| WP No.41 / 2011 |
The Effect of Capital Flow Management Measures in Five Asian Economies on the Foreign Exchange Market
by Matthew S. Yiu
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| WP No.40 / 2011 |
Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011
by Cho-Hoi Hui and Tom Fong
(Published in International Review of Economics and Finance, Vol. 40, (2015), pp. 174–190, with a new title "Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013")
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| WP No.39 / 2011 |
Exchange Rates and the Margins of Trade: Evidence from Chinese Exporters
(Published in CESIfo Economic Studies, 58(4), Dec, 2012, pp. 671-702.)
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| WP No.38 / 2011 |
The Great Retrenchment: International Capital Flows During the Global Financial Crisis
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| WP No.37 / 2011 |
Love Thy Neighbor: Income Distribution and Housing Preferences
(Published in Journal of Housing Economics, Volume 21, Issue 4, December 2012, Pages 322-335)
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| WP No.36 / 2011 |
Exchange Rate Dynamics Under Alternative Optimal Interest Rate Rules
(Published in Pacific-Basin Finance Journal, Volume 20, Issue 1, January 2012, Pages 122–150)
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| WP No.35 / 2011 |
Preference Relativity, Ambiguity and Social Welfare Evaluation
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| WP No.34 / 2011 |
The Cross-Section of Country News, Decoupling Expectations, and Global Business Cycles
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| WP No.33 / 2011 |
Explaining Share Price Disparity with Parameter Uncertainty: Evidence from Chinese A- and H-Shares
by Tsz-Kin CHUNG, Ka-Fai LI and Cho-Hoi HUI
(Published in the Journal of Banking and Finace, Vol. 37, (2013), pp. 1073–1083.)
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| WP No.32 / 2011 |
Geopolitics, Global Patterns of Oil Trade, and China’s Oil Security Quest
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| WP No.31 / 2011 |
Give Credit where Credit is Due: Tracing Value Added in Global Production Chains
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| WP No.30 / 2011 |
Sectoral Labor Adjustment and Monetary Policy in a Small Open Economy
(Published in the Journal of Macroeconomics, Volume 33, Issue 4, December 2011, Pages 634–643)
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| WP No.29 / 2011 |
Equity Prices and Equity Flows: Testing Theory of the Information-Efficiency Tradeoff
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| WP No.28 / 2011 |
Anchoring and Loss Aversion in the Housing Market: Implications on Price Dynamics
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| WP No.27 / 2011 |
The Real Exchange Rate, Real Interest Rates, and the Risk Premium
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| WP No.26 / 2011 |
The Implementation of Monetary Policy in China: The Interbank Market and Bank Lending
(Revised version is published in International Finance Review (2013), Vol 14, pp.31-69.)
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| WP No.25 / 2011 |
Inflation Targeting and Inflation Persistence in Asia-Pacific
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| WP No.24 / 2011 |
Can Securitization Work? Economic, Structural and Policy Considerations
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| WP No.23 / 2011 |
Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
(Published in the Pacific-Basin Finance Journal, Volume 20, Issue 3, June 2012, Pages 521–541)
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| WP No.22 / 2011 |
Concocting Marketable Cocos |
| WP No.21 / 2011 |
Dual-Track Interest Rates and the Conduct of Monetary Policy in China
by Dong He and Honglin Wang
(Published in China Economic Review, Volume 23, Issue 4, December 2012, Pages 928–947)
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| WP No.20 / 2011 |
Sailing through this Storm? Capital Flows in Asia during the Crisis
(Published in Pacific Economic Review, Volume 17, Issue 3, pages 467–488, August 2012)
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| WP No.19 / 2011 |
House Price, Mortgage Premium, and Business Fluctuations
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| WP No.18 / 2011 |
Securitization Rating Performance and Agency Incentives
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| WP No.17 / 2011 |
Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles
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| WP No.16 / 2011 |
Can Anchoring and Loss Aversion Explain the Predictability in the Housing Market?
(Published in the Pacific Economic Review, Volume 18, Issue 1, pages 41–59, February 2013)
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| WP No.15 / 2011 |
What Drives Urban Consumption in Mainland China? The Role of Property Price Dynamics
(Published in Pacific Economic Review, Volume 22, Issue 3, August 2017, Pages 383-409)
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| WP No.14 / 2011 |
Composition of International Capital Flows: A Survey
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| WP No.13 / 2011 |
China’s Outward Direct Investment in Africa
(Published in Review of International Economics, Volume 20, Issue 2, pages 201–220, May 2012)
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| WP No.12 / 2011 |
Channels of Interprovincial Risk Sharing in China
(Published in Journal of Comparative Economics, Volume 39, Issue 3, September 2011, Pages 383–405)
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| WP No.11 / 2011 |
Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
(Published in the Quarterly Review of Economics and Finance, Volume 52, Issue 2, May 2012, Pages 198–206)
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| WP No.10 / 2011 |
Risk Management and Managerial Efficiency in Chinese Banks: A Network DEA Framework
(Published in Omega: The International Journal of Management Science, 41 (2013), 207-215)
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| WP No.09 / 2011 |
How Different are FDI and FPI Flows?: Does Distance Alter the Composition of Capital Flows?
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| WP No.08 / 2011 |
Renminbi Going Global
(Published in China & World Economy, Volume 19, Issue 2, pages 1–18, March-April 2011)
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| WP No.07 / 2011 |
The Effects of Public Listing on the Performance of Banks in China
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| WP No.06 / 2011 |
Asian Business Cycle Synchronisation
by Dong He and Wei Liao
(Published in Pacific Economic Review, Volume 17, Issue 1, pages 106–135, February 2012.)
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| WP No.05 / 2011 |
The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market
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| WP No.04 / 2011 |
Nowcasting Chinese GDP: Information Content of Economic and Financial Data
by Matthew S. Yiu and Kenneth K. Chow
(Published in China Economic Journal, 2010, Volume 3, Issue 3, Pages 223 – 240)
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| WP No.03 / 2011 |
Asset Price and Monetary Policy – The Effect of Expectation Formation
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| WP No.02 / 2011 |
Effects of Liquidity on the Nondefault Component of Corporate Yield Spreads: Evidence from Intraday Transactions Data
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| WP No.01 / 2011 |
A Macro-Finance Approach to Exchange Rate Determination
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