Yin-Wong Cheung

University of California, Santa Cruz - Department of Economics

Professor Emeritus

Engineering 2, Department of Economics

University of California

Santa Cruz, CA 95064

United States

  • University of California, Santa Cruz - Department of Economics

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SCHOLARLY PAPERS

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Scholarly Papers (83)

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1.

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

Downloads 279 (32,380)
Citation 189

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

Number of pages: 49 Posted: 20 Oct 2008
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 111 (391,839)
Citation 6

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exchange rates, monetary model, productivity, interest rate parity, purchasing power

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

IMF Working Paper No. 04/73
Number of pages: 37 Posted: 15 Feb 2006
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 100 (422,215)
Citation 12

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exchange rates, monetary model, productivity, interest rate parity, purchasing power parity, forecasting performance

Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?

NBER Working Paper No. w9393
Number of pages: 47 Posted: 19 Dec 2002 Last Revised: 02 Sep 2022
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 68 (534,854)
Citation 14

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2.

Effects of U.S. Inflation on Hong Kong and Singapore

CESifo Working Paper Series No. 700, HKIMR Working Paper No. 03/2001
Number of pages: 26 Posted: 23 Jun 2002
Yin-Wong Cheung and Jude Yuen
University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 702 (59,533)
Citation 3

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Exchange Rate Regime, Inflation Transmission Mechanism, Cointegration, Common Feature, Codependence

3.

Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders

Downloads 643 (66,732)
Citation 1

Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders

UCSC Dept. of Economics Working Paper No. 430
Number of pages: 40 Posted: 09 Mar 1999
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 558 (78,846)

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Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders

NBER Working Paper No. w7417
Number of pages: 41 Posted: 19 Jul 2000 Last Revised: 09 Oct 2022
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 85 (469,339)

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4.

The Role of Offshore Financial Centers in the Process of Renminbi Internationalization

ADBI Working Paper 472
Number of pages: 30 Posted: 08 Apr 2014
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics
Downloads 598 (73,138)
Citation 8

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renminbi, yuan, international monetary policy, currency internationalization, offshore currency market, onshore currency market, foreign exchange, financial centers

5.

Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market

Number of pages: 44 Posted: 08 Feb 2001
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 594 (73,737)
Citation 9

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6.

What Do We Know About Recent Exchange Rate Models? In-Sample Fit and Out-Sample Performance Evaluated

CESifo Working Paper Series No. 902; University of California Santa Cruz: Center for International Economics Working Paper No. 03-13
Number of pages: 44 Posted: 10 Apr 2003
Yin-Wong Cheung, Menzie David Chinn and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 538 (83,435)

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Exchange Rates, Monetary Model, Productivity, Interest Rate Parity, Behavioral Equilibrium Exchange Rate Model, Forecasting Performance

7.

China's Current Account and Exchange Rate

Downloads 503 (90,760)
Citation 4

China's Current Account and Exchange Rate

CESifo Working Paper Series No. 2587
Number of pages: 47 Posted: 19 Mar 2009
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 419 (111,613)

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China's Current Account and Exchange Rate

NBER Working Paper No. w14673
Number of pages: 54 Posted: 25 Jan 2009 Last Revised: 06 Aug 2022
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 84 (472,841)

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8.

The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market

Downloads 478 (96,516)
Citation 19

The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market

BOFIT Discussion Paper No. 17/2014
Number of pages: 42 Posted: 20 May 2016 Last Revised: 18 Nov 2021
Yin-Wong Cheung and Dagfinn Rime
University of California, Santa Cruz - Department of Economics and BI Norwegian Business School
Downloads 185 (259,385)
Citation 3

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The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market

CESifo Working Paper Series No. 4850
Number of pages: 34 Posted: 09 Jul 2014
Yin-Wong Cheung and Dagfinn Rime
University of California, Santa Cruz - Department of Economics and BI Norwegian Business School
Downloads 150 (310,778)

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foreign exchange market microstructure, order flow, limit-order imbalance, CNH, CNY, central parity rate

The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market

Number of pages: 34 Posted: 11 Jun 2014 Last Revised: 18 Jun 2014
Yin-Wong Cheung and Dagfinn Rime
University of California, Santa Cruz - Department of Economics and BI Norwegian Business School
Downloads 143 (323,143)

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Foreign Exchange Market Microstructure, Order Flow, Limit-Order Imbalance, CNH, CNY, Central Parity Rate

9.

Traders, Market Microstructure and Exchange Rate Dynamics

Downloads 471 (98,206)
Citation 1

Traders, Market Microstructure and Exchange Rate Dynamics

UCSC Dept. of Economics Working Paper No. 431
Number of pages: 29 Posted: 04 Mar 1999
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 408 (115,130)

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Traders, Market Microstructure and Exchange Rate Dynamics

NBER Working Paper No. w7416
Number of pages: 29 Posted: 11 Jun 2000 Last Revised: 08 Oct 2022
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 63 (557,361)

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10.

China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration

Downloads 378 (103,038)
Citation 9

China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration

Number of pages: 36 Posted: 28 Feb 2003
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 378 (125,798)

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Uncovered Interest Parity, Real Interest Parity, Purchasing Power Parity, Exchange Rates, Capital Mobility, Market Integration

11.

Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms

Downloads 403 (116,859)
Citation 5

Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms

BOFIT Discussion Paper No. 10/2013
Number of pages: 31 Posted: 05 Jul 2013
Yin-Wong Cheung and Rajeswari Sengupta
University of California, Santa Cruz - Department of Economics and Institute for Financial Management and Research
Downloads 288 (168,848)
Citation 4

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exchange rate fluctuations, firm-level export shares, asymmetric effects, services exports

Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms

CESifo Working Paper Series No. 4214
Number of pages: 29 Posted: 02 May 2013
Yin-Wong Cheung and Rajeswari Sengupta
University of California, Santa Cruz - Department of Economics and Institute for Financial Management and Research
Downloads 115 (381,741)

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exchange rate fluctuations, firm-level export shares, asymmetric effects, services exports

Impact of Exchange Rate Movements on Exports: An Analysis of Indian Non-Financial Sector Firms

Journal of International Money and Finance 39 (2013) 231–245
Posted: 18 Aug 2021
Yin-Wong Cheung and Rajeswari Sengupta
University of California, Santa Cruz - Department of Economics and Indira Gandhi Institute of Development Research (IGIDR)

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Exchange rate fluctuations, Firm-level export shares, Asymmetric effects, Services exports

12.

Equity Price Dynamics Before and after the Introduction of the Euro: A Note

Downloads 401 (118,564)

Equity Price Dynamics Before and after the Introduction of the Euro: A Note

Number of pages: 23 Posted: 05 Jan 2001
Yin-Wong Cheung and Frank Westermann
University of California, Santa Cruz - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 383 (123,879)

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Exchange Rate Regime, Market Volatility, Stock Market Interaction

Equity Price Dynamics Before and after the Introduction of the Euro: A Note

Multinational Finance Journal, Vol. 5, No. 2, p. 113-128, 2001
Number of pages: 16 Posted: 08 Jul 2015
Yin-Wong Cheung and Frank Westermann
University of California, Santa Cruz - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 18 (858,685)

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13.

An Analysis of Hong Kong Export Performance

UC Santa Cruz Economics Working Paper No. 547
Number of pages: 33 Posted: 10 Sep 2003
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics
Downloads 395 (120,673)
Citation 7

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Hong Kong, Export, Performance

14.

The Empirics of China's Outward Direct Investment

CESifo Working Paper Series No. 2621
Number of pages: 45 Posted: 20 Apr 2009
Yin-Wong Cheung and Xingwang Qian
University of California, Santa Cruz - Department of Economics and State University of New York, Buffalo State
Downloads 394 (120,970)

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market seeking, resources seeking, servicing exports, international reserves, agglomeration effect

15.

Does the Chinese Interest Rate Follow the US Interest Rate?

Downloads 379 (121,671)
Citation 12

Does the Chinese Interest Rate Follow the US Interest Rate?

CESifo Working Paper Series No. 1943, HKIMR Working Paper No. 19/2006
Number of pages: 27 Posted: 28 Mar 2007
Yin-Wong Cheung, Dickson Tam and Matthew S. Yiu
University of California, Santa Cruz - Department of Economics, Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR) and Hong Kong Monetary Authority - Hong Kong Institute for Monetary Research (HKIMR)
Downloads 379 (125,427)
Citation 3

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policy dependence, interest rate interactions, exchange rate regime

16.

A High-Low Model of Daily Stock Price Ranges

Downloads 252 (127,942)
Citation 5

A High-Low Model of Daily Stock Price Ranges

CESifo Working Paper Series No. 2387
Number of pages: 45 Posted: 08 Sep 2008
Stephen Yan-Leung Cheung, Yin-Wong Cheung and Alan T. K. Wan
City University of Hong Kong (CityU) - Department of Economics & Finance, University of California, Santa Cruz - Department of Economics and City University of Hong Kong (CityU) - Department of Management Sciences
Downloads 252 (193,604)

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daily high, daily low, VECM model, forecast performance, implied volatility

17.

The Overvaluation of Renminbi Undervaluation

Downloads 336 (139,876)
Citation 81

The Overvaluation of Renminbi Undervaluation

CESifo Working Paper Series No. 1918, HKIMR Working Paper No. 11/2007
Number of pages: 37 Posted: 27 Feb 2007
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 276 (176,535)

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absolute purchasing power parity, exchange rates, real income, capital controls, currency misalignment

The Overvaluation of Renminbi Undervaluation

NBER Working Paper No. w12850
Number of pages: 44 Posted: 24 Jan 2007 Last Revised: 13 Aug 2022
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 60 (571,503)
Citation 5

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18.

Exchange Rate Misalignment - The Case of the Chinese Renminbi

CESifo Working Paper Series No. 3797
Number of pages: 25 Posted: 03 May 2012
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics
Downloads 334 (145,241)

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FEER, Penn effect, sampling uncertainty, serial correlation, data revision

19.

An Empirical Model of Daily Highs and Lows

Downloads 295 (147,609)
Citation 2

An Empirical Model of Daily Highs and Lows

CESifo Working Paper Series No. 1695, HKIMR Working Paper No. 7/2006
Number of pages: 33 Posted: 24 Apr 2006
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics
Downloads 295 (164,605)
Citation 2

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high, low open, close, trading volume, VECM model

20.

Exchange Rates and Markov Switching Dynamics

Downloads 309 (154,038)
Citation 1

Exchange Rates and Markov Switching Dynamics

CESifo Working Paper Series No. 1348, HKIMR Working Paper No. 05/2005
Number of pages: 30 Posted: 17 Dec 2004
Yin-Wong Cheung and Ulf G. Erlandsson
University of California, Santa Cruz - Department of Economics and Lund University - Department of Economics
Downloads 309 (156,728)
Citation 4

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exchange rate dynamics, regime switching, Monte Carlo Test, sampling frequency

21.

Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments

CESifo Working Paper Series No. 924, HKIMR Working Paper No. 10/2003
Number of pages: 29 Posted: 23 Apr 2003
Yin-Wong Cheung, Kon S. Lai and U. Michael Bergman
University of California, Santa Cruz - Department of Economics, California State University, Los Angeles - Department of Economics & Statistics and University of Copenhagen - Department of Economics
Downloads 303 (161,039)
Citation 13

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22.

Hong Kong Output Dynamics: An Empirical Analysis

Downloads 282 (171,679)
Citation 1

Hong Kong Output Dynamics: An Empirical Analysis

CESifo Working Paper Series No. 482, HKIMR Working Paper No. 11/2000
Number of pages: 48 Posted: 03 Apr 2001
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics
Downloads 282 (172,623)
Citation 1

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Common Trends/Cycles, Transmission Mechanism, Structural Determinants

23.

Exchange Rate Dynamics: Where is the Saddle Path?

Number of pages: 33 Posted: 12 Mar 2004
Yin-Wong Cheung, Javier Gardeazabal and Jesús Vázquez
University of California, Santa Cruz - Department of Economics, University of the Basque Country and University of the Basque Country - Department of Foundations of Economic Analysis I
Downloads 277 (176,822)

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overshooting, cointegration, Johansen test, simulation, convergence behavior

24.

Market Structure, Technology Spillovers, and Persistence in Productivity Differentials

Number of pages: 34 Posted: 14 Aug 2001
Yin-Wong Cheung and Antonio I. Garcia Pascual
University of California, Santa Cruz - Department of Economics and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 270 (181,417)
Citation 1

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Total Factor Productivity, Convergence, Market Structure, Technology Diffusion

25.

The Suitability of a Greater China Currency Union

Downloads 259 (184,856)
Citation 5

The Suitability of a Greater China Currency Union

CESifo Working Paper Series No. 1192, HKIMR Working Paper No. 12/2004
Number of pages: 39 Posted: 01 Jun 2004
Yin-Wong Cheung and Jude Yuen
University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 259 (188,284)

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Greater China, trade and investment, common stochastic trend, synchronized and non-synchronized business cycles, output losses, exchange rate regime

26.

Should Nordic Countries Join Emu?: An Empirical Analysis

UCSC Dept. of Economics Working Paper No. 389
Number of pages: 31 Posted: 06 Apr 1998
U. Michael Bergman, Michael M. Hutchison and Yin-Wong Cheung
University of Copenhagen - Department of Economics, University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 251 (195,133)

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27.

Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses

Downloads 229 (208,920)
Citation 13

Hoarding of International Reserves: Mrs Machlup's Wardrobe and the Joneses

CESifo Working Paper No. 2065, HKIMR Working Paper No. 13/2007
Number of pages: 48 Posted: 25 Jul 2007
Yin-Wong Cheung and Xingwang Qian
University of California, Santa Cruz - Department of Economics and State University of New York, Buffalo State
Downloads 229 (212,680)

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demand for international reserves, excessive international reserve accumulation, speculative attack, keeping up with the Joneses

28.

The Renminbi Central Parity: An Empirical Investigation

Downloads 62 (218,838)
Citation 10

The Renminbi Central Parity: An Empirical Investigation

BOFIT Discussion Paper No. 7/2017
Number of pages: 33 Posted: 24 May 2017
Yin-Wong Cheung, Cho-Hoi Hui and Andrew Tsang
University of California, Santa Cruz - Department of Economics, Hong Kong Monetary Authority - Research Department and ASEAN+3 Macroeconomic Research (AMRO)
Downloads 62 (561,970)

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China, RMB, exchange rate policy, central parity rate, onshore and offshore rates

29.

The Chinese Economies in Global Context: The Integration Process and its Determinants

Downloads 47 (229,479)
Citation 5

The Chinese Economies in Global Context: The Integration Process and its Determinants

NBER Working Paper No. w10047
Number of pages: 38 Posted: 28 Oct 2003 Last Revised: 16 Dec 2022
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 47 (640,959)

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30.

Capital Flight: China's Experience

CESifo Working Paper Series No. 2931
Number of pages: 39 Posted: 03 Feb 2010
Yin-Wong Cheung and Xingwang Qian
University of California, Santa Cruz - Department of Economics and State University of New York, Buffalo State
Downloads 201 (240,841)

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covered interest differential, forward premium, expected depreciation, asymmetric response, macro determinants

31.

An Output Perspective on a Northeast Asia Currency Union

Downloads 186 (245,406)

An Output Perspective on a Northeast Asia Currency Union

CESifo Working Paper Series No. 1250, HKIMR Working Paper No. 16/2005
Number of pages: 37 Posted: 30 Aug 2004
Yin-Wong Cheung and Jude Yuen
University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 186 (258,137)

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Common Stochastic Trend, Business Cycles, Output Losses, Exchange Rate Regime, Asian Economies

32.

China's Capital Controls - Through the Prism of Covered Interest Differentials

Downloads 145 (257,032)
Citation 6

China's Capital Controls - Through the Prism of Covered Interest Differentials

CESifo Working Paper Series No. 4377
Number of pages: 32 Posted: 04 Sep 2013
Yin-Wong Cheung and Risto Herrala
University of California, Santa Cruz - Department of Economics and European Central Bank (ECB) - Directorate General International and European Relations
Downloads 82 (479,931)

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NDF implied RMB interest rate, capital controls, asymmetric response, macro determinants, credit market tightness

China's Capital Controls – Through the Prism of Covered Interest Differentials

BOFIT Discussion Paper No. 22/2013
Number of pages: 35 Posted: 14 Sep 2013
Risto Herrala and Yin-Wong Cheung
European Central Bank (ECB) - Directorate General International and European Relations and University of California, Santa Cruz - Department of Economics
Downloads 63 (557,361)
Citation 4

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NDF implied RMB interest rate, capital controls, asymmetric response, macro determinants, credit market tightness

33.

Exchange Rate Prediction Redux: New Models, New Data, New Currencies

Downloads 186 (258,317)
Citation 14

Exchange Rate Prediction Redux: New Models, New Data, New Currencies

ECB Working Paper No. 2018
Number of pages: 58 Posted: 13 Feb 2017
Yin-Wong Cheung, Menzie David Chinn, Antonio I. Garcia Pascual and Yi Zhang
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, International Monetary Fund (IMF) - Western Hemisphere Department and University of Wisconsin - Madison - Department of Economics
Downloads 130 (348,303)
Citation 9

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Exchange Rates, Monetary Model, Interest Rate Parity, Behavioral Equilibrium Exchange Rate Model, Forecasting Performance

Exchange Rate Prediction Redux: New Models, New Data, New Currencies

NBER Working Paper No. w23267
Number of pages: 61 Posted: 27 Mar 2017 Last Revised: 28 Jan 2023
Yin-Wong Cheung, Menzie David Chinn, Antonio Pascual and Yi Zhang
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics, Barclays - Macro Research and University of Wisconsin - Madison - Department of Economics
Downloads 56 (591,411)

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34.

A Cross-Country Empirical Analysis of International Reserves

CESifo Working Paper Series No. 2654
Number of pages: 47 Posted: 28 May 2009
Yin-Wong Cheung and Hiro Ito
University of California, Santa Cruz - Department of Economics and Portland State University - Department of Economics
Downloads 186 (258,317)
Citation 9

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developed vs developing economies, excess hoarding, macro determinants, financial factors, institutional variables

35.

On Cross-Country Differences in the Persistence of Real Exchange Rates

CESifo Working Paper Series No. 218
Number of pages: 34 Posted: 17 Jun 2001
Yin-Wong Cheung and Kon S. Lai
University of California, Santa Cruz - Department of Economics and California State University, Los Angeles - Department of Economics & Statistics
Downloads 178 (268,399)
Citation 1

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Real exchange rates; cross-country persistence; structural determinants

36.

Sectoral Trends and Cycles in Germany

Number of pages: 28 Posted: 01 Aug 2001
Yin-Wong Cheung and Frank Westermann
University of California, Santa Cruz - Department of Economics and University of Osnabrueck - Department of Economics
Downloads 175 (272,467)

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37.

Nominal Exchange Rate Flexibility and Real Exchange Rate Adjustment: Evidence from Dual Exchange Rates in Developing Countries

CESifo Working Paper Series No. 1512, HKIMR Working Paper No. 9/2007
Number of pages: 29 Posted: 09 Aug 2005
Yin-Wong Cheung and Kon S. Lai
University of California, Santa Cruz - Department of Economics and California State University, Los Angeles - Department of Economics & Statistics
Downloads 166 (285,115)

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Real exchange rate, Fractional time series, Half life, Adjustment speed

38.

Productivity Shocks, Monetary Shocks, and the Short- and Long-Run Dynamics of Exchange Rates and Relative Prices

Lund University Dept. of Econ. Working Paper No. 2000:4
Number of pages: 32 Posted: 08 Dec 2001
U. Michael Bergman, Yin-Wong Cheung and Kon S. Lai
University of Copenhagen - Department of Economics, University of California, Santa Cruz - Department of Economics and California State University, Los Angeles - Department of Economics & Statistics
Downloads 155 (301,970)
Citation 1

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Real exchange rate, real shock, monetary shock, transitory component, common trend

39.

Renminbising China's Foreign Assets

CESifo Working Paper Series No. 3009
Number of pages: 27 Posted: 17 Apr 2010
Yin-Wong Cheung, Guonan Ma, Robert N. McCauley and Robert N. McCauley
University of California, Santa Cruz - Department of Economics, Bruegel and University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center
Downloads 153 (305,261)

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renminbi internationalisation, net international asset position, convertibility, exchange rate uncertainty, dollar peg

40.

Testing for Output Convergence: A Re-Examination

Number of pages: 31 Posted: 19 Feb 2001
Antonio I. Garcia Pascual and Yin-Wong Cheung
International Monetary Fund (IMF) - Western Hemisphere Department and University of California, Santa Cruz - Department of Economics
Downloads 153 (305,261)

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Output convergence, multivariate test, unit root test, stationarity test

41.

Deviations from the Law of One Price in Japan

CESifo Working Paper Series No. 2275
Number of pages: 45 Posted: 09 Apr 2008
Yin-Wong Cheung and Eiji Fujii
University of California, Santa Cruz - Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 146 (317,136)

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price dispersion, tradability, asymmetric inflation effects, market integration

42.

Cross-Country Relative Price Volatility: Effects of Market Structure

Downloads 125 (327,886)
Citation 2

Cross-Country Relative Price Volatility: Effects of Market Structure

CESifo Working Paper Series No. 1456, HKIMR Working Paper No. 19/2005
Number of pages: 65 Posted: 26 Apr 2005
Yin-Wong Cheung and Eiji Fujii
University of California, Santa Cruz - Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 125 (358,831)
Citation 2

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relative price volatility, market structure, price-cost margin, variance decomposition

43.

A Long Memory Model with Mixed Normal GARCH for US Inflation Data

Number of pages: 25 Posted: 06 Aug 2009
Yin-Wong Cheung and Sang-Kuck Chung
University of California, Santa Cruz - Department of Economics and Inje University - Department of Economics
Downloads 132 (343,241)

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Heteroskedasticity, Skewness, Inflation, Long Memory, Normal Mixture

44.

Speculative Attacks: A Laboratory Study in Continuous Time

Downloads 88 (347,206)
Citation 2

Speculative Attacks: A Laboratory Study in Continuous Time

CESifo Working Paper Series No. 2420
Number of pages: 37 Posted: 13 Oct 2008
Yin-Wong Cheung and Daniel Friedman
University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 88 (459,182)

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currency crisis, speculative attack, laboratory experiment, coordination game, preemption, large player

45.

China's Bilateral Currency Swap Lines

CESifo Working Paper Series No. 5736
Number of pages: 29 Posted: 08 Mar 2016
Zhitao Lin, Zhan Wenjie and Yin-Wong Cheung
Jinan University - School of Economics, Huazhong University of Science and Technology - School of Management and University of California, Santa Cruz - Department of Economics
Downloads 129 (349,239)

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RMB swap lines, Heckman two-stage method, proportional hazard model, trade intensity, political factors and institutional characteristics

46.

Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules

Downloads 67 (372,916)
Citation 3

Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules

CESifo Working Paper Series No. 3577
Number of pages: 44 Posted: 21 Sep 2011
Mahir Binici and Yin-Wong Cheung
Central Bank of Turkey and University of California, Santa Cruz - Department of Economics
Downloads 67 (539,247)
Citation 1

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Taylor Rule, exchange rate determination, mean squared prediction error, direction of change, foreign exchange risk premium

47.

Output Dynamics of the G7 Countries - Stochastic Trends and Cyclical Movements

CESifo Working Paper Series No. 220
Number of pages: 18 Posted: 16 Jun 2001
Frank Westermann and Yin-Wong Cheung
University of Osnabrueck - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 114 (382,252)

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48.

The Structural Behavior of China–Us Trade Flows

Downloads 111 (389,711)

The Structural Behavior of China–Us Trade Flows

BOFIT Discussion Paper No. 23/2014
Number of pages: 37 Posted: 20 May 2016 Last Revised: 18 Nov 2021
Yin-Wong Cheung, Menzie David Chinn and Xingwang Qian
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and State University of New York, Buffalo State
Downloads 64 (552,801)

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The Structural Behavior of China-US Trade Flows

CESifo Working Paper Series No. 5123
Number of pages: 32 Posted: 14 Jan 2015
Yin-Wong Cheung, Menzie David Chinn and Xingwang Qian
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and State University of New York, Buffalo State
Downloads 47 (640,959)

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import, export, elasticity, real exchange rate, processing trade

49.

How Do Uk-Based Foreign Exchange Dealers Think Their Market Operates?

NBER Working Paper No. w7524
Number of pages: 33 Posted: 24 Mar 2000 Last Revised: 23 Jan 2022
Yin-Wong Cheung, Menzie David Chinn and Ian W. Marsh
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and City University London - The Business School
Downloads 107 (399,907)
Citation 8

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50.

Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries

CESifo Working Paper Series No. 3690
Number of pages: 29 Posted: 11 Jan 2012
Mahir Binici, Yin-Wong Cheung and Kon S. Lai
Central Bank of Turkey, University of California, Santa Cruz - Department of Economics and California State University, Los Angeles - Department of Economics & Statistics
Downloads 106 (402,540)

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trade openness, inflation, market structure, static panel, dynamic panel

51.

Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios

Downloads 61 (402,540)
Citation 2

Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 2, 2008-15
Number of pages: 63 Posted: 18 Dec 2010
Yin-Wong Cheung and Clement Yuk-Pang Wong
University of California, Santa Cruz - Department of Economics and City University of Hong Kong (CityU) - Department of Economics & Finance
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International reserve ratios, structural characteristics, cross-economy analysis

Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios

Economics Discussion Paper No. 2007-24
Number of pages: 75 Posted: 29 Nov 2010
Yin-Wong Cheung and Clement Yuk-Pang Wong
University of California, Santa Cruz - Department of Economics and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 22 (822,220)
Citation 2

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International Reserve Ratios, Structural Characteristics, Cross-Economy Analysis

52.

A Reappraisal of the Border Effect on Relative Price Volatility

Downloads 91 (427,883)

A Reappraisal of the Border Effect on Relative Price Volatility

CESifo Working Paper Series No. 1640, HKIMR Working Paper No. 4/2006
Number of pages: 21 Posted: 16 Feb 2006
Yin-Wong Cheung and Kon S. Lai
University of California, Santa Cruz - Department of Economics and California State University, Los Angeles - Department of Economics & Statistics
Downloads 91 (449,494)

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price volatility, exchange rate volatility, national border, distance, dissimilar shocks

53.

The Exchange Rate Effects of Macro News after the Global Financial Crisis

Globalization and Monetary Policy Institute Working Paper No. 305
Number of pages: 33 Posted: 08 Mar 2017
Yin-Wong Cheung, Rasmus Fatum, Yohei Yamamoto and Yohei Yamamoto
University of California, Santa Cruz - Department of Economics, University of Alberta - Department of Marketing, Business Economics & Law and Hitotsubashi UniversityTokyo Center for Economic Research (TCER)
Downloads 96 (430,761)
Citation 5

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54.

China's Capital Flight: Pre- and Post-Crisis Experiences

CESifo Working Paper Series No. 5584
Number of pages: 41 Posted: 24 Nov 2015
Yin-Wong Cheung, Sven Steinkamp and Frank Westermann
University of California, Santa Cruz - Department of Economics, Universität Osnabrück - Institute of Empirical Economic Research and University of Osnabrueck - Department of Economics
Downloads 91 (445,753)
Citation 2

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world bank residual method, trade misinvoicing, quantitative easing, capital controls, covered interest disparity

55.

Exchange Rate Misalignment Estimates – Sources of Differences

BOFIT Discussion Paper No. 25/2011
Number of pages: 56 Posted: 12 Oct 2011
Yin-Wong Cheung and Eiji Fujii
University of California, Santa Cruz - Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 89 (451,921)
Citation 5

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Penn effect regression, data revision, PPP-based data, measurement factors, economic factors

56.

Are Macroeconomic Forecasts Informative? Cointegration Evidence from the Asa-Nber Surveys

NBER Working Paper No. w6926
Number of pages: 27 Posted: 12 Jul 2000 Last Revised: 05 Dec 2022
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 85 (464,873)

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57.

The Renminbi Central Parity: An Empirical Investigation

CESifo Working Paper Series No. 6963
Number of pages: 33 Posted: 26 Jul 2016
Yin-Wong Cheung, Cho-Hoi Hui and Andrew Tsang
University of California, Santa Cruz - Department of Economics, Hong Kong Monetary Authority - Research Department and ASEAN+3 Macroeconomic Research (AMRO)
Downloads 84 (468,281)

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China, RMB, exchange rate policy, central parity rate, on-shore and off-shore rates

58.

The Penn Effect within a Country - Evidence from Japan

CESifo Working Paper Series No. 3955
Number of pages: 37 Posted: 11 Oct 2012
Yin-Wong Cheung and Eiji Fujii
University of California, Santa Cruz - Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 75 (500,280)

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agglomeration effect, Penn effect, sectoral productivity differential, tradables and non-tradables, population density

59.

Commodity Price Effects on Currencies

CESifo Working Paper No. 9967
Number of pages: 43 Posted: 07 Oct 2022
Yin-Wong Cheung and Wenhao Wang
University of California, Santa Cruz - Department of Economics and Shandong University of Finance and Economics
Downloads 73 (511,687)

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commodity currencies, sectoral commodity prices, The US Dollar Effect, The Global Financial Crisis, macro variables

60.

Exchange Rate Misalignment Estimates - Sources of Differences

CESifo Working Paper Series No. 3555
Number of pages: 50 Posted: 01 Sep 2011
Yin-Wong Cheung and Eiji Fujii
University of California, Santa Cruz - Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 73 (507,775)
Citation 1

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Penn effect eegression, data revision, PPP-based data, measurement factors, economic factors

61.

A Tale of Two Surplus Countries: China and Germany

CESifo Working Paper No. 7669
Number of pages: 33 Posted: 25 Jul 2019
Yin-Wong Cheung, Sven Steinkamp and Frank Westermann
University of California, Santa Cruz - Department of Economics, Universität Osnabrück - Institute of Empirical Economic Research and Universität Osnabrück - Institute of Empirical Economic Research
Downloads 71 (515,670)
Citation 1

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currency misalignment, current account surplus, global imbalances, global financial crisis

62.

International Reserves Before and After the Global Crisis: Is There No End to Hoarding?

Downloads 70 (519,531)
Citation 35

International Reserves Before and After the Global Crisis: Is There No End to Hoarding?

CESifo Working Paper Series No. 5237
Number of pages: 39 Posted: 20 Mar 2015
Joshua Aizenman, Yin-Wong Cheung and Hiro Ito
University of Southern California - Department of Economics, University of California, Santa Cruz - Department of Economics and Portland State University - Department of Economics
Downloads 50 (623,861)
Citation 15

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global financial crisis, gross saving, swap agreements, macro-prudential policies, sovereign wealth funds

International Reserves Before and after the Global Crisis: Is There No End to Hoarding?

NBER Working Paper No. w20386
Number of pages: 47 Posted: 18 Aug 2014 Last Revised: 16 Mar 2023
Joshua Aizenman, Yin-Wong Cheung and Hiro Ito
University of Southern California - Department of Economics, University of California, Santa Cruz - Department of Economics and Portland State University - Department of Economics
Downloads 20 (840,039)
Citation 8

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63.

Geographic Spread of Currency Trading: The Renminbi and Other EM Currencies

BIS Working Paper No. 806
Number of pages: 18 Posted: 09 Sep 2019
Yin-Wong Cheung, Robert N. McCauley, Robert N. McCauley and Chang Shu
University of California, Santa Cruz - Department of Economics, University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center and Chief Asia Economist, Bloomberg
Downloads 67 (531,765)
Citation 3

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international currency, FX turnover, renminbi internationalisation, international financial centre

64.

Truths and Myths About RMB Misalignment: A Meta-Analysis

BOFIT Discussion Paper No. 3/2019
Number of pages: 47 Posted: 01 Mar 2019 Last Revised: 18 Nov 2021
Yin-Wong Cheung and Shi He
University of California, Santa Cruz - Department of Economics and Zhongnan University of Economics and Law - School of Economics
Downloads 60 (562,278)
Citation 2

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Bayesian Model Averaging (BMA), clustering effects, median probability model specification, RMB undervaluation, study characteristics

65.

Are Chinese Trade Flows Different?

Downloads 60 (562,278)
Citation 1

Are Chinese Trade Flows Different?

La Follette School of Public Affairs Working Paper Series No. 2012-005
Number of pages: 37 Posted: 24 May 2012
Yin-Wong Cheung, Menzie David Chinn and Xingwang Qian
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and State University of New York, Buffalo State
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imports, exports, elasticity, deflator, exchange rate

Are Chinese Trade Flows Different?

NBER Working Paper No. w17875
Number of pages: 53 Posted: 02 Mar 2012 Last Revised: 06 May 2023
Yin-Wong Cheung, Menzie David Chinn and Xingwang Qian
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and State University of New York, Buffalo State
Downloads 27 (779,943)

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66.

Information Flows between Eurodollar Spot and Futures Markets

Multinational Finance Journal, Vol. 1, No. 4, p. 255-271, 1997
Number of pages: 17 Posted: 17 Jul 2015
Yin-Wong Cheung and Hung-Gay Fung
University of California, Santa Cruz - Department of Economics and University of Missouri at Saint Louis - College of Business Administration
Downloads 57 (576,323)

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Granger causality; cointegration; Eurodollar spot and futures interest rates; information flow

67.

The Evolution of Offshore Renminbi Trading: 2016 to 2019

CESifo Working Paper No. 8385
Number of pages: 34 Posted: 25 Jun 2020
Yin-Wong Cheung, Louisa Grimm and Frank Westermann
University of California, Santa Cruz - Department of Economics, Universität Osnabrück - Institute of Empirical Economic Research and Universität Osnabrück - Institute of Empirical Economic Research
Downloads 55 (585,919)
Citation 3

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global currency, FX turnover, geographical diffusion, renminbi internationalization, trade intensity

68.

Market Structure and the Persistence of Sectoral Real Exchange Rates

NBER Working Paper No. w7408
Number of pages: 46 Posted: 03 Feb 2000 Last Revised: 30 Sep 2022
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
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69.

Further Investigation of the Uncertain Unit Root in Gnp

Downloads 53 (595,722)
Citation 18

Further Investigation of the Uncertain Unit Root in Gnp

NBER Working Paper No. t0206
Number of pages: 26 Posted: 01 Sep 2000 Last Revised: 25 Jan 2023
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 53 (607,140)

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70.

Are Chinese Trade Flows Different?

BOFIT Discussion Paper No. 14/2012
Number of pages: 39 Posted: 18 Jun 2012
Yin-Wong Cheung, Menzie David Chinn and Xingwang Qian
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and State University of New York, Buffalo State
Downloads 52 (600,989)
Citation 7

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China, imports, exports, real exchange rate

71.

The Performance of Trading Rules on Four Asian Currency Exchange Rates

Downloads 45 (638,443)

The Performance of Trading Rules on Four Asian Currency Exchange Rates

Multinational Finance Journal, Vol. 1, No. 1, p. 1-22, 1997
Number of pages: 22 Posted: 18 Jul 2015
Yin-Wong Cheung and Clement Yuk-Pang Wong
University of California, Santa Cruz - Department of Economics and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 45 (652,822)

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72.

Pitfalls in Measuring Exchange Rate Misalignment: The Yuan and Other Currencies

NBER Working Paper No. w14168
Number of pages: 35 Posted: 16 Jul 2008 Last Revised: 20 Mar 2022
Yin-Wong Cheung, Menzie David Chinn and Eiji Fujii
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and Kwansei Gakuin University - School of Economics
Downloads 43 (650,063)
Citation 1

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73.

The Structural Behavior of China-U.S. Trade Flows

Number of pages: 33 Posted: 03 Dec 2014
Yin-Wong Cheung, Menzie David Chinn and Xingwang Qian
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and State University of New York, Buffalo State
Downloads 41 (661,706)

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import, export, elasticity, real exchange rate, processing trade

74.

Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models

Downloads 39 (674,011)

Integration, Cointegration and the Forecast Consistency of Structural Exchange Rate Models

NBER Working Paper No. w5943
Number of pages: 55 Posted: 15 Sep 2000 Last Revised: 29 Sep 2022
Yin-Wong Cheung and Menzie David Chinn
University of California, Santa Cruz - Department of Economics and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics
Downloads 39 (691,111)

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75.

Investment and Growth in Rich and Poor Countries

NBER Working Paper No. w17788
Number of pages: 29 Posted: 28 Jan 2012 Last Revised: 08 Feb 2023
Yin-Wong Cheung, Michael P. Dooley and Vladyslav Sushko
University of California, Santa Cruz - Department of Economics, University of California at Santa Cruz and Bank for International Settlements (BIS)
Downloads 36 (693,136)

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76.

A Jackknife Model Averaging Analysis of RMB Misalignment Estimates

CESifo Working Paper No. 7840
Number of pages: 48 Posted: 14 Oct 2019
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics
Downloads 33 (713,066)
Citation 1

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frequentist model average, meta-analysis, Mallows criterion, Bayesian model averaging, publication biases

77.

International Reserve Management, Global Financial Shocks, and Firm Investment in Emerging Market Economies

Number of pages: 68 Posted: 23 Oct 2021 Last Revised: 05 Jan 2022
Joshua Aizenman, Yin-Wong Cheung and Xingwang Qian
University of Southern California - Department of Economics, University of California, Santa Cruz - Department of Economics and State University of New York, Buffalo State
Downloads 24 (779,884)

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International Reserve Management, Global Financial Shocks, Firm Investment, Macro-management Policy Mix

78.

The Interest Rate Effect on Private Saving: Alternative Perspectives

NBER Working Paper No. w22872
Number of pages: 52 Posted: 28 Nov 2016 Last Revised: 31 Dec 2022
Joshua Aizenman, Yin-Wong Cheung and Hiro Ito
University of Southern California - Department of Economics, University of California, Santa Cruz - Department of Economics and Portland State University - Department of Economics
Downloads 24 (779,884)
Citation 2

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79.

The Currency Composition of International Reserves, Demand for International Reserves, and Global Safe Assets

NBER Working Paper No. w25934
Number of pages: 39 Posted: 11 Jun 2019 Last Revised: 13 May 2023
Joshua Aizenman, Yin-Wong Cheung and Xingwang Qian
University of Southern California - Department of Economics, University of California, Santa Cruz - Department of Economics and State University of New York, Buffalo State
Downloads 20 (812,616)
Citation 1

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80.

Estimating Currency Misalignment Using the Penn Effect: It's Not as Simple as it Looks

NBER Working Paper No. w22539
Number of pages: 38 Posted: 22 Aug 2016 Last Revised: 01 Feb 2023
Yin-Wong Cheung, Menzie David Chinn and Xin Nong
University of California, Santa Cruz - Department of Economics, University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and University of Texas at Austin
Downloads 18 (830,034)
Citation 4

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81.

International Reserve Management and Firm Investment in Emerging Market Economies

NBER Working Paper No. w29303
Number of pages: 58 Posted: 27 Sep 2021 Last Revised: 16 Apr 2023
Joshua Aizenman, Yin-Wong Cheung and Xingwang Qian
University of Southern California - Department of Economics, University of California, Santa Cruz - Department of Economics and State University of New York, Buffalo State
Downloads 2 (966,606)
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82.

Which Measure of Aggregate Output Should We Use

Posted: 24 Feb 2000
Yin-Wong Cheung and Eiji Fujii
University of California, Santa Cruz - Department of Economics and Kwansei Gakuin University - School of Economics

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83.

Does Austria Respond to the German or the U.S. Business Cycles?

UC Santa Cruz Economics Working Paper No. 451
Posted: 23 Jan 2000
Yin-Wong Cheung
University of California, Santa Cruz - Department of Economics

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