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Recent Performance Of The Hong Kong Dollar Linked Exchange Rate System

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Author Info
Genberg, Hans
He, Dong
Leung, Frank

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Abstract

This paper reviews the performance of the Hong Kong dollar Linked Exchange Rate system since the introduction of the three refinements to it in May 2005. It presents an analytical framework which argues that, in a fully credible exchange rate target zone regime, the spot exchange rate normally stays inside the band but does not have a natural tendency to converge towards the centre of the zone. While a certain level of interest rate differential between the Hong Kong dollar and the US dollar may persist, it should not grow significantly larger than what is implied by the width of the Convertibility Zone. Judged against this framework, the developments since May 2005 point to increased credibility of the refined Linked Exchange Rate system.

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File URL: http://mpra.ub.uni-muenchen.de/9440/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 9440.

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Date of creation: Jun 2007
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Handle: RePEc:pra:mprapa:9440

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Related research
Keywords: Hong Kong dollar linked exchange rate system;

Find related papers by JEL classification:
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
F31 - International Economics - - International Finance - - - Foreign Exchange

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  1. Dong He & Zhiwei Zhang & Honglin Wang, 2009. "Hong Kong's Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times," Working Papers 0910, Hong Kong Monetary Authority. [Downloadable!]
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