Lillie Lam

Affiliation not provided to SSRN
SCHOLARLY PAPERS

6

DOWNLOADS

576

CITATIONS
Rank 34,767

SSRN RANKINGS

Top 34,767

in Total Papers Citations

15

Scholarly Papers (6)

1.

Comparing Forecast Performance of Exchange Rate Models

Number of pages: 23 Posted: 21 Jan 2009
Lillie Lam, Laurence Fung and Ip-wing Yu
affiliation not provided to SSRN, Hong Kong Monetary Authority and affiliation not provided to SSRN
Downloads 299 (100,562)
Citation 2

Abstract:

Loading...

Bayesian Analysis, Model Evaluatin and Selection, Forecasting and Other Model Application

2.

Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes

Hong Kong Monetary Authority Working Paper No. 01/2009
Number of pages: 32 Posted: 05 Feb 2009
Lillie Lam, Laurence Fung and Ip-wing Yu
affiliation not provided to SSRN, Hong Kong Monetary Authority and affiliation not provided to SSRN
Downloads 157 (187,181)
Citation 1

Abstract:

Loading...

Volatility forecasting; Risk management, Portfolio management, Model evaluation

3.

What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity?

Number of pages: 21 Posted: 29 Sep 2008
Cho-Hoi Hui and Lillie Lam
Hong Kong Monetary Authority - Research Department and affiliation not provided to SSRN
Downloads 96 (270,791)

Abstract:

Loading...

Hong Kong dollar interest rates, swap spreads, vector error-correction model, sub-prime crisis

4.

Asia's Decoupling: Fact, Forecast or Fiction?

BIS Working Paper No. 438
Number of pages: 30 Posted: 27 Feb 2014
Lillie Lam and James Yetman
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 23 (501,848)

Abstract:

Loading...

business cycle co-movement, decoupling

5.

The Roles of Saving, Investment and the Renminbi in Rebalancing the Chinese Economy

Review of International Economics, Vol. 21, Issue 1, pp. 72-84, 2013
Number of pages: 13 Posted: 24 Jan 2013
Guonan Ma, Robert N. McCauley and Lillie Lam
Bruegel, Bank for International Settlements (BIS) and affiliation not provided to SSRN
Downloads 1 (649,034)
  • Add to Cart

Abstract:

Loading...

6.

Asia's Decoupling: Fact, Fairytale or Forecast?

Pacific Economic Review, Vol. 18, Issue 3, pp. 321-344, 2013
Number of pages: 24 Posted: 06 Aug 2013
Lillie Lam and James Yetman
affiliation not provided to SSRN and Bank for International Settlements (BIS)
Downloads 0 (666,984)
  • Add to Cart

Abstract:

Loading...