A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach (JEL F31, G13) | by Cho-Hoi Hui and Chi-Fai Lo | WP08_09
(Jun 2008) | Abstract
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Comparing Forecast Performance of Exchange Rate Models (JEL C11, C52, C53) | by Lillie Lam, Laurence Fung and Ip-wing Yu | WP08_08
(Jun 2008) | Abstract
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The Foreign Exchange Exposure of Chinese Banks (JEL E58, F31, G21, G28) | by Eric Wong, Jim Wong and Phyllis Leung | WP08_07
(Jun 2008) | Abstract
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What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model (JEL C25, C32, E52, E58) | by Dong He and Laurent L. Pauwels | WP08_06
(Jun 2008) | Abstract
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Do External Political Pressures Affect the Renminbi Exchange Rate? (JEL F31, G10) | by Li-gang Liu, Laurent Pauwels, and Jun-yu Chan | WP08_05
(May 2008) | Abstract
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Service Exports: The Next Engine of Growth For Hong Kong? (JEL F1, F2) | by Frank Leung, Kevin Chow, Jessica Szeto and Dickson Tam | WP08_04
(Apr 2008) | Abstract
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Market Expectation of Appreciation of the Renminbi (JEL F31, G13) | by Cho-Hoi Hui, Chi-Fai Lo and Tsz-Kin Chung | WP08_03
(Apr 2008) | Abstract
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Predicting Stock Market Returns by Combining Forecasts (JEL C13, G11, G12) | by Laurence Fung and Ip-wing Yu | WP08_01
(Mar 2008) | Abstract
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Exchange Rate Pass-Through to Domestic Inflation in Hong Kong (JEL F3, F4) | by Li-gang Liu and Andrew Tsang | WP08_02
(Mar 2008) | Abstract
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2007 |
A Leading Indicator Model of Banking Distress - Developing an Early Warning System for Hong Kong and Other EMEAP Economies (JEL E44, E47, G21) | by Jim Wong, Eric Wong, and Phyllis Leung | WP07_22
(Dec 2007) | Abstract
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Is the Hong Kong Dollar Real Exchange Rate Misaligned? (JEL F32, F41) | by Frank Leung and Philip Ng | WP07_21
(Dec 2007) | Abstract
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How Large is the Wealth Effect on Hong Kong's Consumption? Evidence from a Habit Formation Model of Consumption (JEL E21, E32) | by Li-gang Liu, Laurent L. Pauwels and Andrew Tsang | WP07_20
(Dec 2007) | Abstract
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Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar (JEL C11, C15, C22, F31) | by Laurence Fung and Ip-wing Yu | WP07_19
(Dec 2007) | Abstract
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Hong Kong's Consumption Function Revisited (JEL E21, E32) | by Li-gang Liu, Laurent Pauwels and Andrew Tsang | WP07_16
(Nov 2007) | Abstract
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How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates? (JEL E4, F36) | by Dong He, Frank Leung and Philip Ng | WP07_17
(Nov 2007) | Abstract
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A New Keynesian Model for Analysing Monetary Policy in Mainland China (JEL E42, E52) | by Li-gang Liu and Wenlang Zhang | WP07_18
(Nov 2007) | Abstract
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Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific (JEL E42, F33, F36) | by Hans Genberg and Dong He | WP07_15
(Nov 2007) | Abstract
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Hong Kong as An International Financial Centre: Measuring its Position and Determinants (JEL F21, G15, G28) | by Lillian Cheung and Vincent Yeung | WP07_14
(Sep 2007) | Abstract
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Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone? (JEL F31, G13) | by Cho-Hoi Hui and Tom Fong | WP07_13
(Sep 2007) | Abstract
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Ratings Versus Market-Based Measures of Default Risk of East Asian Banks (JEL G13, G14, G21, G32) | by Eric T.C. Wong, Cho-Hoi Hui and Chi-fai Lo | WP07_12
(Aug 2007) | Abstract
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Share Price Disparity in Chinese Stock Markets (JEL C23, F36, G10, G12) | by Tom Fong, Alfred Wong and Ivy Yong | WP07_11
(Jul 2007) | Abstract
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Assessing Bond Market Integration in Asia (JEL C13, C22, F36, G15) | by Ip-wing Yu, Laurence Fung and Chi-sang Tam | WP07_10
(Jun 2007) | Abstract
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Modelling Sovereign Bond Yield Curves of the US, Japan and Germany (JEL C5, E4, G1) | by Chi-sang Tam and Ip-wing Yu | WP07_09
(May 2007) | Abstract
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Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar (JEL F13, G13) | by Cho-hoi Hui, Vincent Yeung, Laurence Fung and Chi-Fai, Lo | WP07_08
(May 2007) | Abstract
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A Real Activity Index for Mainland China (JEL C43, C53) | by Li-gang Liu, Wenlang Zhang, and Jimmy Shek | WP07_07
(May 2007) | Abstract
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Sense and Nonsense on Asia's Export Dependency and The Decoupling Thesis | by Dong He, Lillian Cheung and Jian Chang | RM2007-06
(26 Apr 2007) |
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Determinants of the Performance of Banks in Hong Kong (JEL G14, G21, G28, L11) | by Jim Wong, Tom Fong, Eric Wong, and Ka-fai Choi | WP07_06
(Apr 2007) | Abstract
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Measuring Market Sentiment in Hong Kong's Stock Market (JEL G10, G12, G13) | by Ip-Wing Yu and Chi-Sang Tam | WP07_05
(Apr 2007) | Abstract
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Assessing Financial Market Integration In Asia - Equity Markets (JEL C13, C22, F36, G15) | by Ip-wing Yu, Laurence Fung and Chi-sang Tam | WP07_04
(Apr 2007) | Abstract
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A VAR Framework for Forecasting Hong Kong's Output and Inflation | by Hans Genberg and Jian Chang | RM2007-05
(21 Mar 2007) |
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Testing For Collusion in the Hong Kong Banking Sector | by Jim Wong, Eric Wong, Tom Fong and Ka-fai Choi | RM2007-03
(05 Mar 2007) |
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2006 |
How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data | by Dong He, Wenlang Zhang and Jimmy Shek | RM2006-19
(08 Dec 2006) |
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Hong Kong's Trade Patterns and Trade Elasticities | by Li-gang Liu, Kelvin Fan and Jimmy Shek | RM2006-18
(07 Dec 2006) |
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Determinants of Foreign Direct Investment in East Asia: Did China Crowd Out FDI from Her Developing East Asian Neighbours | by Li-gang Liu, Kevin Chow and Unias Li | RM2006-17
(07 Dec 2006) |
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Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment | by Jim Wong, Eric Wong, Tom Fong and Ka-fai Choi | RM2006-16
(27 Oct 2006) |
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A Framework for Stress Testing Bank's Credit Risk | by Jim Wong, Ka-fai Choi, and Tom Fong | RM2006-15
(19 Oct 2006) |
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Structural Determinants of Hong Kong's Current Account Surplus | by Frank Leung | RM2006-14
(11 Oct 2006) |
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The Cost Efficiency of Commercial Banks in Hong Kong | by Jim Wong, Tom Fong, Eric Wong and Ka-fai Choi | RM2006-12
(05 Oct 2006) |
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Outward Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture? | by Lillian Cheung, Kevin Chow, Jian Chang and Unias Li | RM2006-13
(29 Sep 2006) |
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Hong Kong's Economic Integration and Business Cycle Synchronisation with Mainland China and the US | by Hans Genberg, Li-gang Liu and Xiangrong Jin | RM2006-11
(21 Sep 2006) |
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Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-à-vis Mainland China | by Joanna Shi and Andrew Tsang | RM2006-07
(07 Sep 2006) |
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An Approach to Measuring Provisions for Collateralised Lending | by Cho-hoi Hui and Tom Fong | RM2006-08
(04 Jul 2006) |
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Assessing the Risk of Multiple Defaults in the Banking System | by Ip-wing Yu, Laurence Fung and Chi-sang Tam | RM2006-06
(30 Jun 2006) |
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Currency Barrier Option Pricing with Mean Reversion | by Cho-hoi Hui | RM2006-05
(16 Jun 2006) |
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Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach | by Li-gang Liu, Jian Chang and Andrew Tsang | RM2006-03
(06 Jun 2006) |
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Estimating Demand for Narrow Money and Broad Money | by Daryl Ho, Jimmy Shek, Andrew Tsang | RM2006-02
(23 May 2006) |
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Measuring Provisions for Collateralised Retail Lending | by Cho-hoi Hui | RM2006-01
(10 Apr 2006) |
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The Macroeconomic Impact on Hong | by Dong He, Chang Shu, Raymond Yip and Wendy Cheng | RM2005-15
(Feb 2006) |
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2005 |
The Composite Interest Rate of Hong Kong - A New Data Series | by Market Research Division | RM2005-26
(Dec 2005) |
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A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector | by Ip-wing Yu and Laurence Fung | RM2005-24
(Dec 2005) |
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Adjusting For The Chinese New Year: An Operational Approach | by Chang Shu and Andrew Tsang | RM2005-22
(Nov 2005) |
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Exchange Rate Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach | by Ip-wing Yu, Laurence Fung and Chen Hongyi | RM2005-18
(Nov 2005) |
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Determinants of the Capital Level of Banks in Hong Kong | by Jim Wong, Ka-fai Choi and Tom Fong | RM2005-13
(Sep 2005) |
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The Property Market and the Macroeconomy of the Mainland: A Cross Region Study | by Wensheng Peng, Matthew Yiu and Dickson Tam | RM2005-12
(Aug 2005) |
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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? | by Hongyi Chen | RM2005-11
(Aug 2005) |
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Hong Kong Mortgage Rate Setting - An Alternative Reference Rate? | by Jim Wong, Cho-hoi Hui and Laurence Fung | RM2005-09
(Aug 2005) |
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The Relationship between Commodity and Consumer Prices in Mainland China and Hong Kong | by Joanne Cutler, Carrie Chan and Unias Li | RM2005-08
(May 2005) |
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Monetary Management in Mainland China in the Face of Large Capital Inflows | by Dong He, Carmen Chu, Chang Shu and Amy Wong | RM2005-07
(Apr 2005) |
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Money and Inflation in China | by Stefan Gerlach and Janet Kong | RM2005-04
(Mar 2005) |
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Interest Rate Risk in the Pricing Of Banks' Mortgage Lending | by Jim Wong, Laurence Fung, Tom Fong and Cho-hoi Hui | RM2005-05
(Mar 2005) |
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Benchmarking Model Of Default Probabilities Of Listed Companies | by Cho-hoi Hui | RM2005-06
(Mar 2005) |
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Are Corporates' Target Leverage Ratios Time-Dependent? | by Cho-hoi Hui | RM2005-03
(Feb 2005) |
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Hang Seng Index Futures Open Interest and its Relationship with the Cash Market | by Hongyi Chen, Laurence Fung and Jim Wong | RM2005-02
(Feb 2005) |
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A Monetary Conditions Index for Mainland China | by Wensheng Peng and Frank Leung | RM2005-01
(Jan 2005) |
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2004 |
Residential Mortgage Default Risk in Hong Kong | by Jim Wong, Laurence Fung, Tom Fong and Angela Sze | RM2004-07
(Nov 2004) |
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Key Price Indicators And Inflation In Hong Kong | by Wensheng Peng and Kelvin Fan | RM2004-06
(Nov 2004) |
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Intra-Regional Trade and the Role of Mainland China | by Joanne Cutler, Kevin Chow, Carrie Chan and Unias Li | RM2004-05
(Sep 2004) |
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Demand for cash around Chinese New Year | by Joanna Shi | RM2004-04c
(Jun 2004) |
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Alternative Measures of Core Inflation on the Mainland | by Chang Shu and Andrew Tsang | RM2004-04b
(May 2004) |
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Macroeconomic Conditions and Banking Performance in Hong Kong: A Panel Data Study | by Stefan Gerlach, Wensheng Peng and Chang Shu | RM2004-04d
(Apr 2004) |
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Banking Sector Competition in Hong Kong - Measurement and Evolution Over Time | by Guorong Jiang, Jim Wong, Nancy Tang and Angela Sze | RM2004-04
(Apr 2004) |
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Return And Volatility Spillovers In Hong Kong Financial Markets | by Laurence Fung and Ip-wing Yu | RM2004-01
(Mar 2004) |
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A Simple Measure of Underlying Inflation: | by Stefan Gerlach and Matthew Yiu | RM2004-02
(Feb 2004) |
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2003 |
Volatility Linkages between Financial Markets in Hong Kong | by Laurence Fung and Ip-wing Yu | RM2003-19
(Dec 2003) |
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Credit Risk Transfers using Derivatives | by Ada Lee and Eve Law | RM2003-18c
(Dec 2003) |
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An Analysis Of The Financial Health Of Hong Kong Corporations | by Ip-wing Yu, Fanny Ho, Eve Law and Laurence Fung | RM2003-17
(Dec 2003) |
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Understanding Volatility In Hong Kong's Financial Markets | by Ip-wing Yu and Laurence Fung | RM2003-15
(Nov 2003) |
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Determinants of Bank Profitability in Hong Kong | by Guorong Jiang, Nancy Tang, Eve Law and Angela Sze | RM2003-14c
(Sep 2003) |
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Factors Influencing the Share of Hong Kong Dollar Deposits in Total Deposits | by Kitty Lai and Joanna Shi | RM2003-12b
(Sep 2003) |
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The Yen Exchange Rate and Net Foreign Assets | by Wensheng Peng, Chang Shu and Kevin Chow | RM2003-02
(May 2003) |
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The Impact of Interest Rate Shocks | by Wensheng Peng, Kitty Lai, Frank Leung and Chang Shu | RM2003-07
(May 2003) |
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Testing for Bubbles in the Hong Kong Stock Market | by Ip-wing Yu and Angela Sze | RM2003-06
(Apr 2003) |
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An Analysis of Balance of Payments Developments in 2002 | by Stefan Gerlach, Wensheng Peng and Joanna Y L Shi | RM2003-05
(Apr 2003) |
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2002 |
The Impact of Macroeconomic Environment | by Chang Shu | RM2002-20
(Dec 2002) |
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Liquidity Of The Hong Kong Stock Market | by Jim Wong, Fanny Ho and Laurence Fung | RM2002-14
(Nov 2002) |
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The Charge-Off Ratio Of Credit Card Receivables In Hong Kong | by Kitty Lai and Joanna Y L Shi | RM2002-12
(Sep 2002) |
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The Prospect for the US Dollar and Implications | by Jiming Ha, Kelvin Fan, and Cynthia Leung | RM2002-11
(Jul 2002) |
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Price Convergence |