Central Bank Research Hub - Series: Hong Kong Monetary Authority Working Papers

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	Title	Author(s)
Abstract Full text	A New Keynesian Model for Analysing Monetary Policy in Mainland China 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 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 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? 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 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 Paper: WP07_11, 18.09.2007 JEL: C23, F36, G10, G12	Tom Fong Ivy Yong Alfred Wong
Abstract Full text	Assessing Bond Market Integration in Asia 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 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 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 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 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 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 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 Paper: RM2007-06, 26.04.2007	Dong He Jian Chang Lillian Cheung
Full text	A VAR Framework for Forecasting Hong Kong's Output and Inflation Paper: RM2007-05, 21.03.2007	Hans Genberg Jian Chang
Full text	Testing For Collusion in the Hong Kong Banking Sector 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 Paper: RM2006-19, 01.01.2007	Wenlang Zhang Jimmy Shek Dong He
Full text	Hong Kong's Trade Patterns and Trade Elasticities 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 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 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 Paper: RM2006-15, 01.11.2006	Tom Fong Jim Wong Ka-fai Choi
Full text	Structural Determinants of Hong Kong's Current Account Surplus Paper: RM2006-14, 01.11.2006	Frank Leung
Full text	The Cost Efficiency of Commercial Banks in Hong Kong 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? 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 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 Paper: RM2006-07, 01.10.2006	Joanna Shi Andrew Tsang
Full text	An Approach to Measuring Provisions for Collateralised Lending Paper: RM2006-08, 01.08.2006	Tom Fong Cho-hoi Hui
Full text	Assessing the Risk of Multiple Defaults in the Banking System Paper: RM2006-06, 01.07.2006	Chi-sang Tam Ip-wing Yu Laurence Fung
Full text	Currency Barrier Option Pricing with Mean Reversion 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 Paper: RM2006-03, 01.07.2006	Li-gang Liu Andrew Tsang Jian Chang
Full text	Estimating Demand for Narrow Money and Broad Money Paper: RM2006-02, 01.06.2006	Daryl Ho Jimmy Shek Andrew Tsang
Full text	Measuring Provisions for Collateralised Retail Lending Paper: RM2006-01, 01.05.2006	Cho-hoi Hui
Full text	The Macroeconomic Impact on Hong 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 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 Paper: RM2005-26, 09.12.2005
Full text	A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector Paper: RM2005-24, 09.12.2005	Ip-wing Yu Laurence Fung
Full text	Adjusting For The Chinese New Year: An Operational Approach Paper: RM2005-22, 17.11.2005	Andrew Tsang Chang Shu
Full text	Exchange Rate Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach Paper: RM2005-18, 17.11.2005	Ip-wing Yu Laurence Fung Hongyi Chen
Full text	Determinants of the Capital Level of Banks in Hong Kong Paper: RM2005-13, 17.11.2005	Tom Fong Jim Wong Ka-fai Choi
Full text	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? Paper: RM2005-11, 17.11.2005	Hongyi Chen
Full text	Hong Kong Mortgage Rate Setting – An Alternative Reference Rate? Paper: RM2005-09, 17.11.2005	Jim Wong Laurence Fung Cho-hoi Hui
Full text	The Relationship between Commodity and Consumer Prices in Mainland China and Hong Kong Paper: RM2005-08, 17.11.2005	Carrie Chan Unias Li Joanne Cutler
Full text	Monetary Management in Mainland China in the Face of Large Capital Inflows Paper: RM2005-07, 17.11.2005	Amy Wong Carmen Chu Chang Shu Dong He
Full text	Money and Inflation in China Paper: RM2005-04, 17.11.2005	Janet Kong Stefan Gerlach
Full text	Interest Rate Risk in the Pricing Of Banks' Mortgage Lending Paper: RM2005-05, 17.11.2005	Tom Fong Jim Wong Laurence Fung Cho-hoi Hui
Full text	A Monetary Conditions Index for Mainland China Paper: RM2005-01, 17.11.2005	Frank Leung Wensheng Peng
Full text	Benchmarking Model Of Default Probabilities Of Listed Companies Paper: RM2005-06, 31.03.2005	Cho-hoi Hui
Full text	Are Corporates' Target Leverage Ratios Time-Dependent? Paper: RM2005-03, 11.03.2005	Cho-hoi Hui
Full text	Hang Seng Index Futures Open Interest and its Relationship with the Cash Market Paper: RM2005-02, 11.03.2005	Hongyi Chen Jim Wong Laurence Fung
Full text	Residential Mortgage Default Risk in Hong Kong Paper: RM2004-07, 29.12.2004	Tom Fong Jim Wong Angela Sze Laurence Fung

Papers by year: All | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001