//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"HKIMR working paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Covered interest arbitrage pro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Liquidity
4
Liquidität
4
Market liquidity
4
Marktliquidität
4
Risikoprämie
4
Risk premium
4
Bond market
3
Capital income
3
Emerging economies
3
Hong Kong
3
Hongkong
3
Kapitaleinkommen
3
Rentenmarkt
3
Schwellenländer
3
Ankündigungseffekt
2
Anleihe
2
Announcement effect
2
Bond
2
CAPM
2
Capital mobility
2
Devisenmarkt
2
Foreign exchange market
2
Government securities
2
Interest rate
2
Interest rate parity
2
Kapitalmobilität
2
Public bond
2
Staatspapier
2
Theorie
2
Theory
2
USA
2
United States
2
Welt
2
World
2
Yield curve
2
Zins
2
Zinsparität
2
Zinsstruktur
2
Öffentliche Anleihe
2
2000-2007
1
more ...
less ...
Online availability
All
Free
12
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
Author
All
Valente, Giorgio
9
Fung, Joseph K. W.
5
Chan, Wing Hong
1
Che, Sanry Y. S.
1
Davis, Scott
1
Fong, Wai-ming
1
Ho, Wai-Yip Alex
1
Hördahl, Peter
1
Jiang, George J.
1
Lam, Eric
1
Lo, Ingrid
1
Lu, Jin
1
Menkveld, Albert J.
1
Moinas, Sophie
1
Nguyen Minh
1
Nucera, Federico
1
Remolona, Eli M.
1
So, Inhwan
1
Van Wincoop, Eric
1
Webb, Robert I.
1
Wu, Jason
1
Yiu, Matthew S.
1
more ...
less ...
Published in...
All
HKIMR working paper
The journal of futures markets
21
HKIMR Working Paper
14
Journal of Futures Markets
12
Discussion paper / Centre for Economic Policy Research
11
CEPR Discussion Papers
10
Journal of banking & finance
8
Journal of international money and finance
7
Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
7
BRC papers on financial derivatives and investment strategies
6
The review of financial studies
6
Working Papers / Financial Econometrics Research Centre, Warwick Business School
6
Journal of Banking & Finance
5
Journal of international economics
5
Working Papers / Federal Reserve Bank of St. Louis
5
Working paper
4
Applied financial economics
3
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
3
International review of economics & finance : IREF
3
Journal of Business Finance & Accounting
3
Journal of International Money and Finance
3
Journal of business finance & accounting : JBFA
3
NBER working paper series
3
Review of Financial Studies
3
Review of finance : journal of the European Finance Association
3
The Chinese economy
3
Applied Financial Economics
2
Chinese Economy
2
Economic inquiry : journal of the Western Economic Association International
2
IMF staff papers
2
International journal of finance & economics : IJFE
2
Journal of Financial Research
2
Journal of International Economics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Journal of forecasting
2
Journal of money, credit and banking : JMCB
2
Journal of the European Economic Association
2
NBER Working Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market liquidity and FX arbitrage in emerging markets : evidence from Hong Kong tick data
Fong, Wai-ming
;
Valente, Giorgio
;
Fung, Joseph K. W.
-
2008
Persistent link: https://www.econbiz.de/10003770559
Saved in:
2
Initial day return and underpricing cost in advance payment initial public offerings
Fung, Joseph K. W.
;
Che, Sanry Y. S.
-
2009
Persistent link: https://www.econbiz.de/10003975236
Saved in:
3
Do derivative markets contain useful information for signaling “hot money” flows?
Fung, Joseph K. W.
;
Webb, Robert I.
;
Chan, Wing Hong
-
2010
Persistent link: https://www.econbiz.de/10003975284
Saved in:
4
Liquidity crunch in late 2008 : high-frequency differentials between forward-implied funding costs and money market rates
Yiu, Matthew S.
;
Fung, Joseph K. W.
;
Lu, Jin
;
Ho, …
-
2010
Persistent link: https://www.econbiz.de/10008729264
Saved in:
5
Interest rate differentials under an exchange rate convertibility zone : a carry trade perspective
Fung, Joseph K. W.
;
Lam, Eric
-
2019
Persistent link: https://www.econbiz.de/10012203057
Saved in:
6
Market liquidity and funding liquidity : an empirical investigation
Valente, Giorgio
-
2010
Persistent link: https://www.econbiz.de/10003982369
Saved in:
7
Carry trades and the performance of currency hedge funds
Nucera, Federico
;
Valente, Giorgio
-
2013
Persistent link: https://www.econbiz.de/10009689940
Saved in:
8
Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2017
Persistent link: https://www.econbiz.de/10012201648
Saved in:
9
High-frequency trading in the U.S. treasury market around macroeconomic news announcements
Jiang, George J.
;
Lo, Ingrid
;
Valente, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10012202019
Saved in:
10
Funding constraints and market illiquidity in the European treasury bond market
Moinas, Sophie
;
Nguyen Minh
;
Valente, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10012202033
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->