Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
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- 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.
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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)
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