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Working Papers / Hong Kong Monetary Authority

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
11
Impact Factor
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
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 16 16 41 0 0 0 0 0 0.29
2006 0.13 0.47 0.06 0.13 17 33 47 2 2 16 2 16 2 0 0 0.27
2007 0.24 0.39 0.27 0.24 22 55 55 15 17 33 8 33 8 6 40 4 0.18 0.22
2008 0.44 0.46 0.42 0.47 18 73 101 31 48 39 17 55 26 6 19.4 1 0.06 0.23
2009 0.3 0.43 0.35 0.25 20 93 73 33 81 40 12 73 18 12 36.4 9 0.45 0.22
2010 0.39 0.37 0.44 0.34 8 101 80 44 125 38 15 93 32 2 4.5 0 0.19
2011 0.61 0.46 0.39 0.34 1 102 59 40 165 28 17 85 29 0 3 3 0.25
2012 1.78 0.5 0.33 0.45 0 102 0 34 199 9 16 69 31 0 0 0.25
2013 9 0.5 0.42 0.77 0 102 0 43 242 1 9 47 36 0 0 0.24
2014 0 0.53 0.43 0.76 0 102 0 44 286 0 29 22 0 0 0.27
2015 0 0.53 0.56 2.11 0 102 0 57 343 0 9 19 0 0 0.27
2016 0 0.54 0.36 8 0 102 0 37 380 0 1 8 0 0 0.27
2017 0 0.54 0.28 0 0 102 0 29 409 0 0 0 0 0.27
2018 0 0.53 0.25 0 0 102 0 26 435 0 0 0 0 0.26
2019 0 0.55 0.18 0 0 102 0 18 453 0 0 0 0 0.32
2020 0 0.63 0.15 0 0 102 0 15 468 0 0 0 0 0.58
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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.

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60
22008What 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.

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40
32010Are House Prices Rising Too Fast in China?. (2010). Ahuja, Ashvin ; Zhang, Wenlang ; Cheung, Lillian. In: Working Papers. RePEc:hkg:wpaper:1008.

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34
42009How 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.

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23
52010Offshore Markets for the Domestic Currency: Monetary and Financial Stability Issues. (2010). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:1002.

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21
62008Long-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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15
72009Funding 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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14
82010Dynamic 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.

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13
92006A 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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13
102008Stress Testing Banks Credit Risk Using Mixture Vector Autoregressive Models. (2008). Wong, Chun-shan. In: Working Papers. RePEc:hkg:wpaper:0813.

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11
112005Money and Inflation in China. (2005). Gerlach, Stefan ; Kong, Janet. In: Working Papers. RePEc:hkg:wpaper:0504.

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11
122007Sense 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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10
132008Exchange 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
142005A Monetary Conditions Index for Mainland China. (2005). LEUNG, Frank ; Peng, Wensheng . In: Working Papers. RePEc:hkg:wpaper:0501.

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8
152006Hong 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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8
162005Determinants 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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8
172010Analysing 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
182007A 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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8
192007Is 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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8
202006Competition 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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7
212008Comparing 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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7
222007Share 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
232007Monetary 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
242005Adjusting For The Chinese New Year: An Operational Approach. (2005). Shu, Chang ; Tsang, Andrew. In: Working Papers. RePEc:hkg:wpaper:0522.

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6
252009Measuring 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
262007Is the Hong Kong Dollar Real Exchange Rate Misaligned?. (2007). LEUNG, Frank. In: Working Papers. RePEc:hkg:wpaper:0721.

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5
272009Hong 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
282008Can Demand from China Shield East Asian Economies from Global Slowdown?. (2008). Zhang, Zhiwei. In: Working Papers. RePEc:hkg:wpaper:0819.

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5
292009A 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
302008Measuring 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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4
31Analysing 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
322007Testing 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
332009Financial Services Sector as a Driver of Productivity Growth in Hong Kong. (2009). LEUNG, Frank ; Chow, Kevin ; Han, Gaofeng . In: Working Papers. RePEc:hkg:wpaper:0914.

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4
342006Currency Barrier Option Pricing with Mean Reversion. (2006). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0605.

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4
352006How 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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4
362007Determinants 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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4
372009A 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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3
382007How Do Macroeconomic Developments in Mainland China Affect Hong Kongs Short-term Interest Rates?. (2007). LEUNG, Frank ; He, Dong. In: Working Papers. RePEc:hkg:wpaper:0717.

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3
392006Determinants 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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3
402009Liquidity, Risk Appetite and Exchange Rate Movements During the Financial Crisis of 2007-2009. (2009). Genberg, Hans ; Hui, Cho-Hoi ; Chung, Tsz-Kin. In: Working Papers. RePEc:hkg:wpaper:0911.

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3
412007Hong Kongs Consumption Function Revisited. (2007). Pauwels, Laurent ; Tsang, Andrew ; Liu, Li-Gang . In: Working Papers. RePEc:hkg:wpaper:0716.

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3
422008Do External Political Pressures Affect the Renminbi Exchange Rate?. (2008). Pauwels, Laurent ; Chan, Jun-yu ; Liu, Li-Gang . In: Working Papers. RePEc:hkg:wpaper:0805.

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3
432007Assessing 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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3
442009A Structural Investigation into the Price and Wage Dynamics in Hong Kong. (2009). Ho, Wai-Yip Alex ; Cheng, Michael . In: Working Papers. RePEc:hkg:wpaper:0920.

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3
452006Cross-Border Fund Flows and Hong Kong Banks External Transactions vis-a-vis Mainland China. (2006). Tsang, Andrew ; Shi, Joanna . In: Working Papers. RePEc:hkg:wpaper:0607.

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3
462008How 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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3
472009A 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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3
482005Benchmarking Model of Default Probabilities of Listed Companies. (2005). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0506.

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3
492006Structural Determinants of Hong Kongs Current Account Surplus. (2006). LEUNG, Frank. In: Working Papers. RePEc:hkg:wpaper:0614.

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3
502005The 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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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Are 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

7
22011Loan-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

7
32008What 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

7
42009Measuring the Interdependence of Banks in Hong Kong. (2009). Yu, Ip-wing ; Fong, Tom ; Lam, Lillie ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0919.

Full description at Econpapers || Download paper

3
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

3
62010Dynamic 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

3
72008Long-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.

Full description at Econpapers || Download paper

2
82007Share Price Disparity in Chinese Stock Markets. (2007). Wong, Alfred ; Fong, Tom ; Yong, Ivy. In: Working Papers. RePEc:hkg:wpaper:0711.

Full description at Econpapers || Download paper

2
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

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