: https://www.econbiz.de/10007246527