Laurence Fung - Central Bank Research Hub

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

Title Other author(s)

Measuring the Interdependence of Banks in Hong Kong

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_19, 28.12.2009)

Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_17, 03.11.2009)

A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 ¿ 2008

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_09, 29.05.2009)

JEL: E50, E58, G15

Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_01, 23.01.2009)

JEL: C52, G17, G32

Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region

Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_18, 13.01.2009)

JEL: G01, G12, G15

Changes in Investors' Risk Appetite ¿ An Assessment of Financial Integration and Interdependence

Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_12, 21.08.2008)

Comparing Forecast Performance of Exchange Rate Models

Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_08, 02.07.2008)

JEL: C11, C52, C53

Predicting Stock Market Returns by Combining Forecasts

Hong Kong Monetary Authority Working Papers [View] (Paper: WP08_01, 07.04.2008)

JEL: C13, G11, G12

Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_19, 24.12.2007)

JEL: C11, C15, C22, F31

Assessing Bond Market Integration in Asia

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_10, 09.07.2007)

JEL: C13, C22, F36, G15

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

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

Assessing the Risk of Multiple Defaults in the Banking System

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-06, 01.07.2006)

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)

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)

Interest Rate Risk in the Pricing Of Banks' Mortgage Lending

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-05, 17.11.2005)

Hong Kong Mortgage Rate Setting ¿ An Alternative Reference Rate?

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-09, 17.11.2005)

Hang Seng Index Futures Open Interest and its Relationship with the Cash Market

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-02, 11.03.2005)

Residential Mortgage Default Risk in Hong Kong

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2004-07, 29.12.2004)

Return And Volatility Spillovers In Hong Kong Financial Markets

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2004-01, 01.04.2004)

Volatility Linkages between Financial Markets in Hong Kong

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2003-19, 01.01.2004)

An Analysis Of The Financial Health Of Hong Kong Corporations

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2003-17, 01.01.2004)

Understanding Volatility In Hong Kong's Financial Markets

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2003-15, 01.12.2003)

Liquidity Of The Hong Kong Stock Market

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2002-14, 01.12.2002)

Estimation of Zero-Coupon Yield Curves Based on Exchange Fund Bills and Notes in Hong Kong

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2002-09, 01.07.2002)

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