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Macroeconomic conditions and banking performance in Hong Kong SAR: a panel data study

In: Investigating the relationship between the financial and real economy

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Author Info

  • Stefan Gerlach

    (Hong Kong Monetary Authority)

  • Wensheng Peng

    (Hong Kong Monetary Authority)

  • Chang Shu

    (Hong Kong Monetary Authority)

Abstract

No abstract is available for this item.

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This chapter was published in:

  • Bank for International Settlements, 2005. "Investigating the relationship between the financial and real economy," BIS Papers, Bank for International Settlements, Bank for International Settlements, number 22, 8.
    This item is provided by Bank for International Settlements in its series BIS Papers chapters with number 22-24.

    Handle: RePEc:bis:bisbpc:22-24

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, Elsevier, vol. 87(1), pages 115-143, August.
    2. Demirguc-Kunt, Asli & Huizinga, Harry, 1998. "Determinants of commercial bank interest margins and profitability : some international evidence," Policy Research Working Paper Series 1900, The World Bank.
    3. Judson, Ruth A. & Owen, Ann L., 1999. "Estimating dynamic panel data models: a guide for macroeconomists," Economics Letters, Elsevier, Elsevier, vol. 65(1), pages 9-15, October.
    4. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 58(2), pages 277-97, April.
    5. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, Elsevier, vol. 68(1), pages 29-51, July.
    6. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, Elsevier, vol. 68(1), pages 5-27, July.
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    Cited by:
    1. Ivan Baboucek & Martin Jancar, 2005. "Effects of Macroeconomic Shocks to the Quality of the Aggregate Loan Portfolio," Working Papers, Czech National Bank, Research Department 2005/01, Czech National Bank, Research Department.
    2. Paul Mizen & Cihan Yalcin, 2005. "Corporate Finance Under Low Interest Rates: Evidence from Hong Kong," Working Papers, Hong Kong Institute for Monetary Research 112005, Hong Kong Institute for Monetary Research.
    3. Chun-Yu Ho, 2010. "Deregulation, competition and consumer welfare in a banking market: evidence from Hong Kong," Journal of Regulatory Economics, Springer, Springer, vol. 37(1), pages 70-97, February.
    4. Mario Quagliariello, . "Banks' Performance over the Business Cycle: A Panel Analysis on Italian Intermediaries," Discussion Papers, Department of Economics, University of York 04/17, Department of Economics, University of York.
    5. Park, Junghee, 2012. "Corruption, soundness of the banking sector, and economic growth: A cross-country study," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 907-929.
    6. Festic, Mejra & Kavkler, Alenka & Repina, Sebastijan, 2011. "The macroeconomic sources of systemic risk in the banking sectors of five new EU member states," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(2), pages 310-322, February.

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