Working Papers / Hong Kong Monetary Authority
[Raw
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[50 most relevant papers]
[cites used to compute IF]
[Recent
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series ] [more data in
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2005 | 0 | 0.6 | 0 | 0 | 16 | 16 | 73 | 0 | 0 | 0 | 0 | 0 | 0.37 | |||||
| 2006 | 0.19 | 0.59 | 0.09 | 0.19 | 17 | 33 | 71 | 3 | 3 | 16 | 3 | 16 | 3 | 0 | 0 | 0.34 | ||
| 2007 | 0.33 | 0.52 | 0.35 | 0.33 | 22 | 55 | 97 | 19 | 22 | 33 | 11 | 33 | 11 | 7 | 36.8 | 5 | 0.23 | 0.29 |
| 2008 | 0.69 | 0.59 | 0.68 | 0.71 | 18 | 73 | 133 | 50 | 72 | 39 | 27 | 55 | 39 | 10 | 20 | 3 | 0.17 | 0.29 |
| 2009 | 0.5 | 0.58 | 0.67 | 0.41 | 20 | 93 | 138 | 62 | 134 | 40 | 20 | 73 | 30 | 22 | 35.5 | 21 | 1.05 | 0.33 |
| 2010 | 0.53 | 0.52 | 0.68 | 0.55 | 8 | 101 | 145 | 69 | 203 | 38 | 20 | 93 | 51 | 3 | 4.3 | 1 | 0.13 | 0.3 |
| 2011 | 1.04 | 0.62 | 0.63 | 0.6 | 1 | 102 | 85 | 64 | 267 | 28 | 29 | 85 | 51 | 0 | 3 | 3 | 0.37 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Loan-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 |
| 2 | 2010 | Are 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 | 51 |
| 3 | 2010 | Dynamic 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 | 49 |
| 4 | 2008 | What 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 | 45 |
| 5 | 2009 | How 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 |
| 6 | 2009 | Funding 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 | 35 |
| 7 | 2010 | Offshore 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 | 30 |
| 8 | 2005 | Money and Inflation in China. (2005). Gerlach, Stefan ; Kong, Janet. In: Working Papers. RePEc:hkg:wpaper:0504. Full description at Econpapers || Download paper | 21 |
| 9 | 2009 | A 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 | 20 |
| 10 | 2007 | A New Keynesian Model for Analysing Monetary Policy in Mainland China. (2007). Liu, Li-Gang ; Zhang, Wenlang . In: Working Papers. RePEc:hkg:wpaper:0718. Full description at Econpapers || Download paper | 17 |
| 11 | 2006 | A Framework for Stress Testing Banks Credit Risk. (2006). Wong, Jim ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0615. Full description at Econpapers || Download paper | 16 |
| 12 | 2008 | Long-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 | 16 |
| 13 | 2008 | Can 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 | 14 |
| 14 | 2008 | Stress Testing Banks Credit Risk Using Mixture Vector Autoregressive Models. (2008). Wong, Chun-shan. In: Working Papers. RePEc:hkg:wpaper:0813. Full description at Econpapers || Download paper | 14 |
| 15 | 2007 | Sense and Nonsense on Asias Export Dependency and The Decoupling Thesis. (2007). He, Dong ; Chang, Jian ; Cheung, Lillian. In: Working Papers. RePEc:hkg:wpaper:0703. Full description at Econpapers || Download paper | 11 |
| 16 | 2007 | Is the Hong Kong Dollar Exchange Rate Bounded in the Convertibility Zone?. (2007). Hui, Cho-Hoi ; Fong, Tom . In: Working Papers. RePEc:hkg:wpaper:0713. Full description at Econpapers || Download paper | 11 |
| 17 | 2005 | Monetary 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. Full description at Econpapers || Download paper | 10 |
| 18 | 2008 | Comparing Forecast Performance of Exchange Rate Models. (2008). Yu, Ip-wing ; Lam, Lillie ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0808. Full description at Econpapers || Download paper | 10 |
| 19 | 2007 | Assessing 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 | 10 |
| 20 | 2008 | Exchange Rate Pass-Through to Domestic Inflation in Hong Kong. (2008). Tsang, Andrew ; Liu, Li-Gang . In: Working Papers. RePEc:hkg:wpaper:0802. Full description at Econpapers || Download paper | 10 |
| 21 | 2006 | Determinants 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. Full description at Econpapers || Download paper | 10 |
| 22 | 2008 | Measuring 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. Full description at Econpapers || Download paper | 9 |
| 23 | 2007 | Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar. (2007). Yu, Ip-wing ; Fung, Laurence . In: Working Papers. RePEc:hkg:wpaper:0719. Full description at Econpapers || Download paper | 9 |
| 24 | 2005 | Determinants of the Capital Level of Banks in Hong Kong. (2005). Wong, Jim ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0513. Full description at Econpapers || Download paper | 9 |
| 25 | 2006 | Hong 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. Full description at Econpapers || Download paper | 9 |
| 26 | 2005 | A Monetary Conditions Index for Mainland China. (2005). LEUNG, Frank ; Peng, Wensheng . In: Working Papers. RePEc:hkg:wpaper:0501. Full description at Econpapers || Download paper | 9 |
| 27 | 2006 | Currency Barrier Option Pricing with Mean Reversion. (2006). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0605. Full description at Econpapers || Download paper | 8 |
| 28 | 2006 | How 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. Full description at Econpapers || Download paper | 8 |
| 29 | 2009 | Hong 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. Full description at Econpapers || Download paper | 8 |
| 30 | 2010 | Analysing Interconnectivity among Economies. (2010). Lo, Chi-Fai ; Chung, Tsz-Kin ; Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:1003. Full description at Econpapers || Download paper | 8 |
| 31 | 2006 | Competition in Hong Kongs Banking Sector: A Panzar-Rosse Assessment. (2006). Wong, Eric ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0616. Full description at Econpapers || Download paper | 8 |
| 32 | 2009 | The Credibility of the Link from the Perspective of Modern Financial Theory. (2009). Genberg, Hans ; Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0902. Full description at Econpapers || Download paper | 7 |
| 33 | 2005 | Adjusting For The Chinese New Year: An Operational Approach. (2005). Shu, Chang ; Tsang, Andrew. In: Working Papers. RePEc:hkg:wpaper:0522. Full description at Econpapers || Download paper | 7 |
| 34 | 2005 | Benchmarking Model of Default Probabilities of Listed Companies. (2005). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0506. Full description at Econpapers || Download paper | 7 |
| 35 | 2007 | Hong Kong as An International Financial Centre: Measuring its Position and Determinants. (2007). Cheung, Lillian ; Yeung, Vincent . In: Working Papers. RePEc:hkg:wpaper:0714. Full description at Econpapers || Download paper | 7 |
| 36 | 2008 | How 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. Full description at Econpapers || Download paper | 6 |
| 37 | 2007 | Determinants of the Performance of Banks in Hong Kong. (2007). Wong, Eric ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0706. Full description at Econpapers || Download paper | 6 |
| 38 | 2007 | Monetary and Financial Cooperation among Central Banks in East Asia and the Pacific. (2007). He, Dong ; Genberg, Hans. In: Working Papers. RePEc:hkg:wpaper:0715. Full description at Econpapers || Download paper | 6 |
| 39 | 2009 | Measuring 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 | 6 |
| 40 | 2007 | A Leading Indicator Model of Banking Distress áV Developing an Early Warning System for Hong Kong and Other EMEAP Economies. (2007). Wong, Eric ; Leung, Phyllis . In: Working Papers. RePEc:hkg:wpaper:0722. Full description at Econpapers || Download paper | 6 |
| 41 | 2007 | How 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. Full description at Econpapers || Download paper | 5 |
| 42 | 2005 | The 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. Full description at Econpapers || Download paper | 5 |
| 43 | 2007 | Is the Hong Kong Dollar Real Exchange Rate Misaligned?. (2007). LEUNG, Frank. In: Working Papers. RePEc:hkg:wpaper:0721. Full description at Econpapers || Download paper | 5 |
| 44 | 2007 | Share 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 | 5 |
| 45 | 2009 | A 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. Full description at Econpapers || Download paper | 5 |
| 46 | 2006 | Outward 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. Full description at Econpapers || Download paper | 5 |
| 47 | 2007 | Assessing Financial Market Integration In Asia - Equity Markets. (2007). Tam, Chi-sang ; Fung, Laurence ; Yu, Ip-wing . In: Working Papers. RePEc:hkg:wpaper:0704. Full description at Econpapers || Download paper | 5 |
| 48 | 2009 | A 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. Full description at Econpapers || Download paper | 5 |
| 49 | 2005 | The 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. Full description at Econpapers || Download paper | 5 |
| 50 | 2007 | Testing for Collusion in the Hong Kong Banking Sector. (2007). Wong, Eric ; Fong, Tom ; Choi, Ka-fai . In: Working Papers. RePEc:hkg:wpaper:0701. Full description at Econpapers || Download paper | 4 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2010 | Are 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 | 3 |
| 2 | 2009 | Funding 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 |
| 3 | 2011 | Loan-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 | 3 |
| 4 | 2008 | What 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 | 2 |
| 5 | 2006 | Currency Barrier Option Pricing with Mean Reversion. (2006). Hui, Cho-Hoi. In: Working Papers. RePEc:hkg:wpaper:0605. Full description at Econpapers || Download paper | 2 |
| 6 | 2010 | Dynamic 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 | 2 |
| 7 | 2010 | Offshore 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 |
| Year | Title |
|---|