| Title | Other author(s) | |
|---|---|---|
Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock ProbabilitiesHong Kong Monetary Authority Working Papers [View] (Paper: WP10_04, 28.06.2010) |
||
Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_13, 07.08.2009) |
||
Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_11, 07.07.2009) |
||
Market Expectation of Appreciation of the RenminbiHong Kong Monetary Authority Working Papers [View] (Paper: WP08_03, 16.04.2008) |
