55/F 2 IFC, 8 Finance Street
Hong Kong Monetary Authority
in Total Papers Downloads
Systemic risk, macroprudential policy, loan-to-value ratio, Hong Kong
Basel, banking crisis, Hong Kong
price disparity, Renminbi forward exchange rates, onshore and offshore markets, spot rate model
Market Segmentation, A and H Shares, Uncertainty
Bank Leverage, Global Banks’ Subsidiaries, Speed of Adjustment, Global Liquidity, Trade-Off Theory
Forward Guidance, Zero Lower Bound, Non-Gaussian Term-Structure Model
spillovers, contagion, systemic risk, financial integration, vector autoregression, emerging markets, monetary policy normalisation, sovereign bond markets.
Sovereign risk; tail risk; CDS spread; emerging markets; US monetary policy
term premium; zero lower bound; quadratic Gaussian term-structure model; Bayesian MCMC
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