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Publications

by members of

Hong Kong Monetary Authority

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2023

  1. Desislava Andreeva & Andra Coman & Mary Everett & Maren Froemel & Kelvin Ho & Simon Lloyd & Baptiste Meunier & Justine Pedrono & Dennis Reinhardt & Andrew Wong & Eric Wong & Dawid Żochowski, 2023, "Negative rates, monetary policy transmission and cross-border lending via international financial centres," Bank of England Staff Working Paper series, Bank of England, number 1010, Jan.
  2. Han Qiu & Hyun Song Shin & Leanne Si Ying Zhang, 2023, "Mapping the realignment of global value chains," BIS Bulletins, Bank for International Settlements, number 78, Oct.
  3. Sally Chen & Eric Tsang & Leanne Si Ying Zhang, 2023, "Global supply chain interdependence and shock amplification – evidence from Covid lockdowns," BIS Working Papers, Bank for International Settlements, number 1123, Sep.

2020

  1. Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020, "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-032, Apr, DOI: 10.17016/FEDS.2020.032.

2019

  1. Kelvin Ho & Simon H. Kwan & Edward Tan, 2019, "Complexity of Global Banks and their Foreign Operation in Hong Kong," Working Paper Series, Federal Reserve Bank of San Francisco, number 2019-22, Sep, DOI: 10.24148/wp2019-22.
  2. J. Scott Davis & Giorgio Valente & Eric Van Wincoop, 2019, "Global Drivers of Gross and Net Capital Flows," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 357, Mar, DOI: 10.24149/gwp357.

2018

  1. Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2018, "Monetary Policy Surprises and Monetary Policy Uncertainty," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-05-18, May, DOI: 10.17016/2380-7172.2176.

2017

  1. Robert Hills & Kelvin Ho & Dennis Reinhardt & Rhiannon Sowerbutts & Eric Wong & Gabriel Wu, 2017, "The international transmission of monetary policy through financial centres: evidence from the United Kingdom and Hong Kong," Bank of England Staff Working Paper series, Bank of England, number 682, Oct.
  2. Shifu Jiang, 2017, "The Ramsey Cooperative and Non-Cooperative Unconventional Monetary Policy," FIW Working Paper series, FIW, number 180, Dec.
  3. Yuliya Baranova & Zijun Liu & Tamarah Shakir, 2017, "Staff Working Paper No. 665: Dealer intermediation, market liquidity and the impact of regulatory reform," Bank of England Staff Working Paper series, Bank of England, number 665, Jul.
  4. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017, "Trading Activities at Systemically Important Banks, Part 1 : Recent Trends in Trading Performance," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-07-10-1, Jul, DOI: 10.17016/2380-7172.2023.
  5. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017, "Trading Activities at Systemically Important Banks, Part 2 : What Happened during Recent Risk Events?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-07-10-2, Jul, DOI: 10.17016/2380-7172.2024.
  6. Diana A. Iercosan & Ashish Kumbhat & Michael Ng & Jason J. Wu, 2017, "Trading Activities at Systemically Important Banks, Part 3 : What Drives Trading Performance?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-07-10-3, Jul, DOI: 10.17016/2380-7172.2025.

2016

  1. Gerardo Ferrara & Sam Langfield & Zijun Liu & Tomohiro Ota, 2016, "Systemic illiquidity in the interbank network," Bank of England Staff Working Paper series, Bank of England, number 586, Apr.
  2. Yuliya Baranova & Zijun Liu & Joseph Noss, 2016, "The role of collateral in supporting liquidity," Bank of England Staff Working Paper series, Bank of England, number 609, Aug.
  3. Karen Braun-Munzinger & Zijun Liu & Arthur Turrell, 2016, "An agent-based model of dynamics in corporate bond trading," Bank of England Staff Working Paper series, Bank of England, number 592, Apr.

2015

  1. Michael Funke & Chang Shu & Xiaoqiang Cheng & Sercan Eraslan, 2015, "Assessing the CNH-CNY pricing differential: role of fundamentals, contagion and policy," BIS Working Papers, Bank for International Settlements, number 492, Feb.
  2. Cho-Hoi Hui & Chi-Fai Lo & Xiao-Fen Zheng & Tom Fong, 2015, "Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets," Working Papers, Hong Kong Institute for Monetary Research, number 182015, Aug.
  3. Tom Fong & Ceara Hui & Alfred Wong, 2015, "How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions?," Working Papers, Hong Kong Institute for Monetary Research, number 132015, May.
  4. C. H. Hui & C. F. Lo & T. Fong, 2015, "A Quasi-Bounded Model for Swiss Franc's One-Sided Target Zone During 2011-2015," Working Papers, Hong Kong Institute for Monetary Research, number 152015, Jul.
  5. Kelvin Ho & Cho-Hoi Hui & Ka-Fai Li & Jim Wong, 2015, "Capital Management and Leverage of Foreign Bank Subsidiaries in a Host Country: A Case in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 032015, Jan.
  6. Dong He & Eric Wong & Andrew Tsang & Kelvin Ho, 2015, "Asynchronous Monetary Policies and International Dollar Credit," Working Papers, Hong Kong Institute for Monetary Research, number 192015, Sep.
  7. Eric Wong & Kelvin Ho & Andrew Tsang, 2015, "Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 202015, Oct.
  8. Peter Hördahl & Eli M Remolona & Giorgio Valente, 2015, "Expectations and risk premia at 8:30am: Macroeconomic announcements and the yield curve," BIS Working Papers, Bank for International Settlements, number 527, Nov.
  9. Sarno, Lucio & Payne, Richard & Valente, Giorgio & Cenedese, Gino, 2015, "What Do Stock Markets Tell Us About Exchange Rates?," CEPR Discussion Papers, Centre for Economic Policy Research, number 10685, Jul.

2014

  1. Chang Shu & Dong He & Xiaoqiang Cheng, 2014, "One currency, two markets: the renminbi’s growing influence in Asia-Pacific," BIS Working Papers, Bank for International Settlements, number 446, Mar.
  2. Sam Langfield & Zijun Liu & Tomohiro Ota, 2014, "Mapping the UK interbank system," Bank of England Staff Working Paper series, Bank of England, number 516, Nov.
  3. George Jiang & Ingrid Lo & Giorgio Valente, 2014, "High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market," Staff Working Papers, Bank of Canada, number 14-56, DOI: 10.34989/swp-2014-56.
  4. Dong He & Wei Liao & Tommy Wu, 2014, "Hong Kong's Growth Synchronisation with China and the U.S.: A Trend and Cycle Analysis," Working Papers, Hong Kong Institute for Monetary Research, number 152014, Jul.
  5. Dong He & Honglin Wang & Xiangrong Yu, 2014, "Interest Rate Determination in China: Past, Present, and Future," Working Papers, Hong Kong Institute for Monetary Research, number 042014, Feb.
  6. Edwin L.-C. Lai & Xiangrong Yu, 2014, "Invoicing Currency in International Trade: An Empirical Investigation and Some Implications for the Renminbi," Working Papers, Hong Kong Institute for Monetary Research, number 082014, Apr.
  7. Dong He & Xiangrong Yu, 2014, "Network Effects in Currency Internationalisation: Insights from BIS Triennial Surveys and Implications for the Renminbi," Working Papers, Hong Kong Institute for Monetary Research, number 242014, Sep.

2013

  1. Alfred Wong & Tom Fong, 2013, "Gauging the Safehavenness of Currencies," Working Papers, Hong Kong Institute for Monetary Research, number 132013, Sep.
  2. Federico Nucera & Giorgio Valente, 2013, "Carry Trades and the Performance of Currency Hedge Funds," Working Papers, Hong Kong Institute for Monetary Research, number 032013, Mar.
  3. Mina Kim & Deokwoo Nam & Jian Wang & Jason Wu, 2013, "International Trade Price Stickiness and Exchange Rate and Pass-Through in Micro Data: A Case Study on US-China Trade," Working Papers, Hong Kong Institute for Monetary Research, number 202013, Oct.
  4. Mina Kim & Deokwoo Nam & Jian Wang & Jason J. Wu, 2013, "International trade price stickiness and exchange rate pass-through in micro data: a case study on U.S.–China trade," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 135.
  5. Tobias Adrian & Michael J. Fleming & Jonathan Goldberg & Morgan Lewis & Fabio M. Natalucci & Jason J. Wu, 2013, "Dealer Balance Sheet Capacity and Market Liquidity during the 2013 Selloff in Fixed Income Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2013-10-16, Oct, DOI: 10.17016/2380-7172.0004.
  6. Xiangrong Yu, 2013, "Measurement Error and Policy Evaluation in the Frequency Domain," Working Papers, Hong Kong Institute for Monetary Research, number 172013, Oct.

2012

  1. C. F. Lo & C. H. Hui & S. W. Chu & T. Fong, 2012, "A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar," Working Papers, Hong Kong Institute for Monetary Research, number 282012, Nov.
  2. Ka-Fai Li & Cho-Hoi Hui & Tsz-Kin Chung, 2012, "Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets," Working Papers, Hong Kong Institute for Monetary Research, number 242012, Oct.
  3. Michael W. McCracken & Giorgio Valente, 2012, "Asymptotic Inference for Performance Fees and the Predictability of Asset Returns," Working Papers, Federal Reserve Bank of St. Louis, number 2012-049, DOI: 10.20955/wp.2012.049.
  4. Wong, Chi Shing, 2012, "A Quantitative Study of Hong Kong's Fiscal Policy," MPRA Paper, University Library of Munich, Germany, number 41431, Aug.
  5. Dong He & Wenlang Zhang & Gaofeng Han & Tommy Wu, 2012, "Productivity Growth of the Non-Tradable Sectors in China," Working Papers, Hong Kong Institute for Monetary Research, number 082012, Mar.
  6. Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012, "How would Capital Account Liberalisation Affect China's Capital Flows and the Renminbi Real Exchange Rates?," Working Papers, Hong Kong Institute for Monetary Research, number 092012, Apr.

2011

  1. Eric Wong & Tom Fong & Ka-fai Li & Henry Choi, 2011, "Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kong's Experience and Cross-Country Evidence," Working Papers, Hong Kong Monetary Authority, number 1101, Feb.
  2. Cho-Hoi Hui & Tom Fong, 2011, "Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011," Working Papers, Hong Kong Institute for Monetary Research, number 402011, Dec.
  3. Tsz-Kin Chung & Ka-Fai Li & Cho-Hoi Hui, 2011, "Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares," Working Papers, Hong Kong Institute for Monetary Research, number 332011, Oct.
  4. Sirio Aramonte & Marius del Giudice Rodriguez & Jason J. Wu, 2011, "Dynamic factor value-at-risk for large, heteroskedastic portfolios," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-19.
  5. Aaron L. Game & Jason J. Wu, 2011, "Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-18.

2010

  1. Cheng, X. & Degryse, H.A., 2010, "Information Sharing and Credit Rationing : Evidence from the Introduction of a Public Credit Registry," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-34S.
  2. Alfred Wong & Tom Fong, 2010, "Analysing Interconnectivity among Economies," Working Papers, Hong Kong Monetary Authority, number 1003, May.
  3. Frank Leung & Philip Ng & Simon Chan, 2010, "Analysing External Demand for the Hong Kong-Dollar Currency," Working Papers, Hong Kong Monetary Authority, number 1007, Sep.
  4. Nelson Camanho & Pragyan Deb & Zijun Liu, 2010, "Credit Rating and Competition," FMG Discussion Papers, Financial Markets Group, number dp653, Apr.
  5. Daniel L. Thornton & Giorgio Valente, 2010, "Predicting bond excess returns with forward rates: an asset-allocation perspective," Working Papers, Federal Reserve Bank of St. Louis, number 2010-034, DOI: 10.20955/wp.2010.034.
  6. Giorgio Valente, 2010, "Market Liquidity and Funding Liquidity: An Empirical Investigation," Working Papers, Hong Kong Institute for Monetary Research, number 152010, Jun.

2009

  1. Xiaoqiang Cheng & Patrick Van Cayseele, 2009, "State Aid and Competition in Banking: the Case of China in the Late Nineties," LICOS Discussion Papers, LICOS - Centre for Institutions and Economic Performance, KU Leuven, number 25009.
  2. Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu, 2009, "Measuring the Interdependence of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0919, Dec.
  3. Frank Leung & Gaofeng Han & Kevin Chow, 2009, "Financial Services Sector as a Driver of Productivity Growth in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0914, Aug.
  4. Dong He & Frank Leung & Philip Ng, 2009, "A Framework for Monitoring Capital Flows in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0916, Sep.
  5. Frank Leung & Kevin Chow & Simon Chan, 2009, "Measures of Trend Inflation in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0907, Apr.
  6. Daniel L. Thornton & Giorgio Valente, 2009, "Revisiting the predictability of bond risk premia," Working Papers, Federal Reserve Bank of St. Louis, number 2009-009, DOI: 10.20955/wp.2009.009.
  7. Charles Engel & Jian Wang & Jason J. Wu, 2009, "Can long-horizon forecasts beat the random walk under the Engel-West explanation?," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 36.

2008

  1. Tom Pak-wing Fong & Chun-shan Wong, 2008, "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers, Hong Kong Monetary Authority, number 0813, Oct.
  2. Frank Leung & Philip Ng, 2008, "Impact of IPO Activities on the Hong Kong Dollar Interbank Market," Working Papers, Hong Kong Monetary Authority, number 0811, Jul.
  3. Frank Leung & Kevin Chow & Jessica Szeto & Dickson Tam, 2008, "Service Exports: The Next Engine of Growth For Hong Kong?," Working Papers, Hong Kong Monetary Authority, number 0804, Apr.
  4. Frank Leung & Kevin Chow & Gaofeng Han, 2008, "Long-term and Short-term Determinants of Property Prices in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0815, Oct.
  5. Sarno, Lucio & Valente, Giorgio, 2008, "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," CEPR Discussion Papers, Centre for Economic Policy Research, number 6638, Jan.
  6. Wai-Ming Fong & Giorgio Valente & Joseph K.W. Fung, 2008, "FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value," Working Papers, Hong Kong Institute for Monetary Research, number 082008, Apr.
  7. Jian Wang & Jason J. Wu, 2008, "The Taylor rule and forecast intervals for exchange rates," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 22.
  8. Jian Wang & Jason Wu & Charles Engel, 2008, "Can Long Horizon Data Beat Random Walk under Engel-West Explanation?," 2008 Meeting Papers, Society for Economic Dynamics, number 294.

2007

  1. Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi, 2007, "Determinants of the Performance of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0706, Apr.
  2. Tom Fong & Alfred Wong & Ivy Yong, 2007, "Share Price Disparity in Chinese Stock Markets," Working Papers, Hong Kong Monetary Authority, number 0711, Jul.
  3. Cho-Hoi Hui & Tom Fong, 2007, "Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?," Working Papers, Hong Kong Monetary Authority, number 0713, Sep.
  4. Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi, 2007, "Testing for Collusion in the Hong Kong Banking Sector," Working Papers, Hong Kong Monetary Authority, number 0701, Feb.
  5. Frank Leung & Philip Ng, 2007, "Is the Hong Kong Dollar Real Exchange Rate Misaligned?," Working Papers, Hong Kong Monetary Authority, number 0721, Dec.
  6. Genberg, Hans & He, Dong & Leung, Frank, 2007, "Recent Performance Of The Hong Kong Dollar Linked Exchange Rate System," MPRA Paper, University Library of Munich, Germany, number 9440, Jun.
  7. Dong He & Frank Leung & Philip Ng, 2007, "How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates?," Working Papers, Hong Kong Monetary Authority, number 0717, Nov.

2006

  1. Cheng, X. & Degryse, H.A., 2006, "The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-82.
  2. Jim Wong & Ka-fai Choi & Tom Fong, 2006, "A Framework for Stress Testing Bank's Credit Risk," Working Papers, Hong Kong Monetary Authority, number 0615, Oct.
  3. Cho-hoi Hui & Tom Fong, 2006, "An Approach to Measuring Provisions for Collateralised Lending," Working Papers, Hong Kong Monetary Authority, number 0608, Jun.
  4. Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi, 2006, "The Cost Efficiency of Commercial Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0612, Sep.
  5. Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi, 2006, "Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment," Working Papers, Hong Kong Monetary Authority, number 0616, Oct.
  6. Frank Leung, 2006, "Structural Determinants of Hong Kong's Current Account Surplus," Working Papers, Hong Kong Monetary Authority, number 0614, Oct.
  7. Sarno, Lucio & Valente, Giorgio & Leon, Hyginus, 2006, "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," CEPR Discussion Papers, Centre for Economic Policy Research, number 5527, Mar.

2005

  1. Jim Wong & Laurence Fung & Tom Fong & Cho-hoi Hui, 2005, "Interest Rate Risk in the Pricing Of Banks' Mortgage Lending," Working Papers, Hong Kong Monetary Authority, number 0505, Mar.
  2. Jim Wong & Ka-fai Choi & Tom Fong, 2005, "Determinants of the Capital Level of Banks in Hong Kong," Working Papers, Hong Kong Monetary Authority, number 0513, Sep.
  3. Wensheng Peng & Frank Leung, 2005, "A Monetary Conditions Index for Mainland China," Working Papers, Hong Kong Monetary Authority, number 0501, Jan.
  4. Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005, "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4835, Jan.
  5. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2005, "The empirical failure of the expectations hypothesis of the term structure of bond yields," Working Papers, Federal Reserve Bank of St. Louis, number 2003-021, DOI: 10.20955/wp.2003.021.
  6. Giorgio Valente, 2005, "US Monetary Policy Announcements and the Term Structure of Interest Rate Differentials: Evidence from Hong Kong and Singapore," Working Papers, Hong Kong Institute for Monetary Research, number 092005, Sep.

2004

  1. Lucio Sarno & Daniel L. Thornton & Giorgio Valente, 2004, "Federal funds rate prediction," Working Papers, Federal Reserve Bank of St. Louis, number 2002-005, DOI: 10.20955/wp.2002.005.
  2. Sarno, Lucio & Valente, Giorgio, 2004, "Asset Prices and International Spillovers: An Empirical Investigation," CEPR Discussion Papers, Centre for Economic Policy Research, number 4380, May.
  3. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2004, "Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability," CEPR Discussion Papers, Centre for Economic Policy Research, number 4365, Apr.
  4. Gustavo Piga & Giorgio Valente, 2004, "The Term Structure of Interest Rates and the Public Debt Issuance Policy: A Note," CEIS Research Paper, Tor Vergata University, CEIS, number 49, Apr.

2003

  1. Sarno, Lucio & Valente, Giorgio & Wohar, Mark E, 2003, "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," CEPR Discussion Papers, Centre for Economic Policy Research, number 3983, Jul.
  2. Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003, "Monetary Policy Rules, Asset Prices and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 4114, Nov.

2002

  1. Sarno, Lucio & Giorgio Valente, 2002, "Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 160, Aug.
  2. Sarno, Lucio & Valente, Giorgio, 2002, "Comparing the Accuracy of Density Forecasts from Competing Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 223, Jul.

2001

  1. Richard Clarida & Lucio Sarno & Mark Taylor & Giorgio Valente, 2001, "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," NBER Working Papers, National Bureau of Economic Research, Inc, number 8601, Nov.

Journal articles

2024

  1. Jiang, Shifu, 2024, "The effect of monetary policies on inflation: A fiscal perspective," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111805.

2023

  1. Ho, Kelvin & Wong, Andrew, 2023, "Effect of climate-related risk on the costs of bank loans: Evidence from syndicated loan markets in emerging economies," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2022.100977.
  2. Ken Wong & Max Kwong & Paul Luk & Michael Cheng, 2023, "A robust textual analysis of the dynamics of Hong Kong property market," Pacific Economic Review, Wiley Blackwell, volume 28, issue 3, pages 314-346, August, DOI: 10.1111/1468-0106.12398.
  3. Sally Chen & Eric Tsang & Leanne Si Ying Zhang, 2023, "Global supply chain interdependence and shock amplification - evidence from Covid lockdowns," BIS Quarterly Review, Bank for International Settlements, March.

2022

  1. Ho, Kelvin & Wong, Eric & Tan, Edward, 2022, "Complexity of global banks and the implications for bank risk: Evidence from foreign banks in Hong Kong," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2020.106034.
  2. Shifu Jiang, 2022, "Optimal Credit, Monetary, and Fiscal Policy under Occasional Financial Frictions and the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 1, pages 151-197, March.
  3. Zhang, Si Ying, 2022, "Are investors sensitive to climate-related transition and physical risks? Evidence from global stock markets," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101710.

2021

  1. Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2021, "Assessing cross-border interconnectedness between shadow banking systems," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102278.
  2. Zhang, Si Ying, 2021, "Using equity market reactions and network analysis to infer global supply chain interdependencies in the context of COVID-19," Journal of Economics and Business, Elsevier, volume 115, issue C, DOI: 10.1016/j.jeconbus.2020.105974.

2020

  1. Fong, Tom Pak Wing & Wu, Shui Tang, 2020, "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101105.
  2. Tom Pak Wing Fong & Alfred Yun Tong Wong, 2020, "Safehavenness of the Chinese renminbi," International Finance, Wiley Blackwell, volume 23, issue 2, pages 215-233, August, DOI: 10.1111/infi.12360.
  3. Paul Luk & Michael Cheng & Philip Ng & Ken Wong, 2020, "Economic policy uncertainty spillovers in small open economies: The case of Hong Kong," Pacific Economic Review, Wiley Blackwell, volume 25, issue 1, pages 21-46, February, DOI: 10.1111/1468-0106.12283.

2019

  1. Tom Fong & Ceara Hui & Alfred Y.-T. Wong, 2019, "How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?," Journal of Applied Statistics, Taylor & Francis Journals, volume 46, issue 11, pages 2030-2055, August, DOI: 10.1080/02664763.2019.1579305.
  2. Kelvin Ho & Cho‐Hoi Hui & Ka‐Fai Li & Jim Wong, 2019, "How changes in global liquidity affect dynamics of banks’ leverage: A case in Hong Kong," Pacific Economic Review, Wiley Blackwell, volume 24, issue 3, pages 493-507, August, DOI: 10.1111/1468-0106.12263.
  3. Hills, Robert & Ho, Kelvin & Reinhardt, Dennis & Sowerbutts, Rhiannon & Wong, Eric & Wu, Gabriel, 2019, "The international transmission of monetary policy through financial centres: Evidence from the United Kingdom and Hong Kong," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 76-98, DOI: 10.1016/j.jimonfin.2018.08.007.

2018

  1. Cho-Hoi Hui & Chi-Fai Lo & Xiao-Fen Zheng & Tom Fong, 2018, "Probabilistic approach to measuring early-warning signals of systemic contagion risk," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 5, issue 02, pages 1-25, June, DOI: 10.1142/S242478631850010X.
  2. Fong, Tom Pak Wing & Li, Ka-Fai & Fu, John, 2018, "Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors," Emerging Markets Review, Elsevier, volume 34, issue C, pages 98-110, DOI: 10.1016/j.ememar.2017.11.002.
  3. Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2018, "Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 231-247, DOI: 10.1016/j.intfin.2018.09.001.
  4. Alfred Y.-T. Wong & Tom Pak Wing Fong, 2018, "Safehavenness of currencies," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 300-332, March, DOI: 10.1080/1351847X.2016.1239584.

2017

  1. Kelvin Ho & Eric Wong & Edward Tan, 2017, "International Banking and Cross-Border Effects of Regulation: Lessons from Hong Kong," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 195-221, March.
  2. Jiang, Shifu, 2017, "The cause of an integral correction mechanism of the real exchange rate," Economics Letters, Elsevier, volume 161, issue C, pages 66-70, DOI: 10.1016/j.econlet.2017.09.022.
  3. Tommy Wu & Michael Cheng & Ken Wong, 2017, "Bayesian analysis of Hong Kong's housing price dynamics," Pacific Economic Review, Wiley Blackwell, volume 22, issue 3, pages 312-331, August.

2016

  1. Hui, Cho-Hoi & Lo, Chi-Fai & Fong, Tom Pak-Wing, 2016, "Swiss franc's one-sided target zone during 2011–2015," International Review of Economics & Finance, Elsevier, volume 44, issue C, pages 54-67, DOI: 10.1016/j.iref.2016.03.004.
  2. Ahmed, Shamim & Liu, Xiaoquan & Valente, Giorgio, 2016, "Can currency-based risk factors help forecast exchange rates?," International Journal of Forecasting, Elsevier, volume 32, issue 1, pages 75-97, DOI: 10.1016/j.ijforecast.2015.01.010.
  3. Gino Cenedese & Richard Payne & Lucio Sarno & Giorgio Valente, 2016, "What Do Stock Markets Tell Us about Exchange Rates?," Review of Finance, European Finance Association, volume 20, issue 3, pages 1045-1080.
  4. He, Dong & Yu, Xiangrong, 2016, "Network effects in currency internationalisation: Insights from BIS triennial surveys and implications for the renminbi," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 203-229, DOI: 10.1016/j.jimonfin.2016.07.009.

2015

  1. Shu, Chang & He, Dong & Cheng, Xiaoqiang, 2015, "One currency, two markets: the renminbi's growing influence in Asia-Pacific," China Economic Review, Elsevier, volume 33, issue C, pages 163-178, DOI: 10.1016/j.chieco.2015.01.013.
  2. Lo, C.F. & Hui, C.H. & Fong, T. & Chu, S.W., 2015, "A quasi-bounded target zone model — Theory and application to Hong Kong dollar," International Review of Economics & Finance, Elsevier, volume 37, issue C, pages 1-17, DOI: 10.1016/j.iref.2014.10.010.
  3. Hui, Cho-Hoi & Fong, Tom Pak-Wing, 2015, "Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 174-190, DOI: 10.1016/j.iref.2015.02.011.
  4. Eric Wong & Kelvin Ho & Andrew Tsang, 2015, "Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong," Journal of Financial Perspectives, EY Global FS Institute, volume 3, issue 2, pages 93-102.
  5. Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2015, "Investor Cash Flow and Mutual Fund Behavior," Manchester School, University of Manchester, volume 83, issue 1, pages 56-71, January.
  6. Zijun Liu & Stephanie Quiet & Benedict Roth, 2015, "Banking sector interconnectedness: what is it, how can we measure it and why does it matter?," Bank of England Quarterly Bulletin, Bank of England, volume 55, issue 2, pages 130-138.
  7. Giorgio Valente, 2015, "Global Shock, Risks, and Asian Financial Reform edited by Iwan J. Azis and Hyun Song Shin (eds) Edward Elgar and Asian Development Bank , Cheltenham, UK; Northampton, MA, USA , 2014 Pp. 752. ISBN 978-1-78347-793-7," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, volume 29, issue 2, pages 116-117, November.
  8. Ahmed, Shamim & Valente, Giorgio, 2015, "Understanding the price of volatility risk in carry trades," Journal of Banking & Finance, Elsevier, volume 57, issue C, pages 118-129, DOI: 10.1016/j.jbankfin.2015.04.002.
  9. He, Dong & Liao, Wei & Wu, Tommy, 2015, "Hong Kong's growth synchronization with China and the US: A trend and cycle analysis," Journal of Asian Economics, Elsevier, volume 40, issue C, pages 10-28, DOI: 10.1016/j.asieco.2015.08.003.
  10. Wu, Tommy T., 2015, "Firm heterogeneity, trade, multinationals, and growth: A quantitative evaluation," Journal of International Economics, Elsevier, volume 97, issue 2, pages 359-375, DOI: 10.1016/j.jinteco.2015.07.004.
  11. Edwin L.-C. Lai & Xiangrong Yu, 2015, "Invoicing Currency in International Trade: An Empirical Investigation and Some Implications for the Renminbi," The World Economy, Wiley Blackwell, volume 38, issue 1, pages 193-229, January.
  12. Dong He & Honglin Wang & Xiangrong Yu, 2015, "Interest Rate Determination in China: Past, Present, and Future," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 255-277, December.

2014

  1. Langfield, Sam & Liu, Zijun & Ota, Tomohiro, 2014, "Mapping the UK interbank system," Journal of Banking & Finance, Elsevier, volume 45, issue C, pages 288-303, DOI: 10.1016/j.jbankfin.2014.03.031.
  2. Deb, Pragyan & Koo, Bonsoo & Liu, Zijun, 2014, "Competition, premature trading and excess volatility," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 178-193, DOI: 10.1016/j.jbankfin.2013.12.022.
  3. Dong He & Wenlang Zhang & Gaofeng Han & Tommy Wu, 2014, "Productivity Growth of the Nontradable Sectors in China," Review of Development Economics, Wiley Blackwell, volume 18, issue 4, pages 655-666, November.

2013

  1. Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2013, "Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 1073-1083, DOI: 10.1016/j.jbankfin.2012.11.004.
  2. Xiangbo Liu & Zijun Liu & Zhigang Qiu, 2013, "Stock Market Manipulation in the Presence of Fund Flows," Annals of Economics and Finance, Society for AEF, volume 14, issue 2, pages 483-491, November.
  3. Nucera, Federico & Valente, Giorgio, 2013, "Carry trades and the performance of currency hedge funds," Journal of International Money and Finance, Elsevier, volume 33, issue C, pages 407-425, DOI: 10.1016/j.jimonfin.2012.12.001.
  4. Paul Calem & Francisco Covas & Jason Wu, 2013, "The Impact of the 2007 Liquidity Shock on Bank Jumbo Mortgage Lending," Journal of Money, Credit and Banking, Blackwell Publishing, volume 45, issue , pages 59-91, August.
  5. Aramonte, Sirio & Giudice Rodriguez, Marius del & Wu, Jason, 2013, "Dynamic factor Value-at-Risk for large heteroskedastic portfolios," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4299-4309, DOI: 10.1016/j.jbankfin.2013.07.038.
  6. Game Aaron & Wu Jason, 2013, "A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis," Journal of Time Series Econometrics, De Gruyter, volume 5, issue 2, pages 163-192, April, DOI: 10.1515/jtse-2012-0020.
  7. Yu, Xiangrong, 2013, "Measurement error and policy evaluation in the frequency domain," Journal of Macroeconomics, Elsevier, volume 38, issue PB, pages 307-329, DOI: 10.1016/j.jmacro.2013.09.020.

2012

  1. Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012, "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, volume 115, issue 3, pages 496-499, DOI: 10.1016/j.econlet.2011.12.112.
  2. Giorgio Valente, 2012, "Introduction To The Special Issue Of Pacific Economic Review On Macro And Micro International Flows," Pacific Economic Review, Wiley Blackwell, volume 17, issue 3, pages 366-367, August.
  3. Daniel L. Thornton & Giorgio Valente, 2012, "Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective," The Review of Financial Studies, Society for Financial Studies, volume 25, issue 10, pages 3141-3168.
  4. Jason J. Wu, 2012, "Semiparametric forecast intervals," Journal of Forecasting, John Wiley & Sons, Ltd., volume 31, issue 3, pages 189-228, April.
  5. Jian Wang & Jason J. Wu, 2012, "The Taylor Rule and Forecast Intervals for Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, volume 44, issue 1, pages 103-144, February, DOI: j.1538-4616.2011.00470.x.
  6. Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012, "How would Capital Account Liberalization Affect China's Capital Flows and the Renminbi Real Exchange Rates?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, volume 20, issue 6, pages 29-54, November, DOI: j.1749-124X.2012.12001.x.

2011

  1. X. Cheng & P. Van Cayseele, 2011, "State Aid and Moral Hazard in Banking: The Case of China in the Late Nineties," Review of Business and Economic Literature, Intersentia, volume 56, issue 1, pages 10-30, March.
  2. Wong, Alfred Y-T. & Fong, Tom Pak Wing, 2011, "Analysing interconnectivity among economies," Emerging Markets Review, Elsevier, volume 12, issue 4, pages 432-442, DOI: 10.1016/j.ememar.2011.06.004.

2010

  1. Xiaoqiang Cheng & Hans Degryse, 2010, "The Impact of Bank and Non-Bank Financial Institutions on Local Economic Growth in China," Journal of Financial Services Research, Springer;Western Finance Association, volume 37, issue 2, pages 179-199, June, DOI: 10.1007/s10693-009-0077-4.
  2. Fong, Wai-Ming & Valente, Giorgio & Fung, Joseph K.W., 2010, "Covered interest arbitrage profits: The role of liquidity and credit risk," Journal of Banking & Finance, Elsevier, volume 34, issue 5, pages 1098-1107, May.
  3. Della Corte, Pasquale & Sarno, Lucio & Valente, Giorgio, 2010, "A century of equity premium predictability and the consumption-wealth ratio: An international perspective," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 313-331, June.

2009

  1. Lucio Sarno & Giorgio Valente, 2009, "Exchange Rates and Fundamentals: Footloose or Evolving Relationship?," Journal of the European Economic Association, MIT Press, volume 7, issue 4, pages 786-830, June.
  2. Valente, Giorgio, 2009, "International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore," Journal of International Money and Finance, Elsevier, volume 28, issue 6, pages 920-940, October.

2008

  1. Paul D. McNelis & Giorgio Valente, 2008, "Special issue on international financial markets and the macroeconomy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 13, issue 1, pages 1-1, DOI: 10.1002/ijfe.347.

2007

  1. Sarno, Lucio & Thornton, Daniel L. & Valente, Giorgio, 2007, "The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 42, issue 1, pages 81-100, March.

2006

  1. Sarno, Lucio & Valente, Giorgio, 2006, "Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how?," Journal of Banking & Finance, Elsevier, volume 30, issue 11, pages 3147-3169, November.
  2. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006, "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, volume 79, issue 3, pages 1193-1224, May, DOI: 10.1086/500674.
  3. Lucio Sarno & Giorgio Valente & Hyginus Leon, 2006, "Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle," Review of Finance, European Finance Association, volume 10, issue 3, pages 443-482, September, DOI: 10.1007/s10679-006-9001-z.

2005

  1. Giorgio Valente & Lucio Sarno, 2005, "Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 345-376, DOI: 10.1002/jae.787.
  2. Sarno, Lucio & Valente, Giorgio, 2005, "Empirical exchange rate models and currency risk: some evidence from density forecasts," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 363-385, March.
  3. Abhyankar, Abhay & Sarno, Lucio & Valente, Giorgio, 2005, "Exchange rates and fundamentals: evidence on the economic value of predictability," Journal of International Economics, Elsevier, volume 66, issue 2, pages 325-348, July.
  4. Sarno, Lucio & Thornton, Daniel L & Valente, Giorgio, 2005, "Federal Funds Rate Prediction," Journal of Money, Credit and Banking, Blackwell Publishing, volume 37, issue 3, pages 449-471, June.

2004

  1. Chong Kee Yip & Ka Fai Li, 2004, "Monetary Policy and Equilibrium Indeterminacy in a Cash-in-Advance Economy with Investment," Economics Bulletin, AccessEcon, volume 5, issue 2, pages 1-7.
  2. Lucio Sarno & Giorgio Valente & Mark E. Wohar, 2004, "Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes," Economic Inquiry, Western Economic Association International, volume 42, issue 2, pages 179-193, April.
  3. Giorgio Valente & Lucio Sarno, 2004, "Comparing the accuracy of density forecasts from competing models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 8, pages 541-557, DOI: 10.1002/for.930.
  4. Jagjit S. Chadha & Lucio Sarno & Giorgio Valente, 2004, "Monetary Policy Rules, Asset Prices, and Exchange Rates," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 3, pages 529-552, November.

2003

  1. Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003, "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, volume 60, issue 1, pages 61-83, May.
  2. Giorgio Valente, 2003, "Monetary policy rules and regime shifts," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 7, pages 525-535, DOI: 10.1080/0960310021000025001.

2002

  1. Riccardo Fiorito & Lorenzo Pecchi & Giorgio Valente, 2002, "The Market Value of Italian Government Debt, 1970-1996," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 61, issue 1, pages 1-28, June.

2000

  1. Lucio Sarno & Giorgio Valente, 2000, "The cost of carry model and regime shifts in stock index futures markets: An empirical investigation," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 20, issue 7, pages 603-624, August.

Chapters

2019

  1. Tom Fong & Gabriel Wu, 2019, "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".

2018

  1. Lillian Cheung & Eric Wong & Philip Ng & Ken Wong, 2018, "Assessing the impact of globalisation: Lessons from Hong Kong," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Globalisation and deglobalisation".

2015

  1. David Leung & Ceara Hui & Tom Fong & Alfred Wong, 2015, "The rise of Hong Kong’s corporate bond market: drivers and implications," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "What do new forms of finance mean for EM central banks?".

2010

  1. Frank Leung & Kevin Chow & Simon Chan, 2010, "Measures of trend inflation in Hong Kong," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Monetary policy and the measurement of inflation: prices, wages and expectations".

2008

  1. Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008, "The Cost Efficiency of Commercial Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 1, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_1.
  2. Jim Wong & Eric Tak-Chuen Wong & Tom Pak-Wing Fong & Ka-Fai Choi, 2008, "Competition in Hong Kong’s Banking Sector: A Panzar–Rosse Assessment," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 2, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_2.
  3. Jim Wong & Ka-Fai Choi & Tom Pak-Wing Fong, 2008, "A Framework for Stress Testing Banks’ Credit Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 11, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_11.
  4. Jim Wong & Laurence Kang-Por Fung & Tom Pak-Wing Fong & Cho-Hoi Hui, 2008, "Interest Rate Risk in the Pricing of Banks’ Mortgage Lending," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 5, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_5.
  5. Jim Wong & Eric Tak-Chuen Wong & Tom Pak-Wing Fong & Ka-Fai Choi, 2008, "Testing for Collusion in the Hong Kong Banking Sector," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 3, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_3.
  6. Jim Wong & Ka-Fai Choi & Tom Pak-Wing Fong, 2008, "Determinants of the Capital Level of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 8, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_8.
  7. Jim Wong & Laurence Kang-Por Fung & Tom Pak-Wing Fong & Angela Sze, 2008, "Residential Mortgage Default Risk in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 7, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_7.
  8. Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008, "Determinants of the Performance of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, chapter 4, in: Hans Genberg & Cho-Hoi Hui, "The Banking Sector in Hong Kong", DOI: 10.1057/9780230227378_4.

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