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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

The spillover effect of short term interest rates : financial integration among capital markets

Wang, Y. J.; Yuan, H. Y.; Kahn, W. A. - In: Journal of emerging markets 12 (2007) 3, pp. 30-41

Persistent link: https://www.econbiz.de/10003673357

Interest rate deregulation and banks' off-balance-sheet activities : a Hong Kong perspective

Cheng, Arnold C. S.; Fung, Michael Ka-yiu; Hu, Keri Peicong - In: Applied economics 47 (2015) 46/48, pp. 5088-5102

Persistent link: https://www.econbiz.de/10011318394

Private sector activity in Hong Kong SAR and the Fed : transmission effects through the Currency Board

Kang, Joong Shik - 2016

As the U.S. Fed begins to increase the Federal Funds rate, interest rates in Hong Kong SAR will rise in tandem under the Currency Board system. While domestic economic activity in Hong Kong SAR remained resilient in previous rate hike cycles, there is a concern that the impact of higher interest...

Persistent link: https://www.econbiz.de/10011434717