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Tsz-Kin Chung - Central bank research hub

Papers by year: All | 2010 | 2009 | 2008

Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities

by Tsz-Kin Chung , Cho-Hoi Hui and Chi-Fai Lo

Hong Kong Monetary Authority Working Papers (Paper: WP10_04, 28.06.2010)

Abstract

JEL: F31, G13
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
Market Expectation of Appreciation of the Renminbi

by Tsz-Kin Chung , Chi-Fai Lo and Cho-Hoi Hui

Hong Kong Monetary Authority Working Papers (Paper: WP08_03, 16.04.2008)

Abstract

JEL: F31, G13
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