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Hong Kong Monetary Authority

Working Papers

Contact information of Hong Kong Monetary Authority:
Postal: 55th Floor, Two International Finance Centre, 8 Finance Street, Central
Phone: (852)28788261
Fax: (852)28781892
Email:
Web page: http://www.info.gov.hk/hkma/
More information through EDIRC

For technical questions regarding this series, please contact (Daniel Law)
Series handle: repec:hkg:wpaper

2009

0917 Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008
by Laurence Fung & Ip-wing Yu [Downloadable!]
0916 A Framework for Monitoring Capital Flows in Hong Kong
by Dong He & Frank Leung & Philip Ng [Downloadable!]
0915 Deteriorating Public Finances and Rising Government Debt: Implications for Monetary Policy
by Lillian Cheung & Chi-Sang Tam & Jessica Szeto [Downloadable!]
0914 Financial Services Sector as a Driver of Productivity Growth in Hong Kong
by Frank Leung & Gaofeng Han & Kevin Chow [Downloadable!]
0913 Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung [Downloadable!]
0912 How Does the US Credit Crisis Affect the Asia-Pacific Economies? --- Analysis based on a General Equilibrium Model
by Zhiwei Zhang & Wenlang Zhang & Gaofeng Han [Downloadable!]
0911 Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009
by Cho-Hoi Hui & Hans Genberg & Tsz-Kin Chung [Downloadable!]
0910 Hong Kong's Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times
by Dong He & Zhiwei Zhang & Honglin Wang [Downloadable!]
0909 A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008
by Laurence Fung & Ip-wing Yu [Downloadable!]
0908 Econometric Approach to Early Warnings of Vulnerability in the Banking System and Currency Markets for Hong Kong and Other EMEAP Economies
by Matthew S. Yiu & Alex Ho & Lu Jin [Downloadable!]
0907 Measures of Trend Inflation in Hong Kong
by Frank Leung & Kevin Chow & Simon Chan [Downloadable!]
0906 A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks
by Eric Wong & Cho-Hoi Hui [Downloadable!]
0905 How Large Will Be the Effect of China's Fiscal-Stimulus Package on Output and Employment?
by Dong He & Zhiwei Zhang & Wenlang [Downloadable!]
0904 Role of Credit in Equity Market Booms and Busts
by Lillian Cheung & Chi-Sang Tam [Downloadable!]
0903 Impact of Financial Liberalisation on Stock Market Liquidity: Experience of China
by Jess Lee & Alfred Wong [Downloadable!]
0902 The Credibility of the Link from the Perspective of Modern Financial Theory
by Hans Genberg & Cho-hoi Hui [Downloadable!]
0901 Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes
by Lillie Lam & Laurence Fung & Ip-wing Yu [Downloadable!]

2008

0819 Can Demand from China Shield East Asian Economies from Global Slowdown?
by Zhiwei Zhang [Downloadable!]
0818 Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region
by Lillian Cheung & Laurence Fung & Chi-sang Tam [Downloadable!]
0817 Structural Reform, Intra-Regional Trade, and Medium-Term Growth Prospects of East Asia and the Pacific --- Perspectives from a new multi-region model
by Papa N'Diaye & Ping Zhang & Wenlang Zhang [Downloadable!]
0815 Long-term and Short-term Determinants of Property Prices in Hong Kong
by Frank Leung & Kevin Chow & Gaofeng Han [Downloadable!]
0814 How Dependent is the Chinese Economy on Exports and in What Sense has its Growth been Export-led?
by Dong He & Wenlang Zhang [Downloadable!]
0813 Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
by Tom Pak-wing Fong & Chun-shan Wong [Downloadable!]
0812 Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence
by Laurence Fung & Chi-sang Tam & Ip-wing Yu [Downloadable!]
0811 Impact of IPO Activities on the Hong Kong Dollar Interbank Market
by Frank Leung & Philip Ng [Downloadable!]
0810 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?
by Cho-Hoi Hui & Lillie Lam [Downloadable!]
0809 A Note on Estimating Realignment Probabilities -- A First-Passage-Time Approach
by Cho-Hoi Hui & Chi-Fai Lo [Downloadable!]
0808 Comparing Forecast Performance of Exchange Rate Models
by Lillie Lam & Laurence Fung & Ip-wing Yu [Downloadable!]
0807 The Foreign Exchange Exposure of Chinese Banks
by Eric Wong & Jim Wong & Phyllis Leung [Downloadable!]
0806 What Prompts the People's Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model
by Dong He & Laurent Pauwels [Downloadable!]
0805 Do External Political Pressures Affect the Renminbi Exchange Rate?
by Li-gang Liu & Laurent Pauwels & Jun-yu Chan [Downloadable!]
0804 Service Exports: The Next Engine of Growth For Hong Kong?
by Frank Leung & Kevin Chow & Jessica Szeto & Dickson Tam [Downloadable!]
0803 Market Expectation of Appreciation of the Renminbi
by Cho-Hoi Hui & Chi-Fai Lo & Tsz-Kin Chung [Downloadable!]
0802 Exchange Rate Pass-Through to Domestic Inflation in Hong Kong
by Li-gang Liu & Andrew Tsang [Downloadable!]
0801 Predicting Stock Market Returns by Combining Forecasts
by Laurence Fung & Ip-wing Yu [Downloadable!]

2007

0722 A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies
by Jim Wong & Eric Wong & Phyllis Leung [Downloadable!]
0721 Is the Hong Kong Dollar Real Exchange Rate Misaligned?
by Frank Leung & Philip Ng [Downloadable!]
0720 How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption
by Li-gang Liu & Laurent Pauwels & Andrew Tsang [Downloadable!]
0719 Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar
by Laurence Fung & Ip-wing Yu [Downloadable!]
0718 A New Keynesian Model for Analysing Monetary Policy in Mainland China
by Li-gang Liu & Wenlang Zhang [Downloadable!]
0717 How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates?
by Dong He & Frank Leung & Philip Ng [Downloadable!]
0716 Hong Kong's Consumption Function Revisited
by Li-gang Liu & Laurent Pauwels & Andrew Tsang [Downloadable!]
0715 Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific
by Hans Genberg & Dong He [Downloadable!]
0714 Hong Kong as An International Financial Centre: Measuring its Position and Determinants
by Lillian Cheung & Vincent Yeung [Downloadable!]
0713 Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
by Cho-Hoi Hui & Tom Fong [Downloadable!]
0712 Ratings Versus Market-Based Measures of Default Risk of East Asian Banks
by Eric Wong & Cho-Hoi Hui & Chi-fai Lo [Downloadable!]
0711 Share Price Disparity in Chinese Stock Markets
by Tom Fong & Alfred Wong & Ivy Yong [Downloadable!]
0710 Assessing Bond Market Integration in Asia
by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!]
0709 Modelling Sovereign Bond Yield Curves of the US, Japan and Germany
by Chi-sang Tam & Ip-wing Yu [Downloadable!]
0708 Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar
by Cho-hoi Hui & Vincent Yeung & Laurence Fung & Chi-Fai Lo [Downloadable!]
0707 A Real Activity Index for Mainland China
by Li-gang Liu & Wenlang Zhang & Jimmy Shek [Downloadable!]
0706 Determinants of the Performance of Banks in Hong Kong
by Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi [Downloadable!]
0705 Measuring Market Sentiment in Hong Kong's Stock Market
by Ip-wing Yu & Chi-sang Tam [Downloadable!]
0704 Assessing Financial Market Integration In Asia - Equity Markets
by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!]
0703 Sense and Nonsense on Asia's Export Dependency and The Decoupling Thesis
by Dong He & Lillian Cheung & Jian Chang [Downloadable!]
0702 A VAR Framework for Forecasting Hong Kong'S Output and Inflation
by Hans Genberg & Jian Chang [Downloadable!]
0701 Testing for Collusion in the Hong Kong Banking Sector
by Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi [Downloadable!]

2006

0619 How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data
by Dong He & Wenlang Zhang & Jimmy Shek [Downloadable!]
0618 Hong Kong's Trade Patterns and Trade Elasticities
by Li-gang Liu & Kelvin Fan & Jimmy Shek [Downloadable!]
0617 Determinants of Foreign Direct Investment in East Asia: Did China Crowd Out FDI from Her Developing East Asian Neighbours
by Li-gang Liu & Kevin Chow & Unias Li [Downloadable!]
0616 Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment
by Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi [Downloadable!]
0615 A Framework for Stress Testing Bank's Credit Risk
by Jim Wong & Ka-fai Choi & Tom Fong [Downloadable!]
0614 Structural Determinants of Hong Kong's Current Account Surplus
by Frank Leung [Downloadable!]
0613 Outward Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture?
by Lillian Cheung & Kevin Chow & Jian Chang & Unias Li [Downloadable!]
0612 The Cost Efficiency of Commercial Banks in Hong Kong
by Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi [Downloadable!]
0611 Hong Kong's Economic Integration and Business Cycle Synchronisation with Mainland China and the US
by Hans Genberg & Li-gang Liu & Xiangrong Jin [Downloadable!]
0608 An Approach to Measuring Provisions for Collateralised Lending
by Cho-hoi Hui & Tom Fong [Downloadable!]
0607 Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China
by Joanna Shi & Andrew Tsang [Downloadable!]
0606 Assessing the Risk of Multiple Defaults in the Banking System
by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!]
0605 Currency Barrier Option Pricing with Mean Reversion
by Cho-hoi Hui [Downloadable!]
0603 Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach
by Li-gang Liu & Jian Chang & Andrew Tsang [Downloadable!]
0602 Estimating Demand for Narrow Money and Broad Money
by Daryl Ho & Jimmy Shek & Andrew Tsang [Downloadable!]
0601 Measuring Provisions for Collateralised Retail Lending
by Cho-hoi Hui [Downloadable!]
0515 The Macroeconomic Impact on Hong Kong of Hypothetical Mainland Shocks
by Dong He & Chang Shu & Raymond Yip & Wendy Cheng [Downloadable!]

2005

0526 The Composite Interest Rate of Hong Kong ¡V A New Data Series
by Market Research Division [Downloadable!]
0524 A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector
by Ip-wing Yu & Laurence Fung [Downloadable!]
0522 Adjusting For The Chinese New Year: An Operational Approach
by Chang Shu & Andrew Tsang [Downloadable!]
0518 Exchange Rate Risk Premiums In Hong Kong Dollar: A Signal-Extraction Approach
by Ip-wing Yu & Laurence Fung & Hongyi Chen [Downloadable!]
0513 Determinants of the Capital Level of Banks in Hong Kong
by Jim Wong & Ka-fai Choi & Tom Fong [Downloadable!]
0512 The Property Market and the Macroeconomy of the Mainland: A Cross Region Study
by Wensheng Peng & Matthew Yiu & Dickson Tam [Downloadable!]
0511 How Useful are the E/P Ratio and the Spreads between the E/P Ratio and Interest Rates in Forecasting Hong Kong Stock Market Conditions?
by Hongyi Chen [Downloadable!]
0509 Hong Kong Mortgage Rate Setting ¡V An Alternative Reference Rate?
by Jim Wong & Cho-hoi Hui & Laurence Fung [Downloadable!]
0508 The Relationship between Commodity and Consumer Prices in Mainland China and Hong Kong
by Joanne Cutler & Carrie Chan & Unias Li [Downloadable!]
0507 Monetary Management in Mainland China in the Face of Large Capital Inflows
by Dong He & Carmen Chu & Chang Shu & Amy Wong [Downloadable!]
0506 Benchmarking Model of Default Probabilities of Listed Companies
by Cho-hoi Hui [Downloadable!]
0505 Interest Rate Risk in the Pricing Of Banks' Mortgage Lending
by Jim Wong & Laurence Fung & Tom Fong & Cho-hoi Hui [Downloadable!]
0504 Money and Inflation in China
by Stefan Gerlach & Janet Kong [Downloadable!]
0503 Are Corporates' Target Leverage Ratios Time-Dependent?
by Cho-hoi Hui [Downloadable!]
0502 Hang Seng Index Futures Open Interest and its Relationship with the Cash Market
by Hongyi Chen & Laurence Fung & Jim Wong [Downloadable!]
0501 A Monetary Conditions Index for Mainland China
by Wensheng Peng & Frank Leung [Downloadable!]

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This page was last updated on 2009-11-5.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.