Yin-Wong Cheung

Books by Yin-Wong Cheung

Total count: 41

• On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean

  Federal Reserve Bank of Philadelphia, Economic Research Division1993-01-01
• Lag order and critical values of unit root teststwo essays

  City Polytechnic of Hong Kong, Department of Economics and Finance1994-01-01
• A causality-in-variance test and its application to financial market prices

  City Polytechnic of Hong Kong, Department of Economics and Finance1994-01-01
• Deterministic, stockhastic [sic], and segmented trends in aggregate outputa cross-countryanalysis

  City University of Hong Kong, Department of Economics and Finance1995-01-01
• A search for long memory in international stock market returns

  City Polytechnic of Hong Kong, Department of Economics and Finance1995-01-01
• Integration, cointegration and the forecast consistency of structural exchange rate models

  City University of Hong Kong, Department of Economics and Finance1995-01-01
• Information flows between the Eurodollar spot and futures markets

  City University of Hong Kong, Department of Economics and Finance1995-01-01
• Common predictable components in regional stock markets

  City University of Hong Kong, Department of Economics and Finance1995-01-01
• International evidence on the stock market and aggregate economic activity

  City University of Hong Kong, Department of Economics and Finance1996-01-01
• The performance of trading rules on four Asian currency exchange rates

  City University of Hong Kong, Department of Economics and Finance1996-01-01
• Further investigation of the uncertain unit root in GNP

  City University of Hong Kong, Department of Economics and Finance1996-01-01
• Stock market volatility and fractional integration

  City University of Hong Kong, Department of Economics and Finance1996-01-01
• Foreign exchange markets in Hong Kong, Tokyo and Singapore

  City University of Hong Kong, Department of Economics and Finance1997-01-01
• Parity revision in real exchange rates during the post-Bretton Woods period

  City University of Hong Kong, Department of Economics and Finance1997-01-01
• On cross-country differences in the persistence of real exchange rates

  City University of Hong Kong, Department of Economics and Finance1997-01-01
• Bandwidth selection, prewhitening and the power of the Phillips-Perron test

  City University of Hong Kong, Department of Economics and Finance1997-01-01
• Individual learning in normal form gamessome laboratory results

  City University of Hong Kong, Department of Economics and Finance1997-01-01
• Macroeconomic determinants of long-term stock market comovements among major EMS countries

  City University of Hong Kong, Department of Economics and Finance1997-01-01
• Traders, market microstructure, and exchange rate dynamics

  National Bureau of Economic Research1999-01-01
• Macroeconomic implications of the beliefs and behavior of foreign exchange traders

  National Bureau of Economic Research1999-01-01
and 21 more