Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
Download full text from publisher
References listed on IDEAS
- Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005.
"Assessing High House Prices: Bubbles, Fundamentals and Misperceptions,"
Journal of Economic Perspectives,
American Economic Association, vol. 19(4), pages 67-92, Fall.
- Charles P. Himmelberg & Christopher J. Mayer & Todd Sinai, 2005. "Assessing high house prices: bubbles, fundamentals, and misperceptions," Staff Reports 218, Federal Reserve Bank of New York.
- Charles Himmelberg & Christopher Mayer & Todd Sinai, 2005. "Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions," NBER Working Papers 11643, National Bureau of Economic Research, Inc.
- Dong He & Wenlang Zhang & Jimmy Shek, 2007.
"How Efficient Has Been China'S Investment? Empirical Evidence From National And Provincial Data,"
Pacific Economic Review,
Wiley Blackwell, vol. 12(5), pages 597-617, December.
- Dong He & Wenlang Zhang & Jimmy Shek, 2006. "How Efficient Has Been China's Investment? Empirical Evidence from National and Provincial Data," Working Papers 0619, Hong Kong Monetary Authority.
- James M. Poterba, 1984. "Tax Subsidies to Owner-Occupied Housing: An Asset-Market Approach," The Quarterly Journal of Economics, Oxford University Press, vol. 99(4), pages 729-752.
- Wu, Jing & Gyourko, Joseph & Deng, Yongheng, 2012.
"Evaluating conditions in major Chinese housing markets,"
Regional Science and Urban Economics,
Elsevier, vol. 42(3), pages 531-543.
- Jing Wu & Joseph Gyourko & Yongheng Deng, 2010. "Evaluating Conditions in Major Chinese Housing Markets," NBER Working Papers 16189, National Bureau of Economic Research, Inc.
- John Geanakoplos & Ana Fostel, 2008. "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, vol. 98(4), pages 1211-1244, September.
- Harding, John P. & Rosenthal, Stuart S. & Sirmans, C.F., 2007. "Depreciation of housing capital, maintenance, and house price inflation: Estimates from a repeat sales model," Journal of Urban Economics, Elsevier, vol. 61(2), pages 193-217, March.
- Frank Leung & Kevin Chow & Gaofeng Han, 2008. "Long-term and Short-term Determinants of Property Prices in Hong Kong," Working Papers 0815, Hong Kong Monetary Authority.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chen Yu-Fu & Funke Michael & Glanemann Nicole, 2013.
"Off-the-record target zones: theory with an application to Hong Kong’s currency board,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 17(4), pages 373-393, September.
- Nicole GLANEMANN & Michael FUNKE & Yu-Fu CHEN, "undated". "Off-the-Record Target Zones: Theory with an Application to Hong Kong´s Currency Board," EcoMod2010 259600064, EcoMod.
- Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2010. "Off-the-record target zones : Theory with an application to Hong Kong's currency board," BOFIT Discussion Papers 6/2010, Bank of Finland, Institute for Economies in Transition.
- Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2010. "Off-the-Record Target Zones: Theory with an Application to Hong Kongs Currency Board," SIRE Discussion Papers 2010-38, Scottish Institute for Research in Economics (SIRE).
- Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2010. "Off-the-Record Target Zones: Theory with an Application to Hong Kong’s Currency Board," Dundee Discussion Papers in Economics 235, Economic Studies, University of Dundee.
- Michael Funke & Yu-Fu Chen & Nicole Glanemann, 2010. "Off-the-record target zones: Theory with an application to Hong Kong's currency board," Quantitative Macroeconomics Working Papers 21006, Hamburg University, Department of Economics.
- Lera, Sandro Claudio & Sornette, Didier, 2016. "Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 28-47.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Laurence Fung & Ip-wing Yu, 2007. "Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar," Working Papers 0719, Hong Kong Monetary Authority.
- Dong He & Frank Leung & Philip Ng, 2007. "How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates?," Working Papers 0717, Hong Kong Monetary Authority.
More about this item
KeywordsLinked Exchange Rate system; target zone; mean reversion; bounded process;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-12-08 (All new papers)
- NEP-CBA-2007-12-08 (Central Banking)
- NEP-CNA-2007-12-08 (China)
- NEP-MON-2007-12-08 (Monetary Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hkg:wpaper:0713. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Simon Chan). General contact details of provider: http://edirc.repec.org/data/magovhk.html .
We have no references for this item. You can help adding them by using this form .