WP No. 17/2019 |
Toward understanding short-selling activity: Demand and Supply
by Cheung Adrian, Kot Hung Wan, Lam Eric and Leung Harry
(Published in Accounting & Finance, Volume 60, Issue 3, September 2020, Pages 2203-2230)
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WP No. 16 / 2019 |
Interest Rate Differentials Under an Exchange Rate Convertibility Zone: A Carry Trade Perspective
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WP No. 15 / 2019 |
Risk of window dressing: Quarter-end spikes in the Japanese yen Libor-OIS spread
by Mayu Kikuchi, Alfred Wong and Jiayue Zhang
(Published in Journal of Regulatory Economics 56(2): 149-166.)
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WP No. 14 / 2019 |
Complexity of global banks and their foreign operation in Hong Kong
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WP No.13 / 2019 |
The Natural Level of Capital Flows
(Published in Journal of Monetary Economics, Volume 130, September 2022, pages 1-16)
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WP No.12 / 2019 |
What is the Real Relationship between Cash Holdings and Stock Returns?
by Chewie Ang, Eric Lam, Tai Ma, Shujing Wang and John Wei
(Published in International Review of Economics & Finance, Volume 64, November 2019, Pages 513-528)
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WP No.11/2019 |
Does Bitcoin behave as a currency?: A standard monetary model approach
by Cho-Hoi Hui, Chi-Fai Lo, Po-Hon Chau and Andrew Wong
(Published in International Review of Financial Analysis, Volume 70, July 2020, 101518)
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WP No.10 / 2019 |
Local Currency Bond Returns in Emerging Economies and the Role of Foreign Investors
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WP No.09 / 2019 |
Predicting China's Monetary Policy with Forecast Combinations
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WP No.08 / 2019 |
Quantitative Easing
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WP No.07 / 2019 |
Global Drivers of Gross and Net Capital Flows
(Published in Journal of International Economics, Volume 128, January 2021, 103397)
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WP No.06 / 2019 |
The unintended consequences of regulation: Evidence from China’s interbank market
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WP No.05 / 2019 |
The Dilemma and International Macroprudential Policy: Is Capital Flow Management Effective?
(Published in Journal of International Money and Finance, Volume 118, November 2021, 102451)
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WP No.04 / 2019 |
Limits-to-arbitrage, Investment Frictions, and the Investment Effect: New Evidence
by Eric Lam, Ya Li, Wikrom Prombutr and John Wei
(Published in European Financial Management, Volume 26, Issue 1, January 2020, Pages 3-43)
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WP No.03 / 2019 |
Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?
by Tom Fong and Gabriel Wu
(Published in North American Journal of Economics and Finance, Volume 51, January 2020, Article 101105)
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WP No.02 / 2019 |
Demographic changes and inflation dynamics
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WP No.01 / 2019 |
From a Quantity to an Interest Rate-Based Framework: Multiple Monetary Policy Instruments and Their Effects in China
(Published in Journal of Money, Credit and Banking, Volume 54, Issue 7, Pages 2103-2123, October 2022)
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