D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 58 Citations 18,811 178 World Ranking 448 National Ranking 10

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Inflation
  • Macroeconomics

His primary scientific interests are in Econometrics, Purchasing power parity, Exchange rate, Financial economics and Renminbi. The various areas that Yin-Wong Cheung examines in his Econometrics study include Statistics and Random walk. His work in the fields of Purchasing power parity, such as Relative purchasing power parity, overlaps with other areas such as Parity.

Exchange rate is a primary field of his research addressed under Monetary economics. The study incorporates disciplines such as Foreign exchange market and Stock market index, Market maker, Stock market, Cost price in addition to Financial economics. As part of the same scientific family, he usually focuses on Renminbi, concentrating on Relative price and intersecting with Sample, Control variable, Real income, Sampling and Inference.

His most cited work include:

  • FINITE-SAMPLE SIZES OF JOHANSEN'S LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1038 citations)
  • Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive? (539 citations)
  • A Fractional Cointegration Analysis of Purchasing Power Parity (459 citations)

What are the main themes of his work throughout his whole career to date?

Yin-Wong Cheung mainly focuses on Exchange rate, Econometrics, Monetary economics, Renminbi and Currency. His Exchange rate research includes elements of Volatility, Financial economics and Interest rate. His Econometrics research is multidisciplinary, incorporating perspectives in Control variable, Statistics, Random walk and Sample.

His work on Exchange-rate regime as part of general Monetary economics research is frequently linked to Explanatory power, bridging the gap between disciplines. His study looks at the relationship between Renminbi and topics such as Real income, which overlap with Inference. Yin-Wong Cheung interconnects Data revision, Value, East Asia and Liberian dollar in the investigation of issues within Currency.

He most often published in these fields:

  • Exchange rate (56.82%)
  • Econometrics (50.23%)
  • Monetary economics (47.50%)

What were the highlights of his more recent work (between 2015-2021)?

  • Monetary economics (47.50%)
  • Renminbi (34.55%)
  • Exchange rate (56.82%)

In recent papers he was focusing on the following fields of study:

Yin-Wong Cheung spends much of his time researching Monetary economics, Renminbi, Exchange rate, Econometrics and Currency. His study in the field of International currency, Interest rate and Local currency is also linked to topics like Strategic partnership. Yin-Wong Cheung has researched Renminbi in several fields, including Internationalization, Currency basket, U.S. Dollar Index and International economics.

His Exchange rate study combines topics in areas such as Quantitative easing and Financial crisis. As a part of the same scientific family, Yin-Wong Cheung mostly works in the field of Econometrics, focusing on Random walk and, on occasion, Taylor rule, Yield curve, Purchasing power parity, Mean squared error and Interest rate parity. His Currency research is multidisciplinary, relying on both Penn effect, Capital flight, Driving factors and Collateral.

Between 2015 and 2021, his most popular works were:

  • Exchange Rate Prediction Redux: New Models, New Data, New Currencies (42 citations)
  • China–US trade flow behavior: the implications of alternative exchange rate measures and trade classifications (26 citations)
  • China’s Capital Flight: Pre- and Post-Crisis Experiences (22 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Inflation
  • Finance

His main research concerns Monetary economics, Renminbi, Exchange rate, Currency and Econometrics. His biological study spans a wide range of topics, including Emerging markets, Capital flows and Swap. His studies in Renminbi integrate themes in fields like Currency basket, U.S. Dollar Index, International trade and International economics.

Yin-Wong Cheung combines subjects such as Financial crisis, Quantitative easing, Price elasticity of demand, Balance of trade and Equilibrium level with his study of Exchange rate. His Econometrics study incorporates themes from Sampling, Random walk and Model selection. As part of one scientific family, he deals mainly with the area of Random walk, narrowing it down to issues related to the Purchasing power parity, and often Interest rate parity.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

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

Yin‐Wong Cheung;Kon S. Lai.
Oxford Bulletin of Economics and Statistics (2009)

1642 Citations

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

Yin-Wong Cheung;Menzie David Chinn;Antonio Garcia Pascual.
Journal of International Money and Finance (2005)

1117 Citations

A Fractional Cointegration Analysis of Purchasing Power Parity

Yin-Wong Cheung;Kon S. Lai.
Journal of Business & Economic Statistics (1993)

731 Citations

A causality-in-variance test and its application to financial market prices

Yin-Wong Cheung;Lilian K. Ng.
Journal of Econometrics (1996)

687 Citations

Currency traders and exchange rate dynamics: a survey of the US market

Yin-Wong Cheung;Menzie David Chinn.
Journal of International Money and Finance (2001)

667 Citations

EMPIRICS OF CHINA'S OUTWARD DIRECT INVESTMENT

Yin-Wong Cheung;Xingwang Qian.
Pacific Economic Review (2009)

564 Citations

Long Memory in Foreign-Exchange Rates

Yin-Wong Cheung.
Journal of Business & Economic Statistics (1993)

522 Citations

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

Yin-Wong Cheung;Kon S. Lai.
Journal of Business & Economic Statistics (1995)

503 Citations

Long-run purchasing power parity during the recent float

Yin-Wong Cheung;Kon S. Lai.
Journal of International Economics (1993)

450 Citations

Individual Learning in Normal Form Games: Some Laboratory Results☆☆☆

Yin-Wong Cheung;Daniel Friedman.
Games and Economic Behavior (1997)

448 Citations

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