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Cho-Hoi Hui 2009 - Central bank research hub

Papers by year: All | 2017 | 2010 | 2009 | 2008 | 2007

Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009

by Tsz-Kin Chung , Hans Genberg and Cho-Hoi Hui

Hong Kong Monetary Authority Working Papers (Paper: WP09_13, 07.08.2009)

Abstract

JEL: F31, F32, F33
Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009

by Tsz-Kin Chung , Hans Genberg and Cho-Hoi Hui

Hong Kong Monetary Authority Working Papers (Paper: WP09_11, 07.07.2009)

Abstract

JEL: F31, F32, F33
A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks

by Eric Wong and Cho-Hoi Hui

Hong Kong Monetary Authority Working Papers (Paper: WP09_06, 31.03.2009)

Abstract

JEL: C60, G13, G28
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