Hong Kong SAR - Central Bank Research Hub

Title Author(s)

A Leading Indicator Model of Banking Distress ¿ Developing an Early Warning System for Hong Kong and Other EMEAP Economies

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_22, 24.12.2007)

JEL: E44, E47, G21

Hong Kong's Consumption Function Revisited

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_16, 12.12.2007)

JEL: E21, E32

How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates?

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_17, 11.12.2007)

JEL: E4, F36

A New Keynesian Model for Analysing Monetary Policy in Mainland China

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_18, 11.12.2007)

JEL: E42, E52

Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_15, 23.11.2007)

JEL: E42, F33, F36

Hong Kong as An International Financial Centre: Measuring its Position and Determinants

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_14, 09.10.2007)

JEL: F21, G15, G28

Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_13, 05.10.2007)

JEL: F31, G13

Ratings Versus Market-Based Measures of Default Risk of East Asian Banks

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_12, 25.09.2007)

JEL: G13, G14, G21, G32

Share Price Disparity in Chinese Stock Markets

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_11, 18.09.2007)

JEL: C23, F36, G10, G12

Recent Reforms and Progress in Rural Development in Mainland China

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200705, 11.09.2007)

Why A-share market volatility is high?

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200704, 01.08.2007)

China's Urban Commercial Banks: Recent Development and Profitability Analysis (Chinese version with English abstract)

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200702, 01.08.2007)

Impact of the Renminbi Exchange Rate on Asian Currencies

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200703, 01.08.2007)

Assessing Bond Market Integration in Asia

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

JEL: C13, C22, F36, G15

Determinants of the Performance of Banks in Hong Kong

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_06, 25.06.2007)

JEL: G14, G21, G28, L11

Modelling Sovereign Bond Yield Curves of the US, Japan and Germany

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_09, 22.06.2007)

JEL: C5, E4, G1

A Real Activity Index for Mainland China

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_07, 22.06.2007)

JEL: C43, C53

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

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

Measuring Market Sentiment in Hong Kong's Stock Market

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_05, 22.06.2007)

JEL: G10, G12, G13

Sense and Nonsense on Asia's Export Dependency and The Decoupling Thesis

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2007-06, 26.04.2007)

Renminbi Derivatives: Recent Development and Issues

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200605, 01.04.2007)

Impact of Exchange Rate Movements on the Mainland Economy

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200603, 01.04.2007)

Commodity Futures Market in Mainland China: Recent Developments and Issues

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200606, 01.04.2007)

Estimating a Benchmark Term Structure of Interest Rates for Mainland China

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200604, 01.04.2007)

Interest Rate Structure and Monetary Policy Implementation in Mainland China

Hong Kong Monetary Authority China Economic Issues [View] (Paper: 200601, 01.04.2007)

A VAR Framework for Forecasting Hong Kong's Output and Inflation

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2007-05, 21.03.2007)

Testing For Collusion in the Hong Kong Banking Sector

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2007-03, 18.03.2007)

Hong Kong's Trade Patterns and Trade Elasticities

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-18, 01.01.2007)

How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-19, 01.01.2007)

Determinants of Foreign Direct Investment in East Asia: Did China Crowd Out FDI from Her Developing East Asian Neighbours

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-17, 01.01.2007)

Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-16, 01.11.2006)

Structural Determinants of Hong Kong's Current Account Surplus

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-14, 01.11.2006)

A Framework for Stress Testing Bank's Credit Risk

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-15, 01.11.2006)

The Cost Efficiency of Commercial Banks in Hong Kong

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-12, 01.11.2006)

Outward Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture?

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-13, 01.10.2006)

Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-à-vis Mainland China

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-07, 01.10.2006)

Hong Kong's Economic Integration and Business Cycle Synchronisation with Mainland China and the US

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-11, 01.10.2006)

An Approach to Measuring Provisions for Collateralised Lending

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-08, 01.08.2006)

Assessing the Risk of Multiple Defaults in the Banking System

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

Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-03, 01.07.2006)

Currency Barrier Option Pricing with Mean Reversion

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-05, 01.07.2006)

Estimating Demand for Narrow Money and Broad Money

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-02, 01.06.2006)

Measuring Provisions for Collateralised Retail Lending

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-01, 01.05.2006)

The Macroeconomic Impact on Hong

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-15, 24.02.2006)

The Composite Interest Rate of Hong Kong ¿ A New Data Series

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-26, 09.12.2005)

 

The Property Market and the Macroeconomy of the Mainland: A Cross Region Study

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-12, 09.12.2005)

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)

A Monetary Conditions Index for Mainland China

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-01, 17.11.2005)

Adjusting For The Chinese New Year: An Operational Approach

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-22, 17.11.2005)