Working Papers

From Hong Kong Institute for Monetary Research
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022015: The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises

Simon Kwan, Eric T.C. Wong and Cho-hoi Hui

022014: Multiproduct Firms, Export Product Scope, and Trade Liberalization: The Role of Managerial Efficiency

Larry Qiu and Miaojie Yu

022013: China's Monetary Policy Communication: Money Markets not only Listen, They also Understand

Alicia Garcia-Herrero and Eric Girardin

022012: China's Financial Reforms: Why Dysfunctional Banking Survives

Leo F. Goodstadt

022011: Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data

Song Han and Hao Zhou

022010: Information Content of Order Flow and Cross-market Portfolio Rebalancing: Evidence for the Chinese Stock, Treasury and Corporate Bond Markets

Eric Girardin, Dijun Tan and Woon K. Wong

022009: The Evolution of the Hong Kong Currency Board During Global Exchange Rate Instability: Evidence from the Exchange Fund Advisory Committee 1967-1973

Catherine Schenk

022008: Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects

Rasmus Fatum and Michael Hutchison

022007: Rules versus discretion in managing the Hong Kong dollar, 1983-2006

Tony Latter

022006: Monetary and Exchange Rate Policy Coordination in ASEAN+1

William Branson and Conor N. Healy

022005: Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration

Ronald Balvers and Yangru Wu

022004: Transfer Problem Dynamics: Macroeonomics of the Franco-Prussian War Indemnity

Michael Devereux and Gregor Smith

022003: Synchronized Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate

Ronald McKinnon and Gunther Schnabl

022002: Inflation Targeting - The Holy Grail of Monetary Policy?

Hans Genberg

022001: Currency Substitution between Hong Kong Dollar and Renminbi in South China

Kenneth Chan

022000: Contagion Effects, Informational Effects, and Economic Fundamentals: An Analysis of Exchange Rate Dynamics during the Asian Currency Crisis

Kam-hon Chu, Bob Y. C. Chan and Chor-yiu Sin

012017: Effects of Capital Flow on the Equity and Housing Markets in Hong Kong

Yin-Wong Cheung, Kenneth K. Chow and Matthew S. Yiu

012016: Do banks extract informational rents through collateral?

Bing Xu, Honglin Wang and Adrian Rixtel

012015: The Internationalisation of the Renminbi as an Investing and a Funding Currency: Analytics and Prospects

Dong He, Paul Luk and Wenlang Zhang

012014: The Role of Foreign Banks in Monetary Policy Transmission: Evidence from Asia during the Crisis of 2008-9

Bang Jeon and Ji Wu

012013: Rental Adjustment and Housing Prices: Evidence from Hong Kong's Residential Property Market

Honglin Wang, Chu Zhang and Weihang Dai

012012: Detecting Bubbles in the Hong Kong Residential Property Market: An Explosive-Pattern Approach

Matthew S. Yiu and Lu Jin

012011: A Macro-Finance Approach to Exchange Rate Determination

Yu-chin Chen and Kwok Ping Tsang

012010: The Global Crisis: Why Laisser-faire Hong Kong Prefers Regulation

Leo F. Goodstadt

012009: A Fragile Prosperity: Government Policy and the Management of Hong Kong's Economic and Social Development

Leo F. Goodstadt

012008: The External Wealth of China: An Investigation from the International Balance Sheet Perspective

Andrew Sheng and Allen Ng

012007: Expiration-Day Effects - An Asian Twist

Joseph K.W. Fung and Haynes H.M. Yung

012006: Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?

Paul McNelis and Salih Neftci

012005: The Impact of Macroeconomic and Regulatory Factors on Bank Efficiency: A Non-Parametric Analysis of Hong Kong's Banking System

Leigh Drake, Maximilian Hall and Richard Simper

012004: The Relationship between Consumption, Income and Wealth in Hong Kong

Joanne Cutler

012003: Inlation in Hong Kong, SAR- In Search of a Transmission Mechanism

Hans Genberg and Laurent Pauwels

012002: A Currency Board Model of Hong Kong

Yue Ma, Guy Meredith and Matthew S. Yiu

012001: The Internationalisation of Hong Kong Dollar: An Analytical Framework

Kenneth Chan

012000: Banking and Currency Crises: How Common Are The Twins?

Reuven Glick and Michael Hutchison