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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
14
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2005 0 0.58 0 0 16 16 65 0 0 0 0 0 0.36
2006 0.13 0.58 0.06 0.13 17 33 65 2 2 16 2 16 2 0 0 0.34
2007 0.33 0.5 0.35 0.33 22 55 91 19 21 33 11 33 11 7 36.8 5 0.23 0.29
2008 0.62 0.58 0.64 0.64 18 73 128 47 68 39 24 55 35 10 21.3 4 0.22 0.3
2009 0.45 0.56 0.58 0.38 20 93 121 54 122 40 18 73 28 20 37 15 0.75 0.32
2010 0.47 0.51 0.58 0.46 8 101 139 59 181 38 18 93 43 3 5.1 1 0.13 0.29
2011 1.04 0.6 0.62 0.59 1 102 85 63 244 28 29 85 50 0 3 3 0.35
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kongs Experience and Cross-Country Evidence. (2011). Li, Ka Fai ; Wong, Eric ; Choi, Henry . In: Working Papers. RePEc:hkg:wpaper:1101.

Full description at Econpapers || Download paper

86
22010Are House Prices Rising Too Fast in China?. (2010). Ahuja, Ashvin ; Zhang, Wenlang ; Cheung, Lillian. In: Working Papers. RePEc:hkg:wpaper:1008.

Full description at Econpapers || Download paper

48
32010Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil. (2010). Ho, Wai-Yip Alex ; Jin, LU ; Yiu, Matthew S. ; MatthewS. Yiu, . In: Working Papers. RePEc:hkg:wpaper:1001.

Full description at Econpapers || Download paper

47
42008What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model. (2008). Pauwels, Laurent ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:0806.

Full description at Econpapers || Download paper

42
52009How Large Will Be the Effect of Chinas Fiscal-Stimulus Package on Output and Employment?. (2009). He, Dong ; Wenlang, ; Zhang, Zhiwei. In: Working Papers. RePEc:hkg:wpaper:0905.

Full description at Econpapers || Download paper

37
62009Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009. (2009). Genberg, Hans ; Hui, Cho-Hoi ; Chung, Tsz-Kin. In: Working Papers. RePEc:hkg:wpaper:0913.

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31
72010Offshore Markets for the Domestic Currency: Monetary and Financial Stability Issues. (2010). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:1002.

Full description at Econpapers || Download paper

29
82005Money and Inflation in China. (2005). Gerlach, Stefan ; Kong, Janet. In: Working Papers. RePEc:hkg:wpaper:0504.

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18
92008Long-term and Short-term Determinants of Property Prices in Hong Kong. (2008). LEUNG, Frank ; Chow, Kevin ; Han, Gaofeng . In: Working Papers. RePEc:hkg:wpaper:0815.

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16
102009A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks. (2009). Hui, Cho-Hoi ; Wong, Eric. In: Working Papers. RePEc:hkg:wpaper:0906.

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16
112007A New Keynesian Model for Analysing Monetary Policy in Mainland China. (2007). Liu, Li-Gang ; Zhang, Wenlang . In: Working Papers. RePEc:hkg:wpaper:0718.

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15
122006A Framework for Stress Testing Banks Credit Risk. (2006). Wong, Jim ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0615.

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15
132008Can Demand from China Shield East Asian Economies from Global Slowdown?. (2008). Zhang, Zhiwei. In: Working Papers. RePEc:hkg:wpaper:0819.

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14
142008Stress Testing Banks Credit Risk Using Mixture Vector Autoregressive Models. (2008). Wong, Chun-shan. In: Working Papers. RePEc:hkg:wpaper:0813.

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14
152007Sense and Nonsense on Asias Export Dependency and The Decoupling Thesis. (2007). He, Dong ; Chang, Jian ; Cheung, Lillian. In: Working Papers. RePEc:hkg:wpaper:0703.

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11
162008Exchange Rate Pass-Through to Domestic Inflation in Hong Kong. (2008). Tsang, Andrew ; Liu, Li-Gang . In: Working Papers. RePEc:hkg:wpaper:0802.

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10
172007Is the Hong Kong Dollar Exchange Rate Bounded in the Convertibility Zone?. (2007). Hui, Cho-Hoi ; Fong, Tom . In: Working Papers. RePEc:hkg:wpaper:0713.

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10
182008Comparing Forecast Performance of Exchange Rate Models. (2008). Yu, Ip-wing ; Lam, Lillie ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0808.

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10
192007Assessing Bond Market Integration in Asia. (2007). Tam, Chi-sang ; Fung, Laurence ; Yu, Ip-wing . In: Working Papers. RePEc:hkg:wpaper:0710.

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10
202006Hong Kongs Economic Integration and Business Cycle Synchronisation with Mainland China and the US. (2006). Genberg, Hans ; Liu, Li-Gang ; Jin, Xiangrong. In: Working Papers. RePEc:hkg:wpaper:0611.

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9
212005A Monetary Conditions Index for Mainland China. (2005). LEUNG, Frank ; Peng, Wensheng . In: Working Papers. RePEc:hkg:wpaper:0501.

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9
222008Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the EMEAP Region. (2008). Tam, Chi-sang ; Cheung, Lillian ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0818.

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9
232005Determinants of the Capital Level of Banks in Hong Kong. (2005). Wong, Jim ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0513.

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9
242006Determinants of Foreign Direct Investment in East Asia: Did China Crowd Out FDI from Her Developing East Asian Neighbours. (2006). Chow, Kevin ; Li, Unias ; Liu, Li-Gang . In: Working Papers. RePEc:hkg:wpaper:0617.

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8
252010Analysing Interconnectivity among Economies. (2010). Lo, Chi-Fai ; Chung, Tsz-Kin ; Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:1003.

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8
262006Competition in Hong Kongs Banking Sector: A Panzar-Rosse Assessment. (2006). Wong, Eric ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0616.

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8
272006Currency Barrier Option Pricing with Mean Reversion. (2006). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0605.

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8
282007Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar. (2007). Yu, Ip-wing ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0719.

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8
292007Hong Kong as An International Financial Centre: Measuring its Position and Determinants. (2007). Cheung, Lillian ; Yeung, Vincent . In: Working Papers. RePEc:hkg:wpaper:0714.

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7
302005Adjusting For The Chinese New Year: An Operational Approach. (2005). Shu, Chang ; Tsang, Andrew. In: Working Papers. RePEc:hkg:wpaper:0522.

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7
312005Benchmarking Model of Default Probabilities of Listed Companies. (2005). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0506.

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7
322009Measuring the Interdependence of Banks in Hong Kong. (2009). Yu, Ip-wing ; Fong, Tom ; Lam, Lillie ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0919.

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6
332007Determinants of the Performance of Banks in Hong Kong. (2007). Wong, Eric ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0706.

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6
342007Share Price Disparity in Chinese Stock Markets. (2007). Wong, Alfred ; Fong, Tom ; Yong, Ivy. In: Working Papers. RePEc:hkg:wpaper:0711.

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6
352007Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific. (2007). He, Dong ; Genberg, Hans. In: Working Papers. RePEc:hkg:wpaper:0715.

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6
362006Outward Portfolio Investment From Mainland China: How Much Do We Expect And How Large a Share Can Hong Kong Expect to Capture?. (2006). Chang, Jian ; Li, Unias ; Cheung, Lillian ; Chow, Kevin . In: Working Papers. RePEc:hkg:wpaper:0613.

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5
372007Assessing Financial Market Integration In Asia - Equity Markets. (2007). Tam, Chi-sang ; Fung, Laurence ; Yu, Ip-wing . In: Working Papers. RePEc:hkg:wpaper:0704.

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5
382009A Study on the Transmission of Money Market Tensions in EMEAP Economies During the Credit Crisis of 2007 - 2008. (2009). Yu, Ip-wing ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0909.

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5
392005The Property Market and the Macroeconomy of the Mainland: A Cross Region Study. (2005). Tam, Dickson ; Peng, Wensheng ; Yiu, Matthew . In: Working Papers. RePEc:hkg:wpaper:0512.

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5
402005The Relationship between Commodity and Consumer Prices in Mainland China and Hong Kong. (2005). Chan, Carrie ; Li, Unias ; Cutler, Joanne. In: Working Papers. RePEc:hkg:wpaper:0508.

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5
412008How Dependent is the Chinese Economy on Exports and in What Sense has its Growth been Export-led?. (2008). He, Dong ; Zhang, Wenlang . In: Working Papers. RePEc:hkg:wpaper:0814.

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5
422007Is the Hong Kong Dollar Real Exchange Rate Misaligned?. (2007). LEUNG, Frank. In: Working Papers. RePEc:hkg:wpaper:0721.

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5
432005Monetary Management in Mainland China in the Face of Large Capital Inflows. (2005). Shu, Chang ; He, Dong ; Wong, Amy ; Chu, Carmen . In: Working Papers. RePEc:hkg:wpaper:0507.

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5
442006How Efficient Has Been Chinas Investment? Empirical Evidence from National and Provincial Data. (2006). He, Dong ; Shek, Jimmy ; Zhang, Wenlang . In: Working Papers. RePEc:hkg:wpaper:0619.

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5
452009Hong Kongs Financial Market Interactions with the US and Mainland China in Crisis and Tranquil Times. (2009). Wang, Honglin ; He, Dong ; Zhang, Zhiwei. In: Working Papers. RePEc:hkg:wpaper:0910.

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5
462007A Leading Indicator Model of Banking Distress ¡V Developing an Early Warning System for Hong Kong and Other EMEAP Economies. (2007). Wong, Eric ; Leung, Phyllis . In: Working Papers. RePEc:hkg:wpaper:0722.

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4
472007Testing for Collusion in the Hong Kong Banking Sector. (2007). Wong, Eric ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0701.

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4
482009A Framework for Monitoring Capital Flows in Hong Kong. (2009). LEUNG, Frank ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:0916.

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4
49Analysing External Demand for the Hong Kong-Dollar Currency. (2010). LEUNG, Frank ; Chan, Simon . In: Working Papers. RePEc:hkg:wpaper:1007.

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4
502007Hong Kongs Consumption Function Revisited. (2007). Pauwels, Laurent ; Tsang, Andrew ; Liu, Li-Gang . In: Working Papers. RePEc:hkg:wpaper:0716.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kongs Experience and Cross-Country Evidence. (2011). Li, Ka Fai ; Wong, Eric ; Choi, Henry . In: Working Papers. RePEc:hkg:wpaper:1101.

Full description at Econpapers || Download paper

17
22010Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil. (2010). Ho, Wai-Yip Alex ; Jin, LU ; Yiu, Matthew S. ; MatthewS. Yiu, . In: Working Papers. RePEc:hkg:wpaper:1001.

Full description at Econpapers || Download paper

6
32010Are House Prices Rising Too Fast in China?. (2010). Ahuja, Ashvin ; Zhang, Wenlang ; Cheung, Lillian. In: Working Papers. RePEc:hkg:wpaper:1008.

Full description at Econpapers || Download paper

6
42008What Prompts the Peoples Bank of China to Change its Monetary Policy Stance? Evidence from a Discrete Choice Model. (2008). Pauwels, Laurent ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:0806.

Full description at Econpapers || Download paper

5
52009A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks. (2009). Hui, Cho-Hoi ; Wong, Eric. In: Working Papers. RePEc:hkg:wpaper:0906.

Full description at Econpapers || Download paper

4
62009Funding Liquidity Risk and Deviations from Interest-Rate Parity During the Financial Crisis of 2007-2009. (2009). Genberg, Hans ; Hui, Cho-Hoi ; Chung, Tsz-Kin. In: Working Papers. RePEc:hkg:wpaper:0913.

Full description at Econpapers || Download paper

3
72006Currency Barrier Option Pricing with Mean Reversion. (2006). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0605.

Full description at Econpapers || Download paper

3
82009How Large Will Be the Effect of Chinas Fiscal-Stimulus Package on Output and Employment?. (2009). He, Dong ; Wenlang, ; Zhang, Zhiwei. In: Working Papers. RePEc:hkg:wpaper:0905.

Full description at Econpapers || Download paper

3
92010Offshore Markets for the Domestic Currency: Monetary and Financial Stability Issues. (2010). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:1002.

Full description at Econpapers || Download paper

3
102008Can Demand from China Shield East Asian Economies from Global Slowdown?. (2008). Zhang, Zhiwei. In: Working Papers. RePEc:hkg:wpaper:0819.

Full description at Econpapers || Download paper

2
112007Assessing Bond Market Integration in Asia. (2007). Tam, Chi-sang ; Fung, Laurence ; Yu, Ip-wing . In: Working Papers. RePEc:hkg:wpaper:0710.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations