55/F, Two International Finance Centre, Central
Hong Kong
Hong Kong Monetary Authority
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Hong Kong banking, credit risk, macroeconomic shocks, seemingly unrelated regression, value-at-risk
Systemic risk, macroprudential policy, loan-to-value ratio, Hong Kong
Profitability, Price, Hong Kong Banking, Bank efficiency, Market structure
Stress test, Hong Kong banking, credit risk, mixture autoregressive models, macroeconomic shocks, value-at-risk
Hong Kong, Market structure, Bank competition, Panzar-Rosse model
Price disparity, Chinese stock markets, Panel data analysis
Residential Mortgage Market, Loan-to-value Ratio, Negative Equity, Default Probability
Interest rate risk, Residential mortgage rate, Banking stability
Basel, banking crisis, Hong Kong
Hong Kong Banking, Cost efficiency, Stochastic frontier approach
Conjectural variation, price, Hong Kong banking, market structure
Sovereign Risk, Currency Options, Credit Default Swaps, Cointegration
Linked Exchange Rate system, target zone, mean reversion, bounded process
spillovers, contagion, systemic risk, financial integration, vector autoregression, emerging markets, monetary policy normalisation, sovereign bond markets.
systemic risk; probability density distributions; contagion
Exchange Rate Target Zone, Swiss Franc, Quasi-Bounded Process
stochastics process, target zone, bounded process
Sovereign risk; tail risk; CDS spread; emerging markets; US monetary policy
Safe Haven Currency, Risk Reversal, Quantile Regression, Mixture Vector Autoregressive Models, Tail Risk, Crash Risk
Corporate bond market, Hong Kong SAR, financial intermediation, corporate leverage, bank-based financing, market-based financing
Spillovers; tail risk; vector autoregression; emerging markets
Sovereign Credit Risk, Tail Risk, Value-at-Risk, Quantile Regression, Vector Autoregression, Impulse Response Function, Principal Components
Mutual funds, portfolio rebalancing, event studies, panel data, quantile regressions, time series models
Shadow Banking, Financial Intermediation, Interconnectedness, Spillovers, Financial Stability Board
Spillovers, term premium, financial integration, vector autoregression, emerging markets, affine term structure model, sovereign bond markets
trading rule, return predictability, monetary cycle, machine learning, business cycle, spillover, market efficiency
financial innovation, offshore bond markets, dim sum, Hong Kong
long-term investment, institutional investors, insurance companies, pension funds, portfolio rebalancing, pro-cyclicality, financial stability, panel data, time series analysis
