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Kon S. Lai

31 works· latest 2012· 3 institutionscluster: provisional

h-index28

i1031

Citations5,042

Works here31

Most cited in this library

FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1993 · 1,206 citations
Lag Order and Critical Values of the Augmented Dickey-Fuller Test1995 · 687 citations
A Fractional Cointegration Analysis of Purchasing Power Parity1993 · 505 citations
Long-run purchasing power parity during the recent float1993 · 316 citations
On the purchasing power parity puzzle2000 · 237 citations

Works

31 shown

TRADE OPENNESS, MARKET COMPETITION, AND INFLATION: SOME SECTORAL EVIDENCE FROM OECD COUNTRIES

International Journal of Finance & Economics·2012·3 authors

31citations

The puzzling unit root in the real interest rate and its inconsistency with intertemporal consumption behavior

Journal of International Money and Finance·2007·1 author

42citations

A Reappraisal of the Border Effect on Relative Price Volatility

SSRN Electronic Journal·2006·2 authors·preprint·Open access

43citations

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

Economics Letters·2005·3 authors

182citations

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

Journal of International Economics·2003·2 authors

91citations

On structural shifts and stationarity of the ex ante real interest rate

International Review of Economics & Finance·2003·

Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments

RePEc: Research Papers in Economics·2003·2 authors·preprint

17citations

Dissecting the PPP Puzzle: The Unconventional Roles of Nominal Exchange Rate and Price Adjustments

SSRN Electronic Journal·2003·2 authors·preprint·Open access

30citations

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

Journal of International Money and Finance·2001·2 authors

72citations

On the purchasing power parity puzzle

Journal of International Economics·2000·2 authors

237citations

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

Journal of International Economics·2000·2 authors·Open access

156citations

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

Journal of International Money and Finance·1998·2 authors

114citations

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

International Journal of Finance & Economics·1997·1 author

46citations

A search for long memory in international stock market returns

Journal of International Money and Finance·1995·2 authors

236citations

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

Oxford Bulletin of Economics and Statistics·1995·2 authors

131citations

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

Journal of Business and Economic Statistics·1995·2 authors

687citations

Purchasing power parity under the European Monetary System

Journal of International Money and Finance·1995·4 authors

41citations

Mean reversion in real exchange rates

Economics Letters·1994·2 authors

98citations

Government spending and economic growth: the G-7 experience

Applied Economics·1994·2 authors

119citations

Fractal structure in currency futures price dynamics

Journal of Futures Markets·1994·3 authors

122citations

FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION

Oxford Bulletin of Economics and Statistics·1993·2 authors

1,206citations

Do Gold Market Returns Have Long Memory?

Financial Review·1993·2 authors

109citations

Long-run purchasing power parity during the recent float

Journal of International Economics·1993·2 authors

316citations

A Fractional Cointegration Analysis of Purchasing Power Parity

Journal of Business and Economic Statistics·1993·2 authors

505citations

Dynamic Linkages Between the New York and Tokyo Stock Markets:A Vector Error Correction Analysis

Journal of International Financial Markets Institutions and Money·1993·4 authors

29citations

A cointegration test for market efficiency

Journal of Futures Markets·1991·2 authors

149citations

Aggregation and Testing of the Production Smoothing Hypothesis

International Economic Review·1991·1 author

18citations

Cointegration between exchange rates and relative prices: another view

European Economic Review·1990·3 authors

71citations