If you liked Information flows between the Eurodollar spot and futures markets by Yin-Wong Cheung, start with The economic integration of Greater China (2007), Empirical Exchange Rate Models of the Nineties (2004), and Deterministic, stockhastic [sic], and segmented trends in aggregate output (1995). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 The economic integration of Greater China 2007 · 154 pages · Yin-Wong Cheung, Menzie D. Chinn, Eiji Fujii · Same author
  2. 2 Empirical Exchange Rate Models of the Nineties 2004 · 37 pages · Yin-Wong Cheung, Antonio Garcia Pascual, Menzie David Chinn · Same author
  3. 3 Deterministic, stockhastic [sic], and segmented trends in aggregate output 1995 · 45 pages · Yin-Wong Cheung · Same author
  4. 4 Traders, market microstructure, and exchange rate dynamics 1999 · 24 pages · Yin-Wong Cheung · Same author
  5. 5 Foreign exchange markets in Hong Kong, Tokyo and Singapore 1997 · 54 pages · Yin-Wong Cheung · Same author
  6. 6 Integration, cointegration and the forecast consistency of structural exchange rate models 1995 · 56 pages · Yin-Wong Cheung · Same author
  7. 7 Bandwidth selection, prewhitening and the power of the Phillips-Perron test 1997 · 26 pages · Yin-Wong Cheung · Same author
  8. 8 Macroeconomic determinants of long-term stock market comovements among major EMS countries 1997 · 34 pages · Yin-Wong Cheung · Same author
  9. 9 An output perspective on a Northeast Asia currency union 2004 · 49 pages · Yin-Wong Cheung · Same author
  10. 10 International Currency Exposure 2017 · 328 pages · Yin-Wong Cheung, Agustin Benetrix, Philip R. Lane · Same author
  11. 11 China and Asia 2008 · 302 pages · Yin-Wong Cheung · Same author
  12. 12 Common predictable components in regional stock markets 1995 · 44 pages · Yin-Wong Cheung · Same author

Frequently asked questions

What should I read after Information flows between the Eurodollar spot and futures markets?

BookOrb recommends The economic integration of Greater China (2007), Empirical Exchange Rate Models of the Nineties (2004), Deterministic, stockhastic [sic], and segmented trends in aggregate output (1995), Traders, market microstructure, and exchange rate dynamics (1999), and Foreign exchange markets in Hong Kong, Tokyo and Singapore (1997).

Are there books like Information flows between the Eurodollar spot and futures markets?

Yes. The list on this page is ranked from the closest matches BookOrb has for Information flows between the Eurodollar spot and futures markets.

Who wrote Information flows between the Eurodollar spot and futures markets?

Information flows between the Eurodollar spot and futures markets is by Yin-Wong Cheung.