WP No. 20/2020
What Drives Dollar Funding Stress in Distress?
by Yuewen Tang and Alfred Wong
(Forthcoming in the International Journal of Central Banking)
WP No. 19/2020
Jumpstarting an International Currency
by Saleem Bahaj and Ricardo Reis
WP No. 18/2020
 Foreign exchange dynamics and reserve accumulation under capital flows
by Cho-Hoi Hui and Chi-Fai Lo
WP No. 17/2020
Monetary Policy Uncertainty in China
by Hongyi Chen and Peter Tillmann
(Published in Journal of International Money and Finance, Volume 110, February 2021, Article 102309)
WP No. 16/2020
Can Human Capital and Asset Management Improve the Financial Performance of Older Age Groups? Evidence from Europe
by Isaac Ehrlich and Jong Kook Shin
WP No. 15/2020
Multiple Monetary Policy Instruments, Foreign Exchange Intervention, and Exchange Rate in China
WP No. 14/2020
Diversification, efficiency and risk of banks: New consolidating evidence from emerging economies
by Bang Nam Jeon, Ji Wu, Limei Chen and Minghua Chen
WP No. 13/2020
Optimal credit, monetary, and fiscal policy under occasional financial frictions and the zero lower bound
by Shifu Jiang
WP No. 12/2020
Crude oil price dynamics with crash risk under fundamental shocks
by Cho-Hoi Hui, Chi-Fai Lo, Chi-Hin Cheung and Andrew Wong
(Accepted by the North American Journal of Economics and Finance)
WP No. 11/2020
Aggregate and Bank-specific Information in Bank Stress Tests
by Mei Li
WP No. 10/2020
Mispricing Firm-level Productivity
by Tze Chuan ‘Chewie’ Ang, F.Y. Eric C. Lam and K. C. John Wei
(Forthcoming in the Journal of Empirical Finance Volume 58, September 2020, Pages 139-163)
WP No. 09/2020
The economics of the greenium: How much is the world willing to pay to save the Earth?
by Peter Lau, Angela Sze, Wilson Wan and Alfred Wong
WP No. 08/2020
The Impact of Fintech Innovations on the Hong Kong Banking Industry
by Jim Wong and Kelvin Ho
WP No. 07/2020
International Payment Flows and the Potential of the RMB as a Significant Payment Currency
by Edwin L.C. Lai
WP No. 06/2020
The Effect of Government Reference Bonds on Corporate Borrowing Costs: Evidence from a Natural Experiment
by Mark J. Flannery, Claire Yurong Hong, and Baolian Wang
WP No. 05/2020
The Cost of Bank Regulatory Capital
by Matthew Plosser and Joao Santos
WP No. 04/2020
Oceans Apart? China and Other Systemically Important Economies
WP No. 03/2020
Impacts of benchmark-driven investment on volatility and connectivity of emerging market capital flows
by Peter Lau, Angela Sze and Alfred Wong
WP No. 02/2020
Risk and Return of Online Channel Adoption in the Banking Industry
by Dongwei He, Chun-Yu Ho and Li Xu
WP No. 01/2020
Funding Decisions in Online Marketplace Lending