Shing-Yi Wang

Yale University - Department of Economics

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

SCHOLARLY PAPERS

3

DOWNLOADS

480

SSRN CITATIONS
Rank 14,522

SSRN RANKINGS

Top 14,522

in Total Papers Citations

46

CROSSREF CITATIONS

17

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 (97,327)
Citation 71

Abstract:

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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 98 (278,723)
Citation 14

Abstract:

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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 61 (366,922)

Abstract:

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