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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
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The real exchange rate, real interest rates, and the risk premium
Engel, Charles - 2011
Persistent link: https://www.econbiz.de/10009424307
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Assessing the effectiveness of date-based forward guidance at the zero lower bound with a non-Gaussian affine term-structure model
Chung, Tsz Kin; Hui, Cho H.; Li, Ka Fai - 2014
Persistent link: https://www.econbiz.de/10011383770
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Betting the house
Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2014
Persistent link: https://www.econbiz.de/10011383923
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Term-structure modelling at the zero lower bound : implications for estimating the term premium
Chung, Tsz Kin; Hui, Cho H.; Li, Ka Fai - 2015
Persistent link: https://www.econbiz.de/10011384200
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Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai; Hui, Cho H. - 2016
Persistent link: https://www.econbiz.de/10012200956
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Corporate default risk and loan pricing behaviour in China
Chen, Hongyi; Chen, Jianghui; Han, Gaofeng - 2017
Persistent link: https://www.econbiz.de/10012201611
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The fiscal theory of the price level in a world of low interest rates
Bassetto, Marco; Cui, Wei - 2018
Persistent link: https://www.econbiz.de/10012201661
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From a quantity to an interest rate-based framework : multiple monetary policy instruments and their effects in China
Kim, So-yŏng; Chen, Hongyi - 2019
Persistent link: https://www.econbiz.de/10012202819
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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