Xiang Fang

The University of Hong Kong

Pokfulam Road

Hong Kong, Pokfulam HK

China

SCHOLARLY PAPERS

4

DOWNLOADS

704

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Volatility, Intermediaries, and Exchange Rates

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 56 Posted: 20 Nov 2016 Last Revised: 11 May 2020
Xiang Fang and Yang Liu
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 337 (97,526)

Abstract:

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

2.

Macro-Finance Models with Nonlinear Dynamics

University of Chicago, Becker Friedman Institute for Economics Working Paper, The Rodney L. White Center Working Papers Series at the Wharton School
Number of pages: 69 Posted: 23 Sep 2019 Last Revised: 20 Jul 2020
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 217 (154,005)

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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 132 (236,679)

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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), CESifo (Center for Economic Studies and Ifo Institute) and International Monetary Fund
Downloads 18 (580,469)

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