Chin-To Fung

The Chinese University of Hong Kong (CUHK)

Shatin, N.T.

Hong Kong

Hong Kong

SCHOLARLY PAPERS

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Scholarly Papers (1)

Dynamics of Market Anomalies and Measurement Errors of Risk-Free Interest Rates

HKIMR Working Paper No. 11/2017
Number of pages: 31 Posted: 06 Jun 2017
Cho-Hoi Hui, Chi-Fai Lo and Chin-To Fung
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK)
Downloads 48 (400,088)

Abstract:

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covered interest rate parity, swap spreads, treasuries, term-structure models, safe assets

Dynamics of Market Anomalies and Measurement Errors of Risk-Free Interest Rates

Number of pages: 34 Posted: 20 Mar 2017 Last Revised: 07 Jun 2017
Cho-Hoi Hui, Chi-Fai Lo and Chin-To Fung
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and The Chinese University of Hong Kong (CUHK)
Downloads 45 (411,177)

Abstract:

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covered interest rate parity, swap spreads, Treasuries, term-structure models; safe assets