Details about Ka Fai Li

Access statistics for papers by Ka Fai Li.

Last updated 2013-07-04. Update your information in the RePEc Author Service.

Short-id: pli796

Working Papers

2012

1. Determinants and Dynamics of Price Disparity in Onshore and Offshore Renminbi Forward Exchange Rate Markets
   Working Papers, Hong Kong Institute for Monetary Research View citations (17)

2011

2. Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares
   Working Papers, Hong Kong Institute for Monetary Research View citations (1)
   See also Journal Article Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares, Journal of Banking & Finance, Elsevier (2013) View citations (29) (2013)
3. Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kong's Experience and Cross-Country Evidence
   Working Papers, Hong Kong Monetary Authority View citations (86)

Journal Articles

2013

1. Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares
   Journal of Banking & Finance, 2013, 37, (3), 1073-1083 View citations (29)
   See also Working Paper Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares, Working Papers (2011) View citations (1) (2011)

2004

2. Monetary Policy and Equilibrium Indeterminacy in a Cash-in-Advance Economy with Investment
   Economics Bulletin, 2004, 5, (2), 1-7 View citations (5)