Details about Andrew Tsang
Access statistics for papers by Andrew Tsang.
Last updated 2024-02-06. Update your information in the RePEc Author Service.
Short-id: pts190
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Working Papers
2021
- Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy
WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory 
Also in MPRA Paper, University Library of Munich, Germany (2021)
2020
- The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (3)
See also Journal Article The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment, Economic Modelling, Elsevier (2020) View citations (5) (2020)
- Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) 
See also Journal Article Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets, Review of International Economics, Wiley Blackwell (2022) View citations (1) (2022)
2019
- Mapping China’s time-varying house price landscape
Working Papers, Banco de España View citations (2)
Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2017) 
See also Journal Article Mapping China’s time-varying house price landscape, Regional Science and Urban Economics, Elsevier (2019) View citations (2) (2019)
- Monetary policy shocks and peer-to-peer lending in China
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
- The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (2)
2018
- Not all cities are alike: House price heterogeneity and the design of macro-prudential policies in China
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
- The RMB Central Parity Formation Mechanism: August 2015 to December 2016
GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit 
See also Journal Article The RMB central parity formation mechanism: August 2015 to December 2016, Journal of International Money and Finance, Elsevier (2018) View citations (15) (2018)
2017
- The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis
Working Papers, Hong Kong Institute for Monetary Research View citations (3)
- The Renminbi central parity: An empirical investigation
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) 
Also in Working Papers, Hong Kong Institute for Monetary Research (2016) View citations (10) CESifo Working Paper Series, CESifo (2016) View citations (14)
- The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
- To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China
BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) 
See also Journal Article To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China, International Journal of Central Banking, International Journal of Central Banking (2020) View citations (8) (2020)
2016
- The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China
Working Papers, Hong Kong Institute for Monetary Research View citations (3)
Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2016)
- The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach
Working Papers, Hong Kong Institute for Monetary Research View citations (4)
2015
- Asynchronous Monetary Policies and International Dollar Credit
Working Papers, Hong Kong Institute for Monetary Research View citations (6)
- 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 View citations (6)
2014
- How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong
Working Papers, Hong Kong Institute for Monetary Research View citations (19)
- Implications of Liquidity Management of Global Banks for Host Countries - Evidence from Foreign Bank Branches in Hong Kong
Working Papers, Hong Kong Institute for Monetary Research View citations (6)
2008
- Exchange Rate Pass-Through to Domestic Inflation in Hong Kong
Working Papers, Hong Kong Monetary Authority View citations (10)
2007
- Hong Kong's Consumption Function Revisited
Working Papers, Hong Kong Monetary Authority View citations (4)
- How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption
Working Papers, Hong Kong Monetary Authority View citations (2)
2006
- Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China
Working Papers, Hong Kong Monetary Authority View citations (2)
- Estimating Demand for Narrow Money and Broad Money
Working Papers, Hong Kong Monetary Authority View citations (1)
- Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach
Working Papers, Hong Kong Monetary Authority View citations (1)
2005
- Adjusting For The Chinese New Year: An Operational Approach
Working Papers, Hong Kong Monetary Authority View citations (7)
Journal Articles
2023
- Containment measures during the COVID pandemic: The role of non-pharmaceutical health policies
Journal of Policy Modeling, 2023, 45, (1), 90-102 View citations (3)
- Impact of COVID-19 on ASEAN5 stock markets
Journal of the Asia Pacific Economy, 2023, 28, (4), 1392-1405
- Monetary policy shocks and resource misallocations in the Periphery: Evidence from Chinese provincial bond yields
Journal of International Money and Finance, 2023, 137, (C)
2022
- Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Review of International Economics, 2022, 30, (2), 606-628 View citations (1)
See also Working Paper Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets, BOFIT Discussion Papers (2020) (2020)
2021
- Spillover across sovereign bond markets between the US and ASEAN4 economies
Journal of Asian Economics, 2021, 76, (C) View citations (4)
- The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*
The Economic Record, 2021, 97, (316), 100-122 View citations (5)
2020
- Impact of US monetary policy rate shock and other external shocks on the Hong Kong economy: A factor‐augmented vector autoregression approach
Pacific Economic Review, 2020, 25, (1), 3-20 View citations (2)
- The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment
Economic Modelling, 2020, 93, (C), 465-473 View citations (5)
See also Working Paper The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment, BOFIT Discussion Papers (2020) View citations (3) (2020)
- To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China
International Journal of Central Banking, 2020, 16, (5), 49-94 View citations (8)
See also Working Paper To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China, BOFIT Discussion Papers (2017) (2017)
2019
- Mapping China’s time-varying house price landscape
Regional Science and Urban Economics, 2019, 78, (C) View citations (2)
See also Working Paper Mapping China’s time-varying house price landscape, Working Papers (2019) View citations (2) (2019)
2018
- The RMB central parity formation mechanism: August 2015 to December 2016
Journal of International Money and Finance, 2018, 86, (C), 223-243 View citations (15)
See also Working Paper The RMB Central Parity Formation Mechanism: August 2015 to December 2016, GRU Working Paper Series (2018) (2018)
2016
- How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks - Evidence from Hong Kong
International Real Estate Review, 2016, 19, (1), 120-149 View citations (5)
2015
- Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong
Journal of Financial Perspectives, 2015, 3, (2), 93-102 View citations (7)
- International Banking and Liquidity Risk Transmission: Evidence from Hong Kong S.A.R
IMF Economic Review, 2015, 63, (3), 515-541 View citations (3)
2008
- Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation
China & World Economy, 2008, 16, (6), 22-34 View citations (6)
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