Working Papers

From Hong Kong Institute for Monetary Research
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172013: Measurement Error and Policy Evaluation in the Frequency Domain

Xiangrong Yu

172012: China's Outward Direct Investment: Evidence from a New Micro Dataset

Wei Liao and Kevin Tsui

172011: Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles

Shuping Shi, Peter Phillips and Jun Yu

172010: The Composition Matters: Capital Inflows and Liquidity Crunch during a Global Economic Crisis

Hui Tong and Shang-Jin Wei

172009: The Empirics of China's Outward Direct Investment

Yin-Wong Cheung and Xingwang Qian

172008: The Optimal Currency Basket with Input Currency and Output Currency

Kang Shi and Juanyi Xu

172007: Productivity and Taxes as Drivers of FDI

Assaf Razin and Efraim Sadka

172006: Currency Appreciation and Current Account Adjustment

Michael Devereux and Hans Genberg

172005: The Impact on IPO Performance of More Stringent Listing Rules with a Pre-listing Earnings Requirement: Evidence from Hong Kong

Wai-yan Cheng, Yan-leung Cheung and Yuen-ching Tse

172004: Hong Kong's Exchange Rate Regimes in the Twentieth Century: The Story of Three Regime Changes

Tony Latter

172003: Foreign Versus Domestic Factors as Souces of Macroeconomic Fluctuations in Hong Kong

Hans Genberg

172002: Foreign Exchange Exposure and Exchange Rate Arrangements in East Asia

David Parsley and Helen Popper

162016: Risk-adjusted Covered Interest Parity: Theory and Evidence

Alfred Wong, David Leung and Calvin Ng

162015: China's Capital and "Hot" Money Flows: An Empirical Investigation

Tao Cai, Vinh Q. T. Dang and Jennifer Lai

162014: Does Bank Monitoring Matter to Bondholders?

Joel F. Houston, Chen Lin and Junbo Wang

162013: Monetary Policy and Bank Lending in China - Evidence from Loan-Level Data

Dong He and Honglin Wang

162012: Estimating Option-Implied Correlation between iTraxx Europe Financial and Corporate Sub-Indexes

Cho-hoi Hui, Chi-fai Lo and Chun-sing Lau

162011: Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?

Tin Cheuk Leung and Kwok Ping Tsang

162010: Renminbising China's Foreign Assets

Yin-Wong Cheung, Guonan Ma and Robert McCauley

162009: Honor Thy Creditors Beforan Thy Shareholders: Are the Profits of Chinese State-Owned Enterprises Real?

Giovanni Ferri and Li-Gang Liu

162008: Credit Crunch, Creditor Protection, and Asset Prices

Galina Hale, Assaf Razin and Hui Tong

162007: Solving for Country Portfolios in Open Economy Macro Models

Michael Devereux and Alan Sutherland

162006: Painful Transitions: The Impact of Economic Growth and Government Policies on Hong Kong's 'Chinese' Banks, 1945-70

Leo F. Goodstadt

162005: An Output Perspective on a Northeast Asia Currency Union

Yin-Wong Cheung and Jude Yuen

162004: A Dynamic Factor Model for Current-Quarter Estimates of Economic Activity in Hong Kong

Stefan Gerlach and Matthew S. Yiu

162003: Intervention in the Foreign Exchange Market in a Model with Noise Traders

Paul De Grauwe and Marianna Grimaldi

162002: Optimum Currency Area for Mainland HCina and Hong Kong? Empirical Tests

Shu-ki Tsang

152016: The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China

Hongyi Chen, Michael Funke and Andrew Tsang

152015: A Quasi-Bounded Model for Swiss Franc's One-Sided Target Zone During 2011-2015

C. H. Hui, C. F. Lo and Tom Fong

152014: Hong Kong's Growth Synchronisation with China and the U.S.: A Trend and Cycle Analysis

Dong He, Wei Liao and Tommy Wu

152013: Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit

Dong He and Robert McCauley

152012: Regulatory Arbitrage and International Bank Flows

Joel F. Houston, Chen Lin and Yue Ma

152011: What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics

Yu-Fu Chen, Michael Funke and Aaron Mehrotra

152010: Market Liquidity and Funding Liquidity: An Empirical Investigation

Giorgio Valente

152009: The Value of Making Commitments Externally: Evidence from WTO Accessions

Man-Keung Tang and Shang-Jin Wei

152008: Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans

Daniel Rosch and Harald Scheule

152007: An Evaluation of the Intermediation Role of Hong Kong in Chinese Foreign Trade

Xinhua He

152006: Exchange-Rate Arrangements and Financial Integration in East Asia: On a Collision Course?

Hans Genberg

152005: Inflation in Mainland China - Modelling a Roller Coaster Ride

Michael Funke

152004: Which Countries Export FDI and How Much?

Assaf Razin, Yona Rubinstein and Efraim Sadka

152003: China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration

Yin-Wong Cheung, Menzie Chinn and Eiji Fujii

152002: From "One Country, Two Systems" to Monetary Integration?

Shu-ki Tsang

152001: Financial Constraints and Exchange Rate Flexibility in Emerging Market Economies

Michael Devereux

142016: Offshore Renminbi Trading: Findings from the 2013 BIS Triennial Central Bank Survey

Yin-Wong CheungAuthor-Workplace-Name: City University of Hong Kong and Matthew S. Yiu

142015: Global Liquidity, Capital Inflows and House Prices in ASEAN Economies

Matthew S. Yiu and Sahminan Sahminan

142014: The Dragon is Flying West: Micro-Level Evidence of Chinese Outward Direct Investment

Wenjie Chen and Heiwai Tang

142013: China's Capital Controls - Through the Prism of Covered Interest Differentials

Yin-Wong Cheung and Risto Herrala

142012: Firm Survival and Financial Development: Evidence from a Panel of Emerging Asian Economies

Serafeim Tsoukas

142011: Composition of International Capital Flows: A Survey

Koralai Kirabaeva and Assaf Razin

142010: Where to Find Positive Productivity Spillovers from FDI in China: Disaggregated Analysis

Galina Hale, Cheryl Long and Hirotaka Miura