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D-Index & Metrics

Economics and Finance

D-Index
30
Citations
7022
World Ranking
3668
National Ranking
1944

Overview

Kon S. Lai is affiliated with California State University Los Angeles in the United States. Their research contributions include a focus on economic and financial issues, as evidenced by their published work.

Among their recent papers is the article titled On Argentina's Currency Crisis of 2018, published in 2020 in the journal Lecturas de Economía. This paper has been cited multiple times by other researchers in the field, indicating engagement with the topic within academic circles.

Their research collaborations include frequent co-authors such as:

  • Ramón A. Castillo-Ponce
  • Yin-Wong Cheung

Their work has appeared in the following publication venues:

  • Lecturas de Economía

Best Publications

  • FINITE-SAMPLE SIZES OF JOHANSEN'S LIKELIHOOD RATIO TESTS FOR COINTEGRATION

    Yin‐Wong Cheung;Kon S. Lai

  • A Fractional Cointegration Analysis of Purchasing Power Parity

    Yin-Wong Cheung;Kon S. Lai

  • Lag Order and Critical Values of the Augmented Dickey–Fuller Test

    Yin-Wong Cheung;Kon S. Lai

  • Long-run purchasing power parity during the recent float

    Yin-Wong Cheung;Kon S. Lai

  • A search for long memory in international stock market returns

    Yin-Wong Cheung;Yin-Wong Cheung;Kon S. Lai

  • On the purchasing power parity puzzle

    Yin-Wong Cheung;Kon S Lai

  • A threshold cointegration analysis of asymmetric price transmission from crude oil to gasoline prices

    Li-Hsueh Chen;Miles Finney;Kon S. Lai

  • On cross-country differences in the persistence of real exchange rates

    Yin-Wong Cheung;Kon S. Lai

  • A cointegration test for market efficiency

    Unknown

  • PRACTITIONERS CORNER: Lag Order and Critical Values of a Modified Dickey-Fuller Test

    Yin‐Wong Cheung;Kon S. Lai

  • Parity reversion in real exchange rates during the post-Bretton Woods period

    Yin-Wong Cheung;Kon S. Lai

  • Do Gold Market Returns Have Long Memory

    Yin-Wong Cheung;Kon S. Lai

  • Mean reversion in real exchange rates

    Yin-Wong Cheung;Kon S. Lai

  • Government spending and economic growth: the G-7 experience

    Edward Hsieh;Kon S. Lai

  • Dissecting the PPP puzzle: the unconventional roles of nominal exchange rate and price adjustments

    Yin-Wong Cheung;Kon S. Lai;Michael Bergman

  • Fractal structure in currency futures price dynamics

    Unknown

  • Long memory and nonlinear mean reversion in Japanese yen-based real exchange rates

    Yin-Wong Cheung;Kon S Lai

  • Macroeconomic determinants of long-term stock market comovements among major EMS countries

    Yin-Wong Cheung;Kon S. Lai

  • A Reappraisal of the Border Effect on Relative Price Volatility

    Yin-Wong Cheung;Kon S. Lai

  • Cointegration between exchange rates and relative prices: another view

    Giorgio Canarellsal;Stephen K. Pollard;Kon S. Lai

  • Long‐term persistence in the real interest rate: some evidence of a fractional unit root

    Kon S. Lai

  • Macroeconomic Determinants of Long-Term Stock Market Comovements Among Major EMS Countries

    Kon S. Lai

Frequent Co-Authors

Yin-Wong Cheung
Yin-Wong Cheung City University of Hong Kong
Hung-Gay Fung
Hung-Gay Fung University of Missouri–St. Louis

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