| WP No.25 / 2008 |
Navigating the Trilemma: Capital Flows and Monetary Policy in China
(Published in the Journal of Asian Economics, 2009, 20(3): 205-224)
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| WP No.24 / 2008 |
Elasticity Optimism
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| WP No.23 / 2008 |
International Macroeconomic Fluctuations: A New Open Economy Macroeconomics Interpretation
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| WP No.22 / 2008 |
Double Signals or Single Signal? An Investigation of Insider Trading Around Share Repurchases
(Published in Journal of International Financial Markets, Institutions and Money Volume 20, Issue 4, October 2010, Pages 376-388)
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| WP No.21 / 2008 |
Does the DiPasquale-Wheaton Model Explain the House Price Dynamics in China Cities?
by Kenneth K. Chow, Matthew S. Yiu, Charles Ka Yui Leung and Dickson C. Tam
(Published in International Real Estate Review, 2011, Vol. 14 No. 1: 85 – 117. The new title is "House Market in Chinese Cities: Dynamic Modeling, In-Sampling Fitting and Out-of-Sample Forecasting")
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| WP No.20 / 2008 |
Return, Trading Volume, and Market Depth in Currency Futures Markets
(Published in International Journal of Applied Economics, 2008, 5(2): 1-23)
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| WP No.19 / 2008 |
What Future for the Hong Kong Dollar Corporate Bond Market?
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| WP No.18 / 2008 |
Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility
(Published in the Global Finance Journal, 2011, vol 22, issue 2, pg. 83-210)
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| WP No.17 / 2008 |
The Optimal Currency Basket with Input Currency and Output Currency
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| WP No.16 / 2008 |
Credit Crunch, Creditor Protection, and Asset Prices
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| WP No.15 / 2008 |
Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans
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| WP No.14 / 2008 |
Evidence on the External Finance Premium from the US and Emerging Asian Corporate Bond Markets
(Published in Journal of Banking and Finance 36, 3048-3059, November 2012.)
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| WP No.13 / 2008 |
Are All Measures of International Reserves Created Equal? An Empirical Comparison of International Reserve Ratios
(Published in the Economics: The Open-Access, Open-Assessment E-Journal, 2008, 2(15): 1-61)
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| WP No.12 / 2008 |
Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis
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| WP No.11 / 2008 |
Trends and Drivers of Bilateral FDI Flows in Developing Asia
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| WP No.10 / 2008 |
Input Substitution, Export Pricing, and Exchange Rate Policy
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| WP No.09 / 2008 |
Stability Tests for Heterogeneous Panel Data
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| WP No.08 / 2008 |
FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value
(Published in Journal of Banking & Finance, Volume 34, Issue 5, May 2010, Pages 1098-1107. The new title is "Covered Interest Arbitrage Profits: The Role of Liquidity and Credit Risk")
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| WP No.07 / 2008 |
Hoarding of International Reserves: A Comparison of the Asian and Latin American Experiences
(Published in Exchange Rate, Monetary and Financial Issues and Policies in Asia, 2008)
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| WP No.06 / 2008 |
Too Much for Self-Insurance? Asian Foreign Reserves
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| WP No.05 / 2008 |
Banking In China: Are New Tigers Supplanting the Mammoths?
(Published in Journal of Banking & Finance, Volume 33, Issue 1, January 2009, Pages 131-140. The new title is "Are New Tigers Supplanting Old Mammoths in China's Banking System? Evidence from a Sample of City Commercial Banks".)
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| WP No.04 / 2008 |
Assessing Credit Risk of Companies with Mean-Reverting Leverage Ratios
(Published in The Journal of Risk Model Validation, Volume 6/Number 3, Fall 2012, page 27-49 with a new title "Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?")
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| WP No.03 / 2008 |
Markets and Housing Finance
(Published in Journal of Housing Economics, 2008, 17: 239-251)
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| WP No.02 / 2008 |
Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects
(Published in Journal of International Money and Finance, Volume 29, Issue 3, April 2010, Pages: 570-584)
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| WP No.01 / 2008 |
The External Wealth of China: An Investigation from the International Balance Sheet Perspective
by Andrew Sheng and Allen Ng
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