Shing-Yi Wang

Yale University - Department of Economics

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

SCHOLARLY PAPERS

3

DOWNLOADS

475

SSRN CITATIONS
Rank 15,243

SSRN RANKINGS

Top 15,243

in Total Papers Citations

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

FRB International Finance Discussion Paper No. 784
Number of pages: 47 Posted: 05 Dec 2003
Board of Governors of the Federal Reserve - Division of International Finance, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section, Yale University - Department of Economics and Johns Hopkins University - Department of Economics
Downloads 321 (93,662)
Citation 56

Abstract:

Loading...

data releases, exchange rates, uncovered interest parity, overshooting

2.

Revisiting the Border: An Assessment of the Law of One Price Using Very Disaggregated Consumer Price Data

FRB International Finance Discussion Paper No. 777
Number of pages: 25 Posted: 13 Oct 2003
Charles M. Engel, John H. Rogers and Shing-Yi Wang
University of Wisconsin - Madison - Department of Economics, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Yale University - Department of Economics
Downloads 94 (276,261)
Citation 14

Abstract:

Loading...

3.

It Investment and Hicks' Composite-Good Theorem: The U.S. Experience

FRB International Finance Discussion Paper No. 767
Number of pages: 17 Posted: 11 Aug 2003
Jaime Marquez and Shing-Yi Wang
Board of Governors of the Federal Reserve System - International Financial Transactions Section and Yale University - Department of Economics
Downloads 60 (356,986)

Abstract:

Loading...

aggregation errors, Fisher aggregates, Divisia aggregate, general-to-specific