Xiang Fang

The University of Hong Kong

Pokfulam Road

Hong Kong, Pokfulam HK

China

SCHOLARLY PAPERS

4

DOWNLOADS

532

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Volatility, Intermediaries and Exchange Rates

Number of pages: 56 Posted: 20 Nov 2016 Last Revised: 22 Dec 2019
Xiang Fang and Yang Liu
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 269 (117,628)

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Volatility, Financial Intermediaries, Exchange Rates, Currency Risk, Value-at-Risk

2.

Macro-Finance Models with Nonlinear Dynamics

University of Chicago, Becker Friedman Institute for Economics Working Paper, Forthcoming
Number of pages: 61 Posted: 23 Sep 2019
The Wharton School, University of Pennsylvania, The University of Hong Kong, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Chicago - Department of Economics
Downloads 135 (220,794)

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Dynamic Stochastic General Equilibrium (DSGE) Models; Systemic Risk; Endogenous Jump Risk; Financial Constraints; Liquidity

3.

Intermediary Leverage and Currency Risk Premium

Number of pages: 62 Posted: 09 Dec 2018
Xiang Fang
The University of Hong Kong
Downloads 111 (255,600)

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Bank Leverage, Carry Trade, Currency Risk Premium, Exchange Rate, Liquidity Premium, Nominal Interest Rate

4.

The Effects of Higher Bank Capital Requirements on Credit in Peru

IMF Working Paper No. 18/222
Number of pages: 35 Posted: 15 Nov 2018
The University of Hong Kong, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund
Downloads 17 (558,950)

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Bank credit, Peru, Capital requirements, Western Hemisphere, bank regulation, Financial Markets and the Macroeconomy, Government Policy and Regulation