Details about Yin-Wong Cheung

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Economics Department, University of California-Santa Cruz (UCSC), (more information at EDIRC)

Access statistics for papers by Yin-Wong Cheung.

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Short-id: pch261

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Working Papers

2022

1. Commodity Price Effects on Currencies
   CESifo Working Paper Series, CESifo
   See also Journal Article Commodity price effects on currencies, Journal of International Money and Finance, Elsevier (2023) (2023)

2021

2. International Reserve Management and Firm Investment in Emerging Market Economies
   NBER Working Papers, National Bureau of Economic Research, Inc

2020

3. A Decade of RMB Internationalization
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   Also in BOFIT Policy Briefs, Bank of Finland Institute for Emerging Economies (BOFIT) (2020)
   See also Journal Article A decade of RMB internationalisation, Economic and Political Studies, Taylor & Francis Journals (2023) (2023)
4. The Evolution of Offshore Renminbi Trading: 2016 to 2019
   IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University
   Also in CESifo Working Paper Series, CESifo (2020)
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit (2020)
   See also Journal Article The evolution of offshore renminbi trading: 2016 to 2019, Journal of International Money and Finance, Elsevier (2021) View citations (3) (2021)
5. Uncovered Interest Rate Parity Redux: Non- Uniform Effects
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   See also Journal Article Uncovered interest rate parity redux: Non-uniform effects, Journal of Empirical Finance, Elsevier (2022) View citations (1) (2022)

2019

6. A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
   CESifo Working Paper Series, CESifo View citations (1)
   Also in IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University (2019) View citations (1)
   See also Journal Article A Jackknife Model Averaging Analysis of RMB Misalignment Estimates, Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd. (2020) (2020)
7. A Tale of Two Surplus Countries: China and Germany
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
   Also in IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University (2019) View citations (2)
   CESifo Working Paper Series, CESifo (2019) View citations (5)
   See also Journal Article A Tale of Two Surplus Countries: China and Germany, Open Economies Review, Springer (2020) View citations (3) (2020)
8. Capital Flight to Germany: Two Alternative Measures
   IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University View citations (1)
   See also Journal Article Capital flight to Germany: Two alternative measures, Journal of International Money and Finance, Elsevier (2020) View citations (12) (2020)
9. Geographic spread of currency trading: The renminbi and other EM currencies
   GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
10. The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    See also Journal Article The currency composition of international reserves, demand for international reserves, and global safe assets, Journal of International Money and Finance, Elsevier (2020) View citations (18) (2020)
11. The Hoarding of International Reserves: It’s a neighborly day in Asia
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    See also Journal Article Hoarding of international reserves: It's a neighbourly day in Asia, Pacific Economic Review, Wiley Blackwell (2019) (2019)
12. The Interest Rate Effect on Private Saving: Alternative Perspectives
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (10)
    See also Journal Article The Interest Rate Effect on Private Saving: Alternative Perspectives, Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd. (2019) View citations (8) (2019)
13. Truths and myths about RMB misalignment: A meta-analysis
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
    See also Journal Article Truths and Myths About RMB Misalignment: A Meta-analysis, Comparative Economic Studies, Palgrave Macmillan (2019) View citations (6) (2019)

2018

14. The RMB Central Parity Formation Mechanism: August 2015 to December 2016
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    See also Journal Article The RMB central parity formation mechanism: August 2015 to December 2016, Journal of International Money and Finance, Elsevier (2018) View citations (15) (2018)

2017

15. Effects of Capital Flow on the Equity and Housing Markets in Hong Kong
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    Also in Working Papers, Hong Kong Institute for Monetary Research (2017) View citations (12)
    See also Journal Article Effects of capital flow on the equity and housing markets in Hong Kong, Pacific Economic Review, Wiley Blackwell (2017) View citations (12) (2017)
16. Exchange Rate Prediction Redux: New Models, New Data, New Currencies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    Also in Working Paper Series, European Central Bank (2017) View citations (22)
    See also Journal Article Exchange rate prediction redux: New models, new data, new currencies, Journal of International Money and Finance, Elsevier (2019) View citations (58) (2019)
17. The Exchange Rate Effects of Macro News after the Global Financial Crisis
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) View citations (1)
    See also Journal Article The exchange rate effects of macro news after the global Financial Crisis, Journal of International Money and Finance, Elsevier (2019) View citations (11) (2019)
18. The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis
    Working Papers, Hong Kong Institute for Monetary Research View citations (3)
19. The Renminbi central parity: An empirical investigation
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2016) View citations (10)
    CESifo Working Paper Series, CESifo (2016) View citations (14)

2016

20. China's Bilateral Currency Swap Lines
    CESifo Working Paper Series, CESifo View citations (9)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    See also Journal Article China's Bilateral Currency Swap Lines, China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences (2016) View citations (7) (2016)
21. China's capital flight: Pre- and post-crisis experiences
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz View citations (7)
    Also in GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    IEER Working Papers, Institute of Empirical Economic Research, Osnabrueck University (2015) View citations (4)
    CESifo Working Paper Series, CESifo (2015) View citations (4)
    See also Journal Article China's capital flight: Pre- and post-crisis experiences, Journal of International Money and Finance, Elsevier (2016) View citations (20) (2016)
22. Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    See also Journal Article Estimating currency misalignment using the Penn effect: It is not as simple as it looks, International Finance, Wiley Blackwell (2017) View citations (15) (2017)

2015

23. International Reserves Before and After the Global Crisis: Is There No End to Hoarding?
    CESifo Working Paper Series, CESifo View citations (63)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (14)
    See also Journal Article International reserves before and after the global crisis: Is there no end to hoarding?, Journal of International Money and Finance, Elsevier (2015) View citations (64) (2015)

2014

24. The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market
    CESifo Working Paper Series, CESifo View citations (47)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2014) View citations (44)
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2014) View citations (10)
    See also Journal Article The offshore renminbi exchange rate: Microstructure and links to the onshore market, Journal of International Money and Finance, Elsevier (2014) View citations (41) (2014)
25. The Role of Offshore Financial Centers in the Process of Renminbi Internationalization
    ADBI Working Papers, Asian Development Bank Institute View citations (6)
    Also in Finance Working Papers, East Asian Bureau of Economic Research (2014) View citations (6)
    BOFIT Policy Briefs, Bank of Finland Institute for Emerging Economies (BOFIT) (2014)
    Macroeconomics Working Papers, East Asian Bureau of Economic Research (2014) View citations (6)
26. The Structural Behavior of China-US Trade Flows
    CESifo Working Paper Series, CESifo
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2014)

2013

27. China's Capital Controls - Through the Prism of Covered Interest Differentials
    Working Papers, Hong Kong Institute for Monetary Research View citations (5)
    Also in CESifo Working Paper Series, CESifo (2013) View citations (1)
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013)
    See also Journal Article China's Capital Controls: Through the Prism of Covered Interest Differentials, Pacific Economic Review, Wiley Blackwell (2014) View citations (21) (2014)
28. Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms
    CESifo Working Paper Series, CESifo View citations (67)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (7)
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013) View citations (6)
    See also Journal Article Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms, Journal of International Money and Finance, Elsevier (2013) View citations (66) (2013)

2012

29. Are Chinese Trade Flows Different?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (73)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2012) View citations (51)
    See also Journal Article Are Chinese trade flows different?, Journal of International Money and Finance, Elsevier (2012) View citations (69) (2012)
30. Exchange Rate Misalignment - The Case of the Chinese Renminbi
    CESifo Working Paper Series, CESifo View citations (11)
31. Investment and Growth in Rich and Poor Countries
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
32. The Penn Effect within a Country - Evidence from Japan
    CESifo Working Paper Series, CESifo
    See also Journal Article The Penn effect within a country: evidence from Japan, Oxford Economic Papers, Oxford University Press (2014) View citations (3) (2014)
33. Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (23)
    Also in CESifo Working Paper Series, CESifo (2011)

2011

34. China's Outward Direct Investment in Africa
    Working Papers, Hong Kong Institute for Monetary Research View citations (8)
    See also Journal Article China's Outward Direct Investment in Africa, Review of International Economics, Wiley Blackwell (2012) View citations (26) (2012)
35. Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
    Working Papers, Hong Kong Institute for Monetary Research View citations (3)
    Also in CESifo Working Paper Series, CESifo (2011) View citations (4)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2011) View citations (2)
36. Exchange Rate Equations Based on Interest Rate Rules: In-Sample and Out-of-Sample Performance (Faiz Kurallarina Dayali Doviz Kuru Denklemleri: Orneklem Ici ve Disi Performans)
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
37. Exchange Rate Misalingment Estimates - Sources of Differences
    CESifo Working Paper Series, CESifo
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2011)
    See also Journal Article EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2014) View citations (9) (2014)
38. Renminbi Going Global
    Working Papers, Hong Kong Institute for Monetary Research View citations (34)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2011) View citations (30)
    See also Journal Article Renminbi Going Global, China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences (2011) View citations (34) (2011)

2010

39. Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies
    Working Papers, Hong Kong Institute for Monetary Research View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (2)
    See also Journal Article Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies, International Review of Economics & Finance, Elsevier (2011) View citations (16) (2011)
40. Capital Flight: China's Experience
    CESifo Working Paper Series, CESifo View citations (16)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2010) View citations (18)
    See also Journal Article Capital Flight: China's Experience, Review of Development Economics, Wiley Blackwell (2010) View citations (16) (2010)
41. Measuring Renminbi Misalignment: Where Do We Stand?
    Working Papers, Hong Kong Institute for Monetary Research View citations (21)
42. Renminbising China's Foreign Assets
    Working Papers, Hong Kong Institute for Monetary Research View citations (4)
    Also in CESifo Working Paper Series, CESifo (2010) View citations (14)
    See also Journal Article RENMINBISING CHINA'S FOREIGN ASSETS, Pacific Economic Review, Wiley Blackwell (2011) View citations (15) (2011)

2009

43. A Cross-Country Empirical Analysis of International Reserves
    CESifo Working Paper Series, CESifo View citations (35)
    See also Journal Article A Cross-Country Empirical Analysis of International Reserves, International Economic Journal, Taylor & Francis Journals (2009) View citations (30) (2009)
44. A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies
    Working Papers, Hong Kong Institute for Monetary Research View citations (6)
    See also Journal Article A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies, Economie Internationale, CEPII research center (2009) View citations (6) (2009)
45. A High-Low Model of Daily Stock Price Ranges
    Working Papers, Hong Kong Institute for Monetary Research View citations (17)
    Also in CESifo Working Paper Series, CESifo (2008)
    See also Journal Article A high-low model of daily stock price ranges, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (17) (2009)
46. A Long Memory Model with Mixed Normal GARCH for US Inflation Data
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz View citations (1)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2009) View citations (1)
47. A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
    Working Papers, Hong Kong Institute for Monetary Research View citations (2)
    See also Journal Article A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility, Journal of Economics and Management, College of Business, Feng Chia University, Taiwan (2009) View citations (3) (2009)
48. China's Current Account and Exchange Rate
    Working Papers, Hong Kong Institute for Monetary Research View citations (26)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) View citations (38)
    CESifo Working Paper Series, CESifo (2009) View citations (54)
    See also Chapter China's Current Account and Exchange Rate, NBER Chapters, National Bureau of Economic Research, Inc (2010) View citations (19) (2010)
49. Speculative Attacks: A Laboratory Study in Continuous Time
    Working Papers, Hong Kong Institute for Monetary Research View citations (12)
    Also in CESifo Working Paper Series, CESifo (2008) View citations (2)
    See also Journal Article Speculative attacks: A laboratory study in continuous time, Journal of International Money and Finance, Elsevier (2009) View citations (11) (2009)
50. The Empirics of China's Outward Direct Investment
    CESifo Working Paper Series, CESifo View citations (52)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2009) View citations (50)
    See also Journal Article EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT, Pacific Economic Review, Wiley Blackwell (2009) View citations (64) (2009)

2008

51. Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios
    Working Papers, Hong Kong Institute for Monetary Research View citations (7)
    Also in Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (1)
    See also Journal Article Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2008) View citations (7) (2008)
52. Deviations from the Law of One Price in Japan
    CESifo Working Paper Series, CESifo View citations (8)
53. Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences
    Working Papers, Hong Kong Institute for Monetary Research View citations (7)
54. Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
55. Return, Trading Volume, and Market Depth in Currency Futures Markets
    Working Papers, Hong Kong Institute for Monetary Research View citations (2)

2007

56. Does the Chinese Interest Rate Follow the US Interest Rate?
    CESifo Working Paper Series, CESifo View citations (8)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2006) View citations (14)
    See also Journal Article Does the Chinese interest rate follow the US interest rate?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (15) (2008)
57. Hoarding of International Reserves: Mrs Machlup¡¦s Wardrobe and the Joneses
    Working Papers, Hong Kong Institute for Monetary Research View citations (7)
58. Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses
    CESifo Working Paper Series, CESifo View citations (31)
    See also Journal Article Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses, Review of International Economics, Wiley Blackwell (2009) View citations (63) (2009)
59. Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries
    Working Papers, Hong Kong Institute for Monetary Research View citations (2)
    See also Journal Article Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries, Japan and the World Economy, Elsevier (2008) View citations (6) (2008)
60. The Overvaluation of Renminbi Undervaluation
    Working Papers, Hong Kong Institute for Monetary Research View citations (140)
    Also in CESifo Working Paper Series, CESifo (2007) View citations (155)
    NBER Working Papers, National Bureau of Economic Research, Inc (2007) View citations (147)
    See also Journal Article The overvaluation of Renminbi undervaluation, Journal of International Money and Finance, Elsevier (2007) View citations (144) (2007)

2006

61. A Reappraisal of the Border Effect on Relative Price Volatility
    Working Papers, Hong Kong Institute for Monetary Research View citations (5)
    Also in CESifo Working Paper Series, CESifo (2006) View citations (5)
    See also Journal Article A Reappraisal of the Border Effect on Relative Price Volatility, International Economic Journal, Taylor & Francis Journals (2006) View citations (5) (2006)
62. An Empirical Model of Daily Highs and Lows
    Working Papers, Hong Kong Institute for Monetary Research
    Also in CESifo Working Paper Series, CESifo (2006) View citations (1)
    See also Journal Article An empirical model of daily highs and lows, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2007) View citations (31) (2007)
63. The Illusion of Precision and the Role of the Renminbi in Regional Integration
    Working Papers, Hong Kong Institute for Monetary Research View citations (10)
    See also Chapter The Illusion of Precision and the Role of the Renminbi in Regional Integration, Chapters, Edward Elgar Publishing (2009) View citations (3) (2009)

2005

64. An Output Perspective on a Northeast Asia Currency Union
    Working Papers, Hong Kong Institute for Monetary Research View citations (5)
    Also in CESifo Working Paper Series, CESifo (2004) View citations (7)
65. Cross-Country Relative Price Volatility: Effects of Market Structure
    CESifo Working Paper Series, CESifo View citations (5)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2005) View citations (4)
    See also Journal Article Cross‐country Relative Price Volatility: Effects of Market Structure*, Review of International Economics, Wiley Blackwell (2006) View citations (3) (2006)
66. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
    Working Papers, Hong Kong Institute for Monetary Research View citations (507)
    Also in Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) View citations (35)
    IMF Working Papers, International Monetary Fund (2004) View citations (48)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (35)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (95)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (34)
    See also Journal Article Empirical exchange rate models of the nineties: Are any fit to survive?, Journal of International Money and Finance, Elsevier (2005) View citations (524) (2005)
67. Exchange Rates and Markov Switching Dynamics
    Working Papers, Hong Kong Institute for Monetary Research View citations (60)
    Also in CESifo Working Paper Series, CESifo (2004) View citations (5)
    See also Journal Article Exchange Rates and Markov Switching Dynamics, Journal of Business & Economic Statistics, American Statistical Association (2005) View citations (58) (2005)
68. Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries
    CESifo Working Paper Series, CESifo View citations (3)
69. The Chinese Economies in Global Context: The Integration Process and Its Determinants
    Working Papers, Hong Kong Institute for Monetary Research
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (15)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (17)
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) View citations (17)
    NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (19)
    See also Journal Article The Chinese economies in global context: The integration process and its determinants, Journal of the Japanese and International Economies, Elsevier (2006) View citations (26) (2006)
70. The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit
    See also Journal Article The common-trend and transitory dynamics in real exchange rate fluctuations, Applied Economics, Taylor & Francis Journals (2011) View citations (2) (2011)

2004

71. Exchange Rate Dynamics: Where is the Saddle Path?
    CESifo Working Paper Series, CESifo View citations (1)
72. Testing for Output Convergence: A Re-examination
    Working Papers, Hong Kong Institute for Monetary Research View citations (30)
    Also in CESifo Working Paper Series, CESifo (2000) View citations (6)
    See also Journal Article Testing for output convergence: a re-examination, Oxford Economic Papers, Oxford University Press (2004) View citations (31) (2004)
73. The Suitability of A Greater China Currency Union
    Working Papers, Hong Kong Institute for Monetary Research View citations (4)
    Also in CESifo Working Paper Series, CESifo (2004) View citations (5)

2003

74. An Analysis of Hong Kong Export Performance
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz View citations (2)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2003) View citations (5)
    See also Journal Article AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE, Pacific Economic Review, Wiley Blackwell (2005) View citations (15) (2005)
75. China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz View citations (28)
    Also in CESifo Working Paper Series, CESifo (2003) View citations (35)
    Working Papers, Hong Kong Institute for Monetary Research (2003) View citations (30)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (28)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (26)
    See also Journal Article China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration, China Economic Review, Elsevier (2003) View citations (34) (2003)
76. Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment
    CESifo Working Paper Series, CESifo View citations (6)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2003) View citations (3)
    See also Journal Article Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments, Journal of International Economics, Elsevier (2004) View citations (75) (2004)
77. East Asian Equity Markets, Financial Crises, and the Japanese Currency
    Working Papers, Hong Kong Institute for Monetary Research View citations (1)
    See also Journal Article East Asian equity markets, financial crises, and the Japanese currency, Journal of the Japanese and International Economies, Elsevier (2007) View citations (10) (2007)
78. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz View citations (11)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) View citations (10)
    CESifo Working Paper Series, CESifo (2003) View citations (11)
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) View citations (10)

2002

79. Effects of U.S. Inflation on Hong Kong and Singapore
    CESifo Working Paper Series, CESifo View citations (21)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2001) View citations (1)
    See also Journal Article Effects of U.S. Inflation on Hong Kong and Singapore, Journal of Comparative Economics, Elsevier (2002) View citations (19) (2002)

2001

80. Equity Price Dynamics Before and After the Introduction of the Euro
    Discussion Papers in Economics, University of Munich, Department of Economics View citations (12)
81. Equity Price Dynamics Before and After the Introduction of the Euro: A Note
    CESifo Working Paper Series, CESifo View citations (12)
    See also Journal Article Equity Price Dynamics Before and After the Introduction of the Euro: A Note, Multinational Finance Journal, Multinational Finance Journal (2001) View citations (9) (2001)
82. Hong Kong Output Dynamics: An Empirical Analysis
    CESifo Working Paper Series, CESifo View citations (1)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2000) View citations (1)
83. Market Structure, Technology Spillovers, and Persistence in Productivity Differentials
    CESifo Working Paper Series, CESifo View citations (9)
    See also Journal Article Market Structure, Technology Spillovers, and Persistence in Productivity Differentials, The International Journal of Applied Economics, Department of General Business, Southeastern Louisiana University (2004) (2004)
84. Sectoral Trends and Cycles in Germany
    CESifo Working Paper Series, CESifo
    See also Journal Article Sectoral trends and cycles in Germany, Empirical Economics, Springer (2003) View citations (5) (2003)

2000

85. Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market
    CESifo Working Paper Series, CESifo View citations (26)
    See also Journal Article Currency traders and exchange rate dynamics: a survey of the US market, Journal of International Money and Finance, Elsevier (2001) View citations (348) (2001)
86. How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999) View citations (27)
    See also Journal Article How do UK-based foreign exchange dealers think their market operates?, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2004) View citations (99) (2004)
87. Productivity shocks, monetary shocks, and the short- and long-run dynamics of exchange rates and relative prices
    Working Papers, Lund University, Department of Economics

1999

88. Are Macroeconomic Forecasts Informative? Cointegration Evidence from the ASA-NBER Surveys
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
89. Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (59)
90. Market Structure and the Persistence of Sectoral Real Exchange Rates
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
    See also Journal Article Market Structure and the Persistence of Sectoral Real Exchange Rates, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2001) View citations (37) (2001)
91. On Cross-Country Differences in the Persistence of Real Exchange Rates
    CESifo Working Paper Series, CESifo View citations (14)
    See also Journal Article On cross-country differences in the persistence of real exchange rates, Journal of International Economics, Elsevier (2000) View citations (85) (2000)
92. Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements
    CESifo Working Paper Series, CESifo View citations (7)
    See also Journal Article Output dynamics of the G7 countries--stochastic trends and cyclical movements, Applied Economics, Taylor & Francis Journals (2002) View citations (14) (2002)
93. Traders, Market Microstructure and Exchange Rate Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)

1997

94. Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
    Also in International Finance, University Library of Munich, Germany (1995) View citations (2)
    See also Journal Article Integration, cointegration and the forecast consistency of structural exchange rate models, Journal of International Money and Finance, Elsevier (1998) View citations (31) (1998)

1996

95. Further Investigation of the Uncertain Unit Root in GNP
    NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in Econometrics, University Library of Munich, Germany (1995) View citations (3)
    See also Journal Article Further Investigation of the Uncertain Unit Root in GNP, Journal of Business & Economic Statistics, American Statistical Association (1997) View citations (62) (1997)

1995

96. Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis
    Macroeconomics, University Library of Munich, Germany View citations (1)
    See also Journal Article Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis, Oxford Economic Papers, Oxford University Press (1996) View citations (47) (1996)
97. How sensitive are estimated trends to data definitions? Results for East Asian and G-5 countries
    Macroeconomics, University Library of Munich, Germany View citations (4)

1993

98. On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean
    Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
    Also in Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis (1990) View citations (2)
    See also Journal Article On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean, Journal of Econometrics, Elsevier (1994) View citations (75) (1994)

Undated

99. Should the Nordic Countries Join A European Monetary Union? An Empirical Analysis
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics View citations (6)

Journal Articles

2023

1. A decade of RMB internationalisation
   Economic and Political Studies, 2023, 11, (1), 47-74
   See also Working Paper A Decade of RMB Internationalization, GRU Working Paper Series (2020) (2020)
2. Commodity price effects on currencies
   Journal of International Money and Finance, 2023, 130, (C)
   See also Working Paper Commodity Price Effects on Currencies, CESifo Working Paper Series (2022) (2022)
3. Introduction
   Economic and Political Studies, 2023, 11, (1), 45-46
4. The COVID-19 pandemics and import demand elasticities: evidence from China’s customs data
   Palgrave Communications, 2023, 10, (1), 1-25

2022

5. An introduction to the special issue “Financial globalization and de-globalization: Perspectives and prospects”
   Journal of International Money and Finance, 2022, 122, (C)
6. Foreign Financial Services Adoption in Manufacturing by Asian Economies: New Index from the Global Value Chain Perspective
   Journal of International Commerce, Economics and Policy (JICEP), 2022, 13, (01), 1-32
7. RMB misalignment: What does a meta‐analysis tell us?
   Review of International Economics, 2022, 30, (4), 1038-1086 View citations (1)
8. Uncovered interest rate parity redux: Non-uniform effects
   Journal of Empirical Finance, 2022, 67, (C), 133-151 View citations (1)
   See also Working Paper Uncovered Interest Rate Parity Redux: Non- Uniform Effects, GRU Working Paper Series (2020) (2020)

2021

9. The evolution of offshore renminbi trading: 2016 to 2019
   Journal of International Money and Finance, 2021, 113, (C) View citations (3)
   See also Working Paper The Evolution of Offshore Renminbi Trading: 2016 to 2019, IEER Working Papers (2020) (2020)

2020

10. A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
    Journal of International Commerce, Economics and Policy (JICEP), 2020, 11, (02), 1-45
    See also Working Paper A Jackknife Model Averaging Analysis of RMB Misalignment Estimates, CESifo Working Paper Series (2019) View citations (1) (2019)
11. A Tale of Two Surplus Countries: China and Germany
    Open Economies Review, 2020, 31, (1), 131-158 View citations (3)
    See also Working Paper A Tale of Two Surplus Countries: China and Germany, GRU Working Paper Series (2019) (2019)
12. Capital flight to Germany: Two alternative measures
    Journal of International Money and Finance, 2020, 102, (C) View citations (12)
    See also Working Paper Capital Flight to Germany: Two Alternative Measures, IEER Working Papers (2019) View citations (1) (2019)
13. Overview: Global safe assets, international reserves, and capital flow
    Journal of International Money and Finance, 2020, 102, (C)
14. The currency composition of international reserves, demand for international reserves, and global safe assets
    Journal of International Money and Finance, 2020, 102, (C) View citations (18)
    See also Working Paper The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets, NBER Working Papers (2019) View citations (9) (2019)

2019

15. Exchange rate prediction redux: New models, new data, new currencies
    Journal of International Money and Finance, 2019, 95, (C), 332-362 View citations (58)
    See also Working Paper Exchange Rate Prediction Redux: New Models, New Data, New Currencies, NBER Working Papers (2017) View citations (31) (2017)
16. Geographic Spread of Currency Trading: The Renminbi and Other Emerging Market Currencies
    China & World Economy, 2019, 27, (5), 25-36 View citations (14)
17. Hoarding of international reserves: It's a neighbourly day in Asia
    Pacific Economic Review, 2019, 24, (2), 208-240
    See also Working Paper The Hoarding of International Reserves: It’s a neighborly day in Asia, GRU Working Paper Series (2019) (2019)
18. The Interest Rate Effect on Private Saving: Alternative Perspectives
    Journal of International Commerce, Economics and Policy (JICEP), 2019, 10, (01), 1-37 View citations (8)
    See also Working Paper The Interest Rate Effect on Private Saving: Alternative Perspectives, GRU Working Paper Series (2019) (2019)
19. The exchange rate effects of macro news after the global Financial Crisis
    Journal of International Money and Finance, 2019, 95, (C), 424-443 View citations (11)
    See also Working Paper The Exchange Rate Effects of Macro News after the Global Financial Crisis, GRU Working Paper Series (2017) (2017)
20. Truths and Myths About RMB Misalignment: A Meta-analysis
    Comparative Economic Studies, 2019, 61, (3), 464-492 View citations (6)
    See also Working Paper Truths and myths about RMB misalignment: A meta-analysis, BOFIT Discussion Papers (2019) View citations (1) (2019)

2018

21. The RMB central parity formation mechanism: August 2015 to December 2016
    Journal of International Money and Finance, 2018, 86, (C), 223-243 View citations (15)
    See also Working Paper The RMB Central Parity Formation Mechanism: August 2015 to December 2016, GRU Working Paper Series (2018) (2018)

2017

22. Effects of capital flow on the equity and housing markets in Hong Kong
    Pacific Economic Review, 2017, 22, (3), 332-349 View citations (12)
    See also Working Paper Effects of Capital Flow on the Equity and Housing Markets in Hong Kong, GRU Working Paper Series (2017) (2017)
23. Estimating currency misalignment using the Penn effect: It is not as simple as it looks
    International Finance, 2017, 20, (3), 222-242 View citations (15)
    See also Working Paper Estimating Currency Misalignment Using the Penn Effect: It’s Not as Simple As It Looks, NBER Working Papers (2016) View citations (2) (2016)
24. Offshore renminbi trading: Findings from the 2013 Triennial Central Bank Survey
    International Economics, 2017, (152), 9-20 View citations (10)
    Also in International Economics, 2017, 152, (C), 9-20 (2017) View citations (9)

2016

25. China's Bilateral Currency Swap Lines
    China & World Economy, 2016, 24, (6), 19-42 View citations (7)
    See also Working Paper China's Bilateral Currency Swap Lines, CESifo Working Paper Series (2016) View citations (9) (2016)
26. China's capital flight: Pre- and post-crisis experiences
    Journal of International Money and Finance, 2016, 66, (C), 88-112 View citations (20)
    See also Working Paper China's capital flight: Pre- and post-crisis experiences, Santa Cruz Department of Economics, Working Paper Series (2016) View citations (7) (2016)
27. China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications
    Review of World Economics (Weltwirtschaftliches Archiv), 2016, 152, (1), 43-67 View citations (5)

2015

28. International reserves before and after the global crisis: Is there no end to hoarding?
    Journal of International Money and Finance, 2015, 52, (C), 102-126 View citations (64)
    See also Working Paper International Reserves Before and After the Global Crisis: Is There No End to Hoarding?, CESifo Working Paper Series (2015) View citations (63) (2015)

2014

29. China's Capital Controls: Through the Prism of Covered Interest Differentials
    Pacific Economic Review, 2014, 19, (1), 112-134 View citations (21)
    See also Working Paper China's Capital Controls - Through the Prism of Covered Interest Differentials, Working Papers (2013) View citations (5) (2013)
30. EXCHANGE RATE MISALIGNMENT ESTIMATES—SOURCES OF DIFFERENCES
    International Journal of Finance & Economics, 2014, 19, (2), 91-121 View citations (9)
    See also Working Paper Exchange Rate Misalingment Estimates - Sources of Differences, CESifo Working Paper Series (2011) (2011)
31. The Missing Link: China's Contracted Engineering Projects in Africa
    Review of Development Economics, 2014, 18, (3), 564-580 View citations (3)
32. The Penn effect within a country: evidence from Japan
    Oxford Economic Papers, 2014, 66, (4), 1070-1089 View citations (3)
    See also Working Paper The Penn Effect within a Country - Evidence from Japan, CESifo Working Paper Series (2012) (2012)
33. The offshore renminbi exchange rate: Microstructure and links to the onshore market
    Journal of International Money and Finance, 2014, 49, (PA), 170-189 View citations (41)
    See also Working Paper The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market, CESifo Working Paper Series (2014) View citations (47) (2014)

2013

34. Impact of exchange rate movements on exports: An analysis of Indian non-financial sector firms
    Journal of International Money and Finance, 2013, 39, (C), 231-245 View citations (66)
    See also Working Paper Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms, CESifo Working Paper Series (2013) View citations (67) (2013)

2012

35. Are Chinese trade flows different?
    Journal of International Money and Finance, 2012, 31, (8), 2127-2146 View citations (69)
    See also Working Paper Are Chinese Trade Flows Different?, NBER Working Papers (2012) View citations (73) (2012)
36. China's Outward Direct Investment in Africa
    Review of International Economics, 2012, 20, (2), 201-220 View citations (26)
    See also Working Paper China's Outward Direct Investment in Africa, Working Papers (2011) View citations (8) (2011)

2011

37. A Long Memory Model with Normal Mixture GARCH
    Computational Economics, 2011, 38, (4), 517-539
38. Accumulation of reserves and keeping up with the Joneses: The case of LATAM economies
    International Review of Economics & Finance, 2011, 20, (1), 19-31 View citations (16)
    See also Working Paper Accumulation of Reserves and Keeping Up with the Joneses: The Case of LATAM Economies, Working Papers (2010) View citations (2) (2010)
39. RENMINBISING CHINA'S FOREIGN ASSETS
    Pacific Economic Review, 2011, 16, (1), 1-17 View citations (15)
    See also Working Paper Renminbising China's Foreign Assets, Working Papers (2010) View citations (4) (2010)
40. Renminbi Going Global
    China & World Economy, 2011, 19, (2), 1-18 View citations (34)
    See also Working Paper Renminbi Going Global, Working Papers (2011) View citations (34) (2011)
41. The Determinants of Chinese Outward Direct Investment – By Hinrich Voss
    Asian-Pacific Economic Literature, 2011, 25, (2), 165-166
42. The common-trend and transitory dynamics in real exchange rate fluctuations
    Applied Economics, 2011, 43, (1), 1-18 View citations (2)
    See also Working Paper The Common-Trend and Transitory Dynamics in Real Exchange Rate Fluctuations, FRU Working Papers (2005) (2005)

2010

43. A trading strategy based on Callable Bull/Bear Contracts
    Pacific-Basin Finance Journal, 2010, 18, (2), 186-198 View citations (13)
44. Capital Flight: China's Experience
    Review of Development Economics, 2010, 14, (2), 227-247 View citations (16)
    See also Working Paper Capital Flight: China's Experience, CESifo Working Paper Series (2010) View citations (16) (2010)

2009

45. A Cross-Country Empirical Analysis of International Reserves
    International Economic Journal, 2009, 23, (4), 447-481 View citations (30)
    See also Working Paper A Cross-Country Empirical Analysis of International Reserves, CESifo Working Paper Series (2009) View citations (35) (2009)
46. A Factor Analysis of Trade Integration: the Case of Asian and Oceanic Economies
    Economie Internationale, 2009, (119), 5-23 View citations (6)
    See also Working Paper A Factor Analysis of Trade Integration: The Case of Asian and Oceanic Economies, Working Papers (2009) View citations (6) (2009)
47. A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility
    Journal of Economics and Management, 2009, 5, (2), 187-218 View citations (3)
    See also Working Paper A Multiple-Horizon Search for the Role of Trade and Financial Factors in Bilateral Real Exchange Rate Volatility, Working Papers (2009) View citations (2) (2009)
48. A high-low model of daily stock price ranges
    Journal of Forecasting, 2009, 28, (2), 103-119 View citations (17)
    See also Working Paper A High-Low Model of Daily Stock Price Ranges, Working Papers (2009) View citations (17) (2009)
49. EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT
    Pacific Economic Review, 2009, 14, (3), 312-341 View citations (64)
    See also Working Paper The Empirics of China's Outward Direct Investment, CESifo Working Paper Series (2009) View citations (52) (2009)
50. Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses
    Review of International Economics, 2009, 17, (4), 824-843 View citations (63)
    See also Working Paper Hoarding of International Reserves: Mrs Machlup’s Wardrobe and the Joneses, CESifo Working Paper Series (2007) View citations (31) (2007)
51. Pitfalls in Measuring Exchange Rate Misalignment
    Open Economies Review, 2009, 20, (2), 183-206 View citations (56)
52. Renminbisation des actifs internationaux de la Chine
    Revue d'Économie Financière, 2009, 95, (2), 135-155 View citations (4)
53. Speculative attacks: A laboratory study in continuous time
    Journal of International Money and Finance, 2009, 28, (6), 1064-1082 View citations (11)
    See also Working Paper Speculative Attacks: A Laboratory Study in Continuous Time, Working Papers (2009) View citations (12) (2009)

2008

54. Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2008, 2, 1-61 View citations (7)
    See also Working Paper Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios, Working Papers (2008) View citations (7) (2008)
55. Does the Chinese interest rate follow the US interest rate?
    International Journal of Finance & Economics, 2008, 13, (1), 53-67 View citations (15)
    See also Working Paper Does the Chinese Interest Rate Follow the US Interest Rate?, CESifo Working Paper Series (2007) View citations (8) (2007)
56. Nominal exchange rate flexibility and real exchange rate adjustment: New evidence from dual exchange rates in developing countries
    Japan and the World Economy, 2008, 20, (3), 415-434 View citations (6)
    See also Working Paper Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: New Evidence from Dual Exchange Rates in Developing Countries, Working Papers (2007) View citations (2) (2007)

2007

57. An empirical model of daily highs and lows
    International Journal of Finance & Economics, 2007, 12, (1), 1-20 View citations (31)
    See also Working Paper An Empirical Model of Daily Highs and Lows, Working Papers (2006) (2006)
58. East Asian equity markets, financial crises, and the Japanese currency
    Journal of the Japanese and International Economies, 2007, 21, (1), 138-152 View citations (10)
    See also Working Paper East Asian Equity Markets, Financial Crises, and the Japanese Currency, Working Papers (2003) View citations (1) (2003)
59. THE FOG ENCIRCLING THE RENMINBI DEBATE
    The Singapore Economic Review (SER), 2007, 52, (03), 403-418 View citations (1)
60. The overvaluation of Renminbi undervaluation
    Journal of International Money and Finance, 2007, 26, (5), 762-785 View citations (144)
    See also Working Paper The Overvaluation of Renminbi Undervaluation, Working Papers (2007) View citations (140) (2007)

2006

61. A Reappraisal of the Border Effect on Relative Price Volatility
    International Economic Journal, 2006, 20, (4), 495-513 View citations (5)
    See also Working Paper A Reappraisal of the Border Effect on Relative Price Volatility, Working Papers (2006) View citations (5) (2006)
62. Cross‐country Relative Price Volatility: Effects of Market Structure*
    Review of International Economics, 2006, 14, (5), 836-848 View citations (3)
    See also Working Paper Cross-Country Relative Price Volatility: Effects of Market Structure, CESifo Working Paper Series (2005) View citations (5) (2005)
63. The Chinese economies in global context: The integration process and its determinants
    Journal of the Japanese and International Economies, 2006, 20, (1), 128-153 View citations (26)
    See also Working Paper The Chinese Economies in Global Context: The Integration Process and Its Determinants, Working Papers (2005) (2005)

2005

64. AN ANALYSIS OF HONG KONG EXPORT PERFORMANCE
    Pacific Economic Review, 2005, 10, (3), 323-340 View citations (15)
    See also Working Paper An Analysis of Hong Kong Export Performance, Santa Cruz Department of Economics, Working Paper Series (2003) View citations (2) (2003)
65. Dimensions of financial integration in Greater China: money markets, banks and policy effects
    International Journal of Finance & Economics, 2005, 10, (2), 117-132 View citations (16)
66. Empirical exchange rate models of the nineties: Are any fit to survive?
    Journal of International Money and Finance, 2005, 24, (7), 1150-1175 View citations (524)
    See also Working Paper Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?, Working Papers (2005) View citations (507) (2005)
67. Exchange Rates and Markov Switching Dynamics
    Journal of Business & Economic Statistics, 2005, 23, 314-320 View citations (58)
    See also Working Paper Exchange Rates and Markov Switching Dynamics, Working Papers (2005) View citations (60) (2005)
68. Why the renminbi might be overvalued (but probably isn’t)
    Proceedings, 2005 View citations (11)

2004

69. Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments
    Journal of International Economics, 2004, 64, (1), 135-150 View citations (75)
    See also Working Paper Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustment, CESifo Working Paper Series (2003) View citations (6) (2003)
70. How do UK-based foreign exchange dealers think their market operates?
    International Journal of Finance & Economics, 2004, 9, (4), 289-306 View citations (99)
    See also Working Paper How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?, NBER Working Papers (2000) View citations (31) (2000)
71. Market Structure, Technology Spillovers, and Persistence in Productivity Differentials
    The International Journal of Applied Economics, 2004, 1, (1), 1-23
    See also Working Paper Market Structure, Technology Spillovers, and Persistence in Productivity Differentials, CESifo Working Paper Series (2001) View citations (9) (2001)
72. Testing for output convergence: a re-examination
    Oxford Economic Papers, 2004, 56, (1), 45-63 View citations (31)
    See also Working Paper Testing for Output Convergence: A Re-examination, Working Papers (2004) View citations (30) (2004)

2003

73. China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration
    China Economic Review, 2003, 14, (3), 281-303 View citations (34)
    See also Working Paper China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration, Santa Cruz Center for International Economics, Working Paper Series (2003) View citations (28) (2003)
74. Sectoral trends and cycles in Germany
    Empirical Economics, 2003, 28, (1), 141-156 View citations (5)
    See also Working Paper Sectoral Trends and Cycles in Germany, CESifo Working Paper Series (2001) (2001)

2002

75. Effects of U.S. Inflation on Hong Kong and Singapore
    Journal of Comparative Economics, 2002, 30, (3), 603-619 View citations (19)
    See also Working Paper Effects of U.S. Inflation on Hong Kong and Singapore, CESifo Working Paper Series (2002) View citations (21) (2002)
76. Output dynamics of the G7 countries--stochastic trends and cyclical movements
    Applied Economics, 2002, 34, (18), 2239-2247 View citations (14)
    See also Working Paper Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements, CESifo Working Paper Series (1999) View citations (7) (1999)

2001

77. A Note on the Power of Money‐Output Causality Tests
    Oxford Bulletin of Economics and Statistics, 2001, 63, (2), 247-261 View citations (3)
78. Currency traders and exchange rate dynamics: a survey of the US market
    Journal of International Money and Finance, 2001, 20, (4), 439-471 View citations (348)
    See also Working Paper Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market, CESifo Working Paper Series (2000) View citations (26) (2000)
79. Equity Price Dynamics Before and After the Introduction of the Euro: A Note
    Multinational Finance Journal, 2001, 5, (2), 113-128 View citations (9)
    See also Working Paper Equity Price Dynamics Before and After the Introduction of the Euro: A Note, CESifo Working Paper Series (2001) View citations (12) (2001)
80. Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates
    Journal of International Money and Finance, 2001, 20, (1), 115-132 View citations (57)
81. Market Structure and the Persistence of Sectoral Real Exchange Rates
    International Journal of Finance & Economics, 2001, 6, (2), 95-114 View citations (37)
    See also Working Paper Market Structure and the Persistence of Sectoral Real Exchange Rates, NBER Working Papers (1999) View citations (21) (1999)

2000

82. A survey of market practitioners' views on exchange rate dynamics
    Journal of International Economics, 2000, 51, (2), 401-419 View citations (129)
83. Does Austria Respond to the German or the US Business Cycle?
    International Journal of Finance & Economics, 2000, 5, (1), 33-42 View citations (7)
84. On cross-country differences in the persistence of real exchange rates
    Journal of International Economics, 2000, 50, (2), 375-397 View citations (85)
    See also Working Paper On Cross-Country Differences in the Persistence of Real Exchange Rates, CESifo Working Paper Series (1999) View citations (14) (1999)
85. On the purchasing power parity puzzle
    Journal of International Economics, 2000, 52, (2), 321-330 View citations (143)
86. Special Issue on Asset Price Dynamics and Risk Management
    Multinational Finance Journal, 2000, 4, (3-4), 155-157
87. Which Measure of Aggregate Output Should We Use?
    Journal of Macroeconomics, 2000, 22, (2), 253-269

1999

88. An analysis of German effects on the Austrian business cycle
    Review of World Economics (Weltwirtschaftliches Archiv), 1999, 135, (3), 522-531 View citations (6)
89. Macroeconomic determinants of long-term stock market comovements among major EMS countries
    Applied Financial Economics, 1999, 9, (1), 73-85 View citations (27)

1998

90. A comparison of learning and replicator dynamics using experimental data
    Journal of Economic Behavior & Organization, 1998, 35, (3), 263-280 View citations (29)
91. Economic growth and stationarity of real exchange rates: Evidence from some fast-growing Asian countries
    Pacific-Basin Finance Journal, 1998, 6, (1-2), 61-76 View citations (13)
92. Integration, cointegration and the forecast consistency of structural exchange rate models
    Journal of International Money and Finance, 1998, 17, (5), 813-830 View citations (31)
    See also Working Paper Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models, NBER Working Papers (1997) View citations (6) (1997)
93. International evidence on the stock market and aggregate economic activity
    Journal of Empirical Finance, 1998, 5, (3), 281-296 View citations (125)
94. Parity reversion in real exchange rates during the post-Bretton Woods period
    Journal of International Money and Finance, 1998, 17, (4), 597-614 View citations (93)

1997

95. Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test
    Econometric Theory, 1997, 13, (5), 679-691 View citations (9)
96. Common Predictable Components in Regional Stock Markets
    Journal of Business & Economic Statistics, 1997, 15, (1), 35-42 View citations (18)
97. Further Investigation of the Uncertain Unit Root in GNP
    Journal of Business & Economic Statistics, 1997, 15, (1), 68-73 View citations (62)
    See also Working Paper Further Investigation of the Uncertain Unit Root in GNP, NBER Technical Working Papers (1996) View citations (9) (1996)
98. Individual Learning in Normal Form Games: Some Laboratory Results
    Games and Economic Behavior, 1997, 19, (1), 46-76 View citations (191)
99. Information Flows Between Eurodollar Spot and Futures Markets
    Multinational Finance Journal, 1997, 1, (4), 255-271 View citations (11)
100. The Performance of Trading Rules on Four Asian Currency Exchange Rates
     Multinational Finance Journal, 1997, 1, (1), 1-22 View citations (5)
101. What are the global sources of rational variation in international equity returns?
     Journal of International Money and Finance, 1997, 16, (6), 821-836 View citations (10)

1996

102. A causality-in-variance test and its application to financial market prices
     Journal of Econometrics, 1996, 72, (1-2), 33-48 View citations (335)
103. Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis
     Oxford Economic Papers, 1996, 48, (1), 134-62 View citations (47)
     See also Working Paper Deterministic, stochastic and segmented trends in aggregate output: A cross-country analysis, Macroeconomics (1995) View citations (1) (1995)
104. International economics: Peter H. Lindert and Thomas A. Pugel
     The North American Journal of Economics and Finance, 1996, 7, (2), 231-232
105. Stock Market Volatility and Fractional Integration
     International Journal of Finance & Economics, 1996, 1, (4), 263-73

1995

106. A search for long memory in international stock market returns
     Journal of International Money and Finance, 1995, 14, (4), 597-615 View citations (124)
107. ESTIMATING FINITE SAMPLE CRITICAL VALUES FOR UNIT ROOT TESTS USING PURE RANDOM WALK PROCESSES:A NOTE
     Journal of Time Series Analysis, 1995, 16, (5), 493-498 View citations (1)
108. How sensitive are trends to data definitions? Results for East Asian and G5 countries
     Applied Economics Letters, 1995, 2, (1), 1-6 View citations (1)
109. Lag Order and Critical Values of a Modified Dickey-Fuller Test
     Oxford Bulletin of Economics and Statistics, 1995, 57, (3), 411-19 View citations (127)
110. Lag Order and Critical Values of the Augmented Dickey-Fuller Test
     Journal of Business & Economic Statistics, 1995, 13, (3), 277-80 View citations (267)
111. Pacific-Basin stock markets and real activity
     Pacific-Basin Finance Journal, 1995, 3, (1), 143-143 View citations (1)
     Also in Pacific-Basin Finance Journal, 1994, 2, (2-3), 349-373 (1994) View citations (16)
112. Purchasing power parity under the European Monetary System
     Journal of International Money and Finance, 1995, 14, (2), 179-189 View citations (19)

1994

113. Aggregate output dynamics in the twentieth century
     Economics Letters, 1994, 45, (1), 15-22 View citations (6)
114. Mean reversion in real exchange rates
     Economics Letters, 1994, 46, (3), 251-256 View citations (46)
115. On maximum likelihood estimation of the differencing parameter of fractionally-integrated noise with unknown mean
     Journal of Econometrics, 1994, 62, (2), 301-316 View citations (75)
     See also Working Paper On maximum-likelihood estimation of the differencing parameter of fractionally integrated noise with unknown mean, Working Papers (1993) View citations (1) (1993)

1993

116. A Fractional Cointegration Analysis of Purchasing Power Parity
     Journal of Business & Economic Statistics, 1993, 11, (1), 103-12 View citations (302)
117. Do Gold Market Returns Have Long Memory?
     The Financial Review, 1993, 28, (2), 181-202 View citations (62)
118. Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration
     Oxford Bulletin of Economics and Statistics, 1993, 55, (3), 313-28 View citations (517)
119. Long Memory in Foreign-Exchange Rates
     Journal of Business & Economic Statistics, 1993, 11, (1), 93-101 View citations (170)
120. Long-run purchasing power parity during the recent float
     Journal of International Economics, 1993, 34, (1-2), 181-192 View citations (158)
121. TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION
     Journal of Time Series Analysis, 1993, 14, (4), 331-345 View citations (29)

1992

122. International evidence on output persistence from postwar data
     Economics Letters, 1992, 38, (4), 435-441 View citations (7)
123. Stock Price Dynamics and Firm Size: An Empirical Investigation
     Journal of Finance, 1992, 47, (5), 1985-97 View citations (70)

Books

2022

1. The RMB in the Global Economy
   Cambridge Books, Cambridge University Press View citations (1)

2007

2. The Economic Integration of Greater China
   University of Chicago Press Economics Books, University of Chicago Press

Edited books

2017

1. International Currency Exposure, vol 1
   MIT Press Books, The MIT Press View citations (2)

2012

2. The Evolving Role of China in the Global Economy, vol 1
   MIT Press Books, The MIT Press View citations (3)

Chapters

2011

1. Chapter 15 Deviations from Covered Interest Parity: The Case of China
   A chapter in The Evolving Role of Asia in Global Finance, 2011, pp 369-386 View citations (1)

2010

2. China's Current Account and Exchange Rate
   A chapter in China's Growing Role in World Trade, 2010, pp 231-271 View citations (19)
   See also Working Paper China's Current Account and Exchange Rate, Hong Kong Institute for Monetary Research (2009) View citations (26) (2009)

2009

3. The Illusion of Precision and the Role of the Renminbi in Regional Integration
   Chapter 13 in Towards Monetary and Financial Integration in East Asia, 2009 View citations (3)
   See also Working Paper The Illusion of Precision and the Role of the Renminbi in Regional Integration, Hong Kong Institute for Monetary Research (2006) View citations (10) (2006)

Editor

1. Asia-Pacific Journal of Accounting & Economics
   Taylor & Francis Journals
2. Pacific Economic Review
   Wiley Blackwell