55/F, Two International Finance Centre, Central
Hong Kong Monetary Authority
in Total Papers Downloads
in Total Papers Citations
Hong Kong banking, credit risk, macroeconomic shocks, seemingly unrelated regression, value-at-risk
Profitability, Price, Hong Kong Banking, Bank efficiency, Market structure
Hong Kong, Market structure, Bank competition, Panzar-Rosse model
Stress test, Hong Kong banking, credit risk, mixture autoregressive models, macroeconomic shocks, value-at-risk
Systemic risk, macroprudential policy, loan-to-value ratio, Hong Kong
Residential Mortgage Market, Loan-to-value Ratio, Negative Equity, Default Probability
Price disparity, Chinese stock markets, Panel data analysis
Interest rate risk, Residential mortgage rate, Banking stability
Hong Kong Banking, Cost efficiency, Stochastic frontier approach
Conjectural variation, price, Hong Kong banking, market structure
Sovereign Risk, Currency Options, Credit Default Swaps, Cointegration
Basel, banking crisis, Hong Kong
Linked Exchange Rate system, target zone, mean reversion, bounded process
Safe Haven Currency, Risk Reversal, Quantile Regression, Mixture Vector Autoregressive Models, Tail Risk, Crash Risk
stochastics process, target zone, bounded process
Exchange Rate Target Zone, Swiss Franc, Quasi-Bounded Process
European Sovereign Debt Crisis, Liquidity Risk, Contagion
Sovereign Credit Risk, Tail Risk, Value-at-Risk, Quantile Regression, Vector Autoregression, Impulse Response Function, Principal Components
spillovers, contagion, systemic risk, financial integration, vector autoregression, emerging markets, monetary policy normalisation, sovereign bond markets.
Sovereign risk; tail risk; CDS spread; emerging markets; US monetary policy
Corporate bond market, Hong Kong SAR, financial intermediation, corporate leverage, bank-based financing, market-based financing
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