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Hong Kong SAR - Central Bank Research Hub

	Title	Author(s)
Abstract Full text	Is the Hong Kong Dollar Real Exchange Rate Misaligned? Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_21, 24.12.2007) JEL: F32, F41	Frank Leung Philip Ng
Abstract Full text	Hong Kong's Consumption Function Revisited Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_16, 12.12.2007) JEL: E21, E32	Li-gang Liu Andrew Tsang Laurent L. Pauwels
Abstract Full text	How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates? Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_17, 11.12.2007) JEL: E4, F36	Frank Leung Philip Ng Dong He
Abstract Full text	A New Keynesian Model for Analysing Monetary Policy in Mainland China Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_18, 11.12.2007) JEL: E42, E52	Li-gang Liu Wenlang Zhang
Abstract Full text	Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_15, 23.11.2007) JEL: E42, F33, F36	Hans Genberg Dong He
Abstract Full text	Hong Kong as An International Financial Centre: Measuring its Position and Determinants Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_14, 09.10.2007) JEL: F21, G15, G28	Vincent Yeung Lillian Cheung
Abstract Full text	Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone? Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_13, 05.10.2007) JEL: F31, G13	Tom Fong Cho-Hoi Hui
Abstract Full text	Ratings Versus Market-Based Measures of Default Risk of East Asian Banks Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_12, 25.09.2007) JEL: G13, G14, G21, G32	Cho-Hoi Hui Eric T.C. Wong Chi-Fai Lo
Abstract Full text	Share Price Disparity in Chinese Stock Markets Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_11, 18.09.2007) JEL: C23, F36, G10, G12	Tom Fong Ivy Yong Alfred Wong
Full text	Recent Reforms and Progress in Rural Development in Mainland China Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200705, 11.09.2007)	Raymond Yip Nathan Chow Jun-yu Chan
Full text	Why A-share market volatility is high? Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200704, 01.08.2007)	Wensheng Peng Hui Miao
Full text	China's Urban Commercial Banks: Recent Development and Profitability Analysis (Chinese version with English abstract) Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200702, 01.08.2007)	Zhang Xiaoyan
Full text	Impact of the Renminbi Exchange Rate on Asian Currencies Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200703, 01.08.2007)	Nathan Chow Chang Shu Jun-yu Chan
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 Laurence Fung
Abstract Full text	Determinants of the Performance of Banks in Hong Kong Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_06, 25.06.2007) JEL: G14, G21, G28, L11	Tom Fong Eric Wong Jim Wong Ka-fai Choi
Abstract Full text	Modelling Sovereign Bond Yield Curves of the US, Japan and Germany Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_09, 22.06.2007) JEL: C5, E4, G1	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 Laurence Fung Cho-hoi Hui Chi-Fai Lo
Abstract Full text	A Real Activity Index for Mainland China Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_07, 22.06.2007) JEL: C43, C53	Li-gang Liu Wenlang Zhang Jimmy Shek
Abstract Full text	Measuring Market Sentiment in Hong Kong's Stock Market Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_05, 22.06.2007) JEL: G10, G12, G13	Ip-wing Yu Chi-sang Tam
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 Laurence Fung
Full text	Sense and Nonsense on Asia's Export Dependency and The Decoupling Thesis Hong Kong Monetary Authority Working Papers [View] (Paper: RM2007-06, 26.04.2007)	Dong He Jian Chang Lillian Cheung
Full text	Commodity Futures Market in Mainland China: Recent Developments and Issues Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200606, 01.04.2007)	Wensheng Peng Ivy Yong Rina Suo
Full text	Impact of Exchange Rate Movements on the Mainland Economy Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200603, 01.04.2007)	Raymond Yip Chang Shu
Full text	Interest Rate Structure and Monetary Policy Implementation in Mainland China Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200601, 01.04.2007)	Hongyi Chen Wensheng Peng Weiwei Fan
Full text	Estimating a Benchmark Term Structure of Interest Rates for Mainland China Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200604, 01.04.2007)	Hongyi Chen Vincent Yeung
Full text	Renminbi Derivatives: Recent Development and Issues Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200605, 01.04.2007)	Wensheng Peng Raymond Yip Chang Shu
Full text	A VAR Framework for Forecasting Hong Kong's Output and Inflation Hong Kong Monetary Authority Working Papers [View] (Paper: RM2007-05, 21.03.2007)	Hans Genberg Jian Chang
Full text	Testing For Collusion in the Hong Kong Banking Sector Hong Kong Monetary Authority Working Papers [View] (Paper: RM2007-03, 18.03.2007)	Tom Fong Eric Wong Jim Wong Ka-fai Choi
Full text	How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-19, 01.01.2007)	Wenlang Zhang Jimmy Shek Dong He
Full text	Hong Kong's Trade Patterns and Trade Elasticities Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-18, 01.01.2007)	Li-gang Liu Kelvin Fan Jimmy Shek
Full text	Determinants of Foreign Direct Investment in East Asia: Did China Crowd Out FDI from Her Developing East Asian Neighbours Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-17, 01.01.2007)	Unias Li Li-gang Liu Kevin Chow
Full text	Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-16, 01.11.2006)	Tom Fong Eric Wong Jim Wong Ka-fai Choi
Full text	A Framework for Stress Testing Bank's Credit Risk Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-15, 01.11.2006)	Tom Fong Jim Wong Ka-fai Choi
Full text	Structural Determinants of Hong Kong's Current Account Surplus Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-14, 01.11.2006)	Frank Leung
Full text	The Cost Efficiency of Commercial Banks in Hong Kong Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-12, 01.11.2006)	Tom Fong Eric Wong Jim Wong Ka-fai Choi
Full text	Outward Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture? Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-13, 01.10.2006)	Unias Li Kevin Chow Jian Chang Lillian Cheung
Full text	Hong Kong's Economic Integration and Business Cycle Synchronisation with Mainland China and the US Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-11, 01.10.2006)	Li-gang Liu Hans Genberg Xiangrong Jin
Full text	Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-à-vis Mainland China Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-07, 01.10.2006)	Joanna Shi Andrew Tsang
Full text	An Approach to Measuring Provisions for Collateralised Lending Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-08, 01.08.2006)	Tom Fong Cho-hoi Hui
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 Laurence Fung
Full text	Currency Barrier Option Pricing with Mean Reversion Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-05, 01.07.2006)	Cho-hoi Hui
Full text	Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-03, 01.07.2006)	Li-gang Liu Andrew Tsang Jian Chang
Full text	Estimating Demand for Narrow Money and Broad Money Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-02, 01.06.2006)	Daryl Ho Jimmy Shek Andrew Tsang
Full text	Measuring Provisions for Collateralised Retail Lending Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-01, 01.05.2006)	Cho-hoi Hui
Full text	The Macroeconomic Impact on Hong Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-15, 24.02.2006)	Raymond Yip Wendy Cheng Chang Shu Dong He
Full text	The Property Market and the Macroeconomy of the Mainland: A Cross Region Study Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-12, 09.12.2005)	Wensheng Peng Dickson Tam Matthew Yiu
Full text	The Composite Interest Rate of Hong Kong – A New Data Series Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-26, 09.12.2005)
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 Laurence Fung
Full text	Adjusting For The Chinese New Year: An Operational Approach Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-22, 17.11.2005)	Andrew Tsang Chang Shu
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 Laurence Fung Hongyi Chen