Printed from https://ideas.repec.org/s/hkg/wpaper.html
Content
2011
- 1101 Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kong's Experience and Cross-Country Evidence
by Eric Wong & Tom Fong & Ka-fai Li & Henry Choi
2010
- 1008 Are House Prices Rising Too Fast in China?
by Ashvin Ahuja & Lillian Cheung & Gaofeng Han & Nathan Porter & Wenlang Zhang - 1007 Analysing External Demand for the Hong Kong-Dollar Currency
by Frank Leung & Philip Ng & Simon Chan - 1006 What Drives China's Food-Price Inflation and How does It Affect the Aggregate Inflation?
by Wenlang Zhang & Daniel Law - 1005 An Analytical Framework for the Hong Kong Dollar Exchange Rate Dynamics under Strong Capital Inflows
by Matthew S. Yiu & Wai-Yip Alex Ho & Yue Ma & Shu-Ki Tsang - 1004 Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities
by Cho-Hoi Hui & Tsz-Kin Chung & Chi-Fai Lo - 1003 Analysing Interconnectivity among Economies
by Alfred Wong & Tom Fong - 1002 Offshore Markets for the Domestic Currency: Monetary and Financial Stability Issues
by Dong He & Robert N. McCauley - 1001 Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil
by Matthew S. Yiu & Wai-Yip Alex Ho & Lu Jin
2009
- 0920 A Structural Investigation into the Price and Wage Dynamics in Hong Kong
by Michael Cheng & Wai-Yip Alex Ho - 0919 Measuring the Interdependence of Banks in Hong Kong
by Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu - 0918 The Road to Recovery: Fiscal Stimulus, Financial Sector Rehabilitation, and Exit from Policy Easing
by Zhiwei Zhang & Wenlang Zhang - 0917 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008
by Laurence Fung & Ip-wing Yu - 0916 A Framework for Monitoring Capital Flows in Hong Kong
by Dong He & Frank Leung & Philip Ng - 0915 Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy
by Lillian Cheung & Chi-Sang Tam & Jessica Szeto - 0914 Financial Services Sector as a Driver of Productivity Growth in Hong Kong
by Frank Leung & Gaofeng Han & Kevin Chow - 0913 Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung - 0912 How Does the US Credit Crisis Affect the Asia-Pacific Economies? --- Analysis based on a General Equilibrium Model
by Zhiwei Zhang & Wenlang Zhang & Gaofeng Han - 0911 Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung - 0910 Hong Kong's Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times
by Dong He & Zhiwei Zhang & Honglin Wang - 0909 A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008
by Laurence Fung & Ip-wing Yu - 0908 Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies
by Matthew S. Yiu & Alex Ho & Lu Jin - 0907 Measures of Trend Inflation in Hong Kong
by Frank Leung & Kevin Chow & Simon Chan - 0906 A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks
by Eric Wong & Cho-Hoi Hui - 0905 How Large Will Be the Effect of China's Fiscal-Stimulus Package on Output and Employment?
by Dong He & Zhiwei Zhang & Wenlang - 0904 Role of Credit in Equity Market Booms and Busts
by Lillian Cheung & Chi-Sang Tam - 0903 Impact of Financial Liberalisation on Stock Market Liquidity: Experience of China
by Jess Lee & Alfred Wong - 0902 The Credibility of the Link from the Perspective of Modern Financial Theory
by Hans Genberg & Cho-hoi Hui - 0901 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes
by Lillie Lam & Laurence Fung & Ip-wing Yu
2008
- 0819 Can Demand from China Shield East Asian Economies from Global Slowdown?
by Zhiwei Zhang - 0818 Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region
by Lillian Cheung & Laurence Fung & Chi-sang Tam - 0817 Structural Reform, Intra-Regional Trade, and Medium-Term Growth Prospects of East Asia and the Pacific --- Perspectives from a new multi-region model
by Papa N'Diaye & Ping Zhang & Wenlang Zhang - 0815 Long-term and Short-term Determinants of Property Prices in Hong Kong
by Frank Leung & Kevin Chow & Gaofeng Han - 0814 How Dependent is the Chinese Economy on Exports and in What Sense has its Growth been Export-led?
by Dong He & Wenlang Zhang - 0813 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
by Tom Pak-wing Fong & Chun-shan Wong - 0812 Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence
by Laurence Fung & Chi-sang Tam & Ip-wing Yu - 0811 Impact of IPO Activities on the Hong Kong Dollar Interbank Market
by Frank Leung & Philip Ng - 0810 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
by Cho-Hoi Hui & Lillie Lam - 0809 A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach
by Cho-Hoi Hui & Chi-Fai Lo - 0808 Comparing Forecast Performance of Exchange Rate Models
by Lillie Lam & Laurence Fung & Ip-wing Yu - 0807 The Foreign Exchange Exposure of Chinese Banks
by Eric Wong & Jim Wong & Phyllis Leung - 0806 What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model
by Dong He & Laurent Pauwels - 0805 Do External Political Pressures Affect the Renminbi Exchange Rate?
by Li-gang Liu & Laurent Pauwels & Jun-yu Chan - 0804 Service Exports: The Next Engine of Growth For Hong Kong?
by Frank Leung & Kevin Chow & Jessica Szeto & Dickson Tam - 0803 Market Expectation of Appreciation of the Renminbi
by Cho-Hoi Hui & Chi-Fai Lo & Tsz-Kin Chung - 0802 Exchange Rate Pass-Through to Domestic Inflation in Hong Kong
by Li-gang Liu & Andrew Tsang - 0801 Predicting Stock Market Returns by Combining Forecasts
by Laurence Fung & Ip-wing Yu
2007
- 0722 A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies
by Jim Wong & Eric Wong & Phyllis Leung - 0721 Is the Hong Kong Dollar Real Exchange Rate Misaligned?
by Frank Leung & Philip Ng - 0720 How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption
by Li-gang Liu & Laurent Pauwels & Andrew Tsang - 0719 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
by Laurence Fung & Ip-wing Yu - 0718 A New Keynesian Model for Analysing Monetary Policy in Mainland China
by Li-gang Liu & Wenlang Zhang - 0717 How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates?
by Dong He & Frank Leung & Philip Ng - 0716 Hong Kong's Consumption Function Revisited
by Li-gang Liu & Laurent Pauwels & Andrew Tsang - 0715 Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific
by Hans Genberg & Dong He - 0714 Hong Kong as An International Financial Centre: Measuring its Position and Determinants
by Lillian Cheung & Vincent Yeung - 0713 Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
by Cho-Hoi Hui & Tom Fong - 0712 Ratings Versus Market-Based Measures of Default Risk of East Asian Banks
by Eric Wong & Cho-Hoi Hui & Chi-fai Lo - 0711 Share Price Disparity in Chinese Stock Markets
by Tom Fong & Alfred Wong & Ivy Yong - 0710 Assessing Bond Market Integration in Asia
by Ip-wing Yu & Laurence Fung & Chi-sang Tam - 0709 Modelling Sovereign Bond Yield Curves of the US, Japan and Germany
by Chi-sang Tam & Ip-wing Yu - 0708 Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar
by Cho-hoi Hui & Vincent Yeung & Laurence Fung & Chi-Fai Lo - 0707 A Real Activity Index for Mainland China
by Li-gang Liu & Wenlang Zhang & Jimmy Shek - 0706 Determinants of the Performance of Banks in Hong Kong
by Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi - 0705 Measuring Market Sentiment in Hong Kong's Stock Market
by Ip-wing Yu & Chi-sang Tam - 0704 Assessing Financial Market Integration In Asia - Equity Markets
by Ip-wing Yu & Laurence Fung & Chi-sang Tam - 0703 Sense and Nonsense on Asia's Export Dependency and The Decoupling Thesis
by Dong He & Lillian Cheung & Jian Chang - 0702 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
by Hans Genberg & Jian Chang - 0701 Testing for Collusion in the Hong Kong Banking Sector
by Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi
2006
- 0619 How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data
by Dong He & Wenlang Zhang & Jimmy Shek - 0618 Hong Kong's Trade Patterns and Trade Elasticities
by Li-gang Liu & Kelvin Fan & Jimmy Shek - 0617 Determinants of Foreign Direct Investment in East Asia: Did China Crowd Out FDI from Her Developing East Asian Neighbours
by Li-gang Liu & Kevin Chow & Unias Li - 0616 Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment
by Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi - 0615 A Framework for Stress Testing Bank's Credit Risk
by Jim Wong & Ka-fai Choi & Tom Fong - 0614 Structural Determinants of Hong Kong's Current Account Surplus
by Frank Leung - 0613 Outward Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture?
by Lillian Cheung & Kevin Chow & Jian Chang & Unias Li - 0612 The Cost Efficiency of Commercial Banks in Hong Kong
by Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi - 0611 Hong Kong's Economic Integration and Business Cycle Synchronisation with Mainland China and the US
by Hans Genberg & Li-gang Liu & Xiangrong Jin - 0608 An Approach to Measuring Provisions for Collateralised Lending
by Cho-hoi Hui & Tom Fong - 0607 Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China
by Joanna Shi & Andrew Tsang - 0606 Assessing the Risk of Multiple Defaults in the Banking System
by Ip-wing Yu & Laurence Fung & Chi-sang Tam - 0605 Currency Barrier Option Pricing with Mean Reversion
by Cho-hoi Hui - 0603 Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach
by Li-gang Liu & Jian Chang & Andrew Tsang - 0602 Estimating Demand for Narrow Money and Broad Money
by Daryl Ho & Jimmy Shek & Andrew Tsang - 0601 Measuring Provisions for Collateralised Retail Lending
by Cho-hoi Hui - 0515 The Macroeconomic Impact on Hong Kong of Hypothetical Mainland Shocks
by Dong He & Chang Shu & Raymond Yip & Wendy Cheng
2005
- 0526 The Composite Interest Rate of Hong Kong ¡V A New Data Series
by Market Research Division - 0524 A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector
by Ip-wing Yu & Laurence Fung - 0522 Adjusting For The Chinese New Year: An Operational Approach
by Chang Shu & Andrew Tsang - 0518 Exchange Rate Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach
by Ip-wing Yu & Laurence Fung & Hongyi Chen - 0513 Determinants of the Capital Level of Banks in Hong Kong
by Jim Wong & Ka-fai Choi & Tom Fong - 0512 The Property Market and the Macroeconomy of the Mainland: A Cross Region Study
by Wensheng Peng & Matthew Yiu & Dickson Tam - 0511 How Useful are the E/P Ratio and the Spreads between the E/P Ratio and Interest Rates in Forecasting Hong Kong Stock Market Conditions?
by Hongyi Chen - 0509 Hong Kong Mortgage Rate Setting ¡V An Alternative Reference Rate?
by Jim Wong & Cho-hoi Hui & Laurence Fung - 0508 The Relationship between Commodity and Consumer Prices in Mainland China and Hong Kong
by Joanne Cutler & Carrie Chan & Unias Li - 0507 Monetary Management in Mainland China in the Face of Large Capital Inflows
by Dong He & Carmen Chu & Chang Shu & Amy Wong - 0506 Benchmarking Model of Default Probabilities of Listed Companies
by Cho-hoi Hui - 0505 Interest Rate Risk in the Pricing Of Banks' Mortgage Lending
by Jim Wong & Laurence Fung & Tom Fong & Cho-hoi Hui - 0504 Money and Inflation in China
by Stefan Gerlach & Janet Kong - 0503 Are Corporates' Target Leverage Ratios Time-Dependent?
by Cho-hoi Hui - 0502 Hang Seng Index Futures Open Interest and its Relationship with the Cash Market
by Hongyi Chen & Laurence Fung & Jim Wong - 0501 A Monetary Conditions Index for Mainland China
by Wensheng Peng & Frank Leung