Laurence Fung - Central Bank Research Hub

Papers by year: All | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002

	Title	Other author(s)
Abstract Full text	Measuring the Interdependence of Banks in Hong Kong Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_19, 28.12.2009)	Lillie Lam Tom Fong Ip-wing Yu
Abstract Full text	Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008 Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_17, 03.11.2009)	Ip-wing Yu
Abstract Full text	A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 – 2008 Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_09, 29.05.2009) JEL: E50, E58, G15	Ip-wing Yu
Abstract Full text	Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_01, 23.01.2009) JEL: C52, G17, G32	Lillie Lam Ip-wing Yu
Abstract Full text	Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_18, 13.01.2009) JEL: G01, G12, G15	Lillian Cheung Chi-sang Tam
Abstract Full text	Changes in Investors' Risk Appetite – An Assessment of Financial Integration and Interdependence Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_12, 21.08.2008)	Chi-sang Tam Ip-wing Yu
Abstract Full text	Comparing Forecast Performance of Exchange Rate Models Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_08, 02.07.2008) JEL: C11, C52, C53	Lillie Lam Ip-wing Yu
Abstract Full text	Predicting Stock Market Returns by Combining Forecasts Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_01, 07.04.2008) JEL: C13, G11, G12	Ip-wing Yu
Abstract Full text	Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_19, 24.12.2007) JEL: C11, C15, C22, F31	Ip-wing Yu
Abstract Full text	Assessing Bond Market Integration in Asia Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_10, 09.07.2007) JEL: C13, C22, F36, G15	Chi-sang Tam Ip-wing Yu
Abstract Full text	Assessing Financial Market Integration In Asia - Equity Markets Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_04, 22.06.2007) JEL: C13, C22, F36, G15	Chi-sang Tam Ip-wing Yu
Abstract Full text	Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_08, 22.06.2007) JEL: F13, G13	Vincent Yeung Cho-hoi Hui Chi-Fai Lo
Full text	Assessing the Risk of Multiple Defaults in the Banking System Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-06, 01.07.2006)	Chi-sang Tam Ip-wing Yu
Full text	A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-24, 09.12.2005)	Ip-wing Yu
Full text	Interest Rate Risk in the Pricing Of Banks' Mortgage Lending Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-05, 17.11.2005)	Tom Fong Jim Wong Cho-hoi Hui
Full text	Hong Kong Mortgage Rate Setting – An Alternative Reference Rate? Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-09, 17.11.2005)	Jim Wong Cho-hoi Hui
Full text	Exchange Rate Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-18, 17.11.2005)	Ip-wing Yu Hongyi Chen
Full text	Hang Seng Index Futures Open Interest and its Relationship with the Cash Market Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-02, 11.03.2005)	Hongyi Chen Jim Wong
Full text	Residential Mortgage Default Risk in Hong Kong Hong Kong Monetary Authority Working Papers [View] (Paper: RM2004-07, 29.12.2004)	Tom Fong Jim Wong Angela Sze
Full text	Return And Volatility Spillovers In Hong Kong Financial Markets Hong Kong Monetary Authority Working Papers [View] (Paper: RM2004-01, 01.04.2004)	Ip-wing Yu
Full text	An Analysis Of The Financial Health Of Hong Kong Corporations Hong Kong Monetary Authority Working Papers [View] (Paper: RM2003-17, 01.01.2004)	Eve Law Ip-wing Yu Fanny Ho
Full text	Volatility Linkages between Financial Markets in Hong Kong Hong Kong Monetary Authority Working Papers [View] (Paper: RM2003-19, 01.01.2004)	Ip-wing Yu
Full text	Understanding Volatility In Hong Kong's Financial Markets Hong Kong Monetary Authority Working Papers [View] (Paper: RM2003-15, 01.12.2003)	Ip-wing Yu
Full text	Liquidity Of The Hong Kong Stock Market Hong Kong Monetary Authority Working Papers [View] (Paper: RM2002-14, 01.12.2002)	Jim Wong Fanny Ho
Full text	Estimation of Zero-Coupon Yield Curves Based on Exchange Fund Bills and Notes in Hong Kong Hong Kong Monetary Authority Working Papers [View] (Paper: RM2002-09, 01.07.2002)	Ip-wing Yu

Papers by year: All | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002