55/F 2 IFC, 8 Finance Street
Hong Kong Monetary Authority
in Total Papers Downloads
in Total Papers Citations
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, term premium, financial integration, vector autoregression, emerging markets, affine term structure model, sovereign bond markets
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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