Alfred Wong

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 31,522

SSRN RANKINGS

Top 31,522

in Total Papers Downloads

1,450

SSRN CITATIONS
Rank 23,769

SSRN RANKINGS

Top 23,769

in Total Papers Citations

4

CROSSREF CITATIONS

26

Scholarly Papers (11)

1.

Impact of Financial Liberalisation on Stock Market Liquidity: Experience of China

Hong Kong Monetary Authority Working Paper No. 03/2009
Number of pages: 22 Posted: 11 Feb 2009
Jess Lee and Alfred Wong
Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 313 (97,164)
Citation 3

Abstract:

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Financial liberalisation, liquidity, dual-listed stocks, stock exchanges, fixed-effect panel regression

2.

The Link between FX Swaps and Currency Strength during the Credit Crisis of 2007-2008

Number of pages: 11 Posted: 10 Feb 2009
University of Geneva - Graduate Institute of International Studies (HEI), Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and IHS Markit
Downloads 288 (106,376)
Citation 12

Abstract:

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FX swaps, covered interest parity, counterparty risk

3.

Share Price Disparity in Chinese Stock Markets

Number of pages: 25 Posted: 27 Sep 2007
Tom Fong, Alfred Wong and Ivy Yong
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 276 (111,320)
Citation 4

Abstract:

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Price disparity, Chinese stock markets, Panel data analysis

Breakdown of Covered Interest Parity: Mystery or Myth?

Number of pages: 55 Posted: 22 Mar 2018 Last Revised: 08 Nov 2018
Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 130 (222,141)

Abstract:

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Covered Interest Parity, FX Swap, Cross-Currency Basis Swap, Basis Spread, CIP Deviation, Libor-OIS Spread, Counterparty Credit Risk, Funding Liquidity Risk

Breakdown of Covered Interest Parity: Mystery or Myth?

BIS Paper No. 96d
Number of pages: 22 Posted: 06 Apr 2018
Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 57 (374,610)

Abstract:

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covered interest parity, FX swap, cross-currency basis swap, basis spread, CIP deviation, Libor-OIS spread, counterparty credit risk, funding liquidity risk

Breakdown of Covered Interest Parity: Mystery or Myth?

Number of pages: 50 Posted: 27 Nov 2017
Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 43 (425,040)
Citation 2

Abstract:

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covered interest parity, FX swap, cross-currency basis swap, basis spread, CIP deviation, Libor-OIS spread, counterparty credit risk, funding liquidity risk

5.

Risk-Adjusted Covered Interest Parity: Theory and Evidence

Number of pages: 25 Posted: 06 Sep 2016 Last Revised: 13 Mar 2017
Alfred Wong, David Leung and Calvin Ng
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 145 (202,843)
Citation 6

Abstract:

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covered interest parity, CIP deviation, forward rate, exchange rate, Libor-OIS spread, counterparty credit risk, liquidity funding risk, FX swap

6.

Gauging the Safehavenness of Currencies

HKIMR Working Paper No.13/2013 (revised version: October 2016)
Number of pages: 63 Posted: 25 Sep 2013 Last Revised: 29 Mar 2017
Alfred Wong and Tom Fong
Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 53 (381,893)
Citation 1

Abstract:

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Safe Haven Currency, Risk Reversal, Quantile Regression, Mixture Vector Autoregressive Models, Tail Risk, Crash Risk

7.

The Rise of Hong Kong's Corporate Bond Market: Drivers and Implications

BIS Paper No. 83i
Number of pages: 16 Posted: 24 Nov 2015
David Leung, Ceara Hui, Tom Fong and Alfred Wong
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 44 (413,012)

Abstract:

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Corporate bond market, Hong Kong SAR, financial intermediation, corporate leverage, bank-based financing, market-based financing

8.

How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation Under Turbulent Market Conditions?

HKIMR Working Paper No.13/2015
Number of pages: 22 Posted: 12 May 2015
Tom Fong, Ceara Hui and Alfred Wong
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 34 (453,337)
Citation 3

Abstract:

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Sovereign Credit Risk, Tail Risk, Value-at-Risk, Quantile Regression, Vector Autoregression, Impulse Response Function, Principal Components

9.

The Limit of Evil: Effects of Inflation and Public Debt on Capital Market Development

Hong Kong Monetary Authority Research Memorandum, 2019, 02
Number of pages: 15 Posted: 14 Feb 2019
David Leung, Wenzhe Li, Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority, The People's Bank of China (PBC), Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 33 (457,716)

Abstract:

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10.

Interpreting Survey-Based Federal Funds Rate Forecasts: How Accurate Are They in Reflecting Market Expectations?

Number of pages: 25 Posted: 17 Apr 2019
Max Kwong, David Leung, Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 19 (532,737)

Abstract:

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Fed Funds Rate, Monetary Policy Expectation

11.

Sensitivity of Emerging Market Bond Fund Flows to US Monetary Stance and Global Risk Aversion

Hong Kong Monetary Authority, Research Memorandum 01/2018
Number of pages: 19 Posted: 17 May 2019
David Leung, Jiayue Zhang and Alfred Wong
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 15 (556,280)

Abstract:

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Fund Flow, Emerging Markets, Bond Market, Risk Aversion