| WP No.27 / 2015 |
China: Credit, Collateral, and Commodity Prices
by Shaun K. Roache and Marina Rousset
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| WP No.26 / 2015 |
Elastic Attention, Risk Sharing, and International Comovements
(Published in Journal of Economic Dynamics and Control, Volume 79, June 2017, pages 1-20)
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| WP No.25 / 2015 |
The Nexus of Official and Illicit Capital Flows – The Case of Hong Kong
(Published in Pacific Economic Review, Volume 22, Issue 3)
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| WP No.24 / 2015 |
Accounting for Sovereign Tail Risk in Emerging Economies: The Role of Global and Domestic Risk Factors
by Tom Fong, Ka-Fai Li and John Fu
(Published at Emerging Markets Review, Volume 34, March 2018, Pages 98-110 )
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| WP No.23 / 2015 |
Exploring Determinants of Firms’ Participation in the New Offshore Renminbi Debt Securities Market
(Published in Oxford Economic Papers, Volume 66, Issue 1, January 2014, pages 227-253)
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| WP No.22 / 2015 |
Fundamentals and the Volatility of Real Estate Prices in China: A Sequential Modelling Strategy
(Published in China Economic Review, Volume 48, April 2018, pages 205-222)
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| WP No.21 / 2015 |
Term-Structure Modelling at the Zero Lower Bound: Implications for Estimating the Term Premium
by Tsz-Kin Chung, Cho-Hoi Hui and Ka-Fai Li
(Published in Finance Research Letters Vol. 21, (2017), Pages 100-106. The new title is "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium")
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| WP No.19 / 2015 |
Asynchronous Monetary Policies and International Dollar Credit
by Dong He, Eric Wong, Andrew Tsang and Kelvin Ho
(Published in Pacific Economic Review, Volume 23, Issue 1, February 2018, Pages 95-108. New Title: "Divergent Monetary Policies and International Dollar Credit: Evidence from Bank-Level Data")
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| WP No.18 / 2015 |
Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets
by Cho-Hoi Hui, Chi-Fai Lo, Xiao-Fen Zheng and Tom Fong
(Published in International Journal of Financial Engineering, Volume 5, Issue 2, June 2018, 1850010. New title: "Probabilistic Approach to Measuring Early-Warning Signals of Systemic Contagion Risk")
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| WP No.17 / 2015 |
Capital Market Financing, Firm Growth, and Firm Size Distribution
(Published in Journal of International Money and Finance, Volume 118, November 2021, 102459)
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| WP No.16 / 2015 |
China’s Capital and “Hot” Money Flows: An Empirical Investigation
(Published in Pacific Economic Review, Vol. 21, Issue 3, (2016), pp. 276-294)
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| WP No.15 / 2015 |
Swiss Franc’s One-Sided Target Zone during 2011-2015
by C. H. Hui, C. F. Lo and T. Fong
(Published in International Review of Economics and Finance, Vol. 44, (2016), pp. 54–67)
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| WP No.14 / 2015 |
Global Liquidity, Capital Inflows and House Prices in ASEAN Economies
by Matthew S. Yiu and Sahminan Sahminan
(Published in International Real Estate Review, Vol.20(1), (Spring 2017), pages 105-126.)
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| WP No.13 / 2015 |
How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions?
by Tom Fong, Ceara Hui and Alfred Wong
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| WP No.12 / 2015 |
Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control
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| WP No.11 / 2015 |
Measuring the On-Going Changes in China’s Capital Flow Management: A De Jure and a Hybrid Index Data Set
(Published in China Economic Review, Volume 38, April 2016, Pages 167-182. New Title:" Measuring On-Going Changes in China's Capital Controls: A De Jure and a Hybrid Index Data Set")
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| WP No.10 / 2015 |
Corporate Leverage in China: Why has It Increased Fast in Recent Years and Where do the Risks Lie?
by Wenlang Zhang, Gaofeng Han, Brian Ng and Steven Chan
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| WP No.09 / 2015 |
Anti-Comparative Advantage: A Puzzle in U.S.-China Bilateral Trade
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| WP No.08 / 2015 |
The International Transmission of U.S. Monetary Policy: New Evidence from Trade Data
(Published in Journal of Development Economics, Volume 133, July 2018, pages 33-41)
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| WP No.07 / 2015 |
What Measures Chinese Monetary Policy?
(Published in Journal of International Money and Finance, Volume 59, Issue C, 2015, Pages 263-286)
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| WP No.06 / 2015 |
Meta-Analysis of Chinese Business Cycle Correlation
(Published in Pacific Economic Review, Volume 23, Issue 3)
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| WP No.05 / 2015 |
The Domestic Segment of Global Supply Chains in China under State Capitalism
(Published in Journal of Comparative Economics, Volume 48, Issue 4, December 2020, pages 797-821)
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| WP No.04 / 2015 |
International Asset Allocations and Capital Flows: The Benchmark Effect
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| WP No.03 / 2015 |
Capital Management and Leverage of Foreign Bank Subsidiaries in a Host Country: A Case in Hong Kong
by Kelvin Ho, Cho-Hoi Hui, Ka-Fai Li and Jim Wong
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| WP No.02 / 2015 |
The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises
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| WP No.01 / 2015 |
The Internationalisation of the Renminbi as an Investing and a Funding Currency: Analytics and Prospects
by Dong He, Paul Luk and Wenlang Zhang
(Published in Pacific Economic Review, Volume 21, Issue 3, August 2016)
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