| 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) |
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A Note on Estimating Realignment Probabilities -- A First-Passage-Time ApproachHong Kong Monetary Authority Working Papers [View] (Paper: WP08_09, 02.07.2008) |
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Market Expectation of Appreciation of the RenminbiHong Kong Monetary Authority Working Papers [View] (Paper: WP08_03, 16.04.2008) |
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Ratings Versus Market-Based Measures of Default Risk of East Asian BanksHong Kong Monetary Authority Working Papers [View] (Paper: WP07_12, 25.09.2007) |
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Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong DollarHong Kong Monetary Authority Working Papers [View] (Paper: WP07_08, 22.06.2007) |
