If you liked A search for long memory in international stock market returns by Yin-Wong Cheung, start with Integration, cointegration and the forecast consistency of structural exchange rate models (1995), Bandwidth selection, prewhitening and the power of the Phillips-Perron test (1997), and Macroeconomic determinants of long-term stock market comovements among major EMS countries (1997). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 Integration, cointegration and the forecast consistency of structural exchange rate models 1995 · 56 pages · Yin-Wong Cheung · Same author
  2. 2 Bandwidth selection, prewhitening and the power of the Phillips-Perron test 1997 · 26 pages · Yin-Wong Cheung · Same author
  3. 3 Macroeconomic determinants of long-term stock market comovements among major EMS countries 1997 · 34 pages · Yin-Wong Cheung · Same author
  4. 4 An output perspective on a Northeast Asia currency union 2004 · 49 pages · Yin-Wong Cheung · Same author
  5. 5 Pitfalls in measuring exchange rate misalignment 2008 · Yin-Wong Cheung · Same author
  6. 6 Asia and China in the global economy 2011 · 414 pages · Yin-Wong Cheung, Guonan Ma · Same author
  7. 7 International Currency Exposure 2017 · 328 pages · Yin-Wong Cheung, Agustin Benetrix, Philip R. Lane · Same author
  8. 8 China and Asia 2008 · 302 pages · Yin-Wong Cheung · Same author
  9. 9 Common predictable components in regional stock markets 1995 · 44 pages · Yin-Wong Cheung · Same author
  10. 10 How do UK-based foreign exchange dealers think their market operates? 2000 · 31 pages · Yin-Wong Cheung · Same author
  11. 11 Are macroeconomic forecasts informative? 1999 · 25 pages · Yin-Wong Cheung · Same author
  12. 12 Market structure and the persistence of sectoral real exchange rates 1999 · 44 pages · Yin-Wong Cheung · Same author

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What should I read after A search for long memory in international stock market returns?

BookOrb recommends Integration, cointegration and the forecast consistency of structural exchange rate models (1995), Bandwidth selection, prewhitening and the power of the Phillips-Perron test (1997), Macroeconomic determinants of long-term stock market comovements among major EMS countries (1997), An output perspective on a Northeast Asia currency union (2004), and Pitfalls in measuring exchange rate misalignment (2008).

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Who wrote A search for long memory in international stock market returns?

A search for long memory in international stock market returns is by Yin-Wong Cheung.