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Interrelationship between actual and implied interest rates : empirical evidence from Hong Kong

Tang, Gordon Y. N. - In: Finance India : the quarterly journal of Indian … 6 (1992) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10001132067

Reading PIBOR futures options smiles : the 1997 snap election

Coutant, Sophie; Jondeau, Eric; Rockinger, Michael - In: Journal of banking & finance 25 (2001) 11, pp. 1957-1987

Persistent link: https://www.econbiz.de/10001617901

Pricing stock index futures with stochastic interest rates

Cakici, Nusret - In: The journal of futures markets 11 (1991) 4, pp. 441-452

Persistent link: https://www.econbiz.de/10001109935

Empirical performance of alternative option pricing models

Bakshi, Gurdip S. - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2003-2049

Persistent link: https://www.econbiz.de/10001232333

A study of financial market integration : an empirical investigation of Asian countries

Bhoocha-Oom, Areepong - 1986

Persistent link: https://www.econbiz.de/10000834810

Exchange-rate systems and interest-rate behaviour : the experience of Hong Kong and Singapore

Tse, Yiu Kuen; Yip, Paul S. L. - In: International review of economics & finance : IREF 15 (2006) 2, pp. 212-227

Persistent link: https://www.econbiz.de/10003334408

Exchange and interest rate channels during a deflationary era : evidence from Japan, Hong Kong and China

Mehrotra, Aaron N. - In: Journal of comparative economics : the journal of the … 35 (2007) 1, pp. 188-210

Persistent link: https://www.econbiz.de/10003458029

Asymmetric pass-through and risk of interest rate : an empirical exploration of Taiwan and Hong Kong

Wang, Kuan-Min; Thi, Thanh-binh Nguyen - In: Applied economics 42 (2010) 4/6, pp. 659-670

This study employs the asymmetric threshold cointegration test suggested by Enders and Siklos (2001) and creates asymmetric EC-EGARCH(1, 1)- M model to investigate the pass-through of money-market rate to banking retail rates in Taiwan and Hong Kong. It further explores the impact of interest...

Persistent link: https://www.econbiz.de/10003952158

How do macroeconomic developments in Mainland China affect Hong Kong's short-term interest rates?

He, Dong; Leung, Frank; Ng, Philip - In: Macroeconomic linkages between Hong Kong and Mainland China, (pp. 199-225). 2008

Persistent link: https://www.econbiz.de/10003955635

The housing market channel of the monetary transmission mechanism in Hong Kong

In: Transmission mechanisms for monetary policy in emerging …, (pp. 221-234). 2008

Persistent link: https://www.econbiz.de/10003696415

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