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Working Papers / Hong Kong Institute for Monetary Research

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
38
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
2000 0 0.56 0.73 0 11 11 259 8 10 0 0 0 8 0.73 0.25
2001 3.45 0.49 1.65 3.45 15 26 93 41 53 11 38 11 38 3 7.3 1 0.07 0.27
2002 3.12 0.55 2.2 3.12 23 49 281 107 161 26 81 26 81 11 10.3 22 0.96 0.31
2003 1.32 0.53 1.59 1.76 24 73 288 116 277 38 50 49 86 10 8.6 29 1.21 0.3
2004 1.21 0.6 1.12 1.27 24 97 120 109 386 47 57 73 93 4 3.7 5 0.21 0.36
2005 0.96 0.61 0.97 1.02 22 119 657 115 501 48 46 97 99 5 4.3 11 0.5 0.36
2006 0.65 0.58 0.81 0.81 19 138 111 112 613 46 30 108 88 1 0.9 4 0.21 0.34
2007 1.29 0.52 0.91 0.89 24 162 367 147 760 41 53 112 100 5 3.4 30 1.25 0.29
2008 1.14 0.58 0.76 0.89 25 187 137 143 903 43 49 113 101 5 3.5 0 0.29
2009 1.49 0.59 1.19 1.43 38 225 629 264 1171 49 73 114 163 15 5.7 27 0.71 0.33
2010 0.84 0.52 0.96 1.26 31 256 580 245 1417 63 53 128 161 12 4.9 17 0.55 0.3
2011 1.67 0.61 1.01 1.19 41 297 799 298 1717 69 115 137 163 11 3.7 25 0.61 0.36
2012 1.64 0.67 0.92 1.21 32 329 602 299 2020 72 118 159 193 6 2 16 0.5 0.36
2013 1.67 0.64 1.06 1.51 25 354 389 374 2396 73 122 167 253 13 3.5 12 0.48 0.34
2014 2.16 0.67 1.24 1.76 32 386 363 478 2875 57 123 167 294 14 2.9 25 0.78 0.34
2015 2.11 0.65 1.19 1.86 22 408 124 484 3359 57 120 161 300 13 2.7 9 0.41 0.36
2016 1.26 0.63 1.02 1.59 20 428 135 436 3795 54 68 152 242 5 1.1 7 0.35 0.34
2017 0.86 0.61 0.98 1.36 6 434 14 425 4220 42 36 131 178 6 1.4 2 0.33 0.33
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
12005Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2005). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio . In: Working Papers. RePEc:hkm:wpaper:122005.

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525
22011The Great Retrenchment: International Capital Flows During the Global Financial Crisis. (2011). Tille, Cédric ; Milesi-Ferretti, Gian Maria. In: Working Papers. RePEc:hkm:wpaper:382011.

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502
32010Leverage Constraints and the International Transmission of Shocks. (2010). Yetman, James ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:132010.

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261
42012Regulatory Arbitrage and International Bank Flows. (2012). Ma, Yue ; Lin, Chen ; Houston, Joel F.. In: Working Papers. RePEc:hkm:wpaper:152012.

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235
52009Corruption and Cross-Border Investment in Emerging Markets: Firm-Level Evidence. (2009). Wei, Shang-Jin ; Javorcik, Beata. In: Working Papers. RePEc:hkm:wpaper:062009.

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174
62007The Overvaluation of Renminbi Undervaluation. (2007). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie. In: Working Papers. RePEc:hkm:wpaper:112007.

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140
72000Monetary Policy in the Open Economy Revisited: Price Setting and Exchange Rate Flexibility. (2000). Engel, Charles ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:042000.

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120
82013How Do Exporters Respond to Antidumping Investigations?. (2013). Tao, Zhigang ; Lu, Yi ; Zhang, Yan. In: Working Papers. RePEc:hkm:wpaper:192013.

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104
92007International Capital Flows. (2007). van Wincoop, Eric ; Tille, Cédric. In: Working Papers. RePEc:hkm:wpaper:122007.

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98
102010Domestic Institutions and the Bypass Effect of Financial Globalization. (2010). Wei, Shang-Jin ; Ju, Jiandong. In: Working Papers. RePEc:hkm:wpaper:222010.

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98
112016Competition and Bank Opacity. (2016). Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Working Papers. RePEc:hkm:wpaper:052016.

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89
122009The Value of Making Commitments Externally: Evidence from WTO Accessions. (2009). Wei, Shang-Jin ; Tang, Man-Keung. In: Working Papers. RePEc:hkm:wpaper:152009.

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76
132009A Portfolio Model of Capital Flows to Emerging Markets. (2009). Sutherland, Alan ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:082009.

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74
142012Financial Innovation: The Bright and the Dark Sides. (2012). Song, Frank ; Lin, Chen ; Chen, Tao ; Beck, Thorsten. In: Working Papers. RePEc:hkm:wpaper:052012.

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74
152008Markets and Housing Finance. (2008). Warnock, Francis. In: Working Papers. RePEc:hkm:wpaper:032008.

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73
162000The Transfer Problem Revisited: Net Foreign Assets and Real Exchange Rates. (2000). Milesi-Ferretti, Gian Maria ; Lane, Philip. In: Working Papers. RePEc:hkm:wpaper:062000.

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70
172003Synchronized Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate. (2003). Schnabl, Gunther ; McKinnon, Ronald. In: Working Papers. RePEc:hkm:wpaper:022003.

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69
182002Do We Really KNow that the WTO Increases Trade?. (2002). Rose, Andrew. In: Working Papers. RePEc:hkm:wpaper:182002.

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67
192002One Reason Countries Pay Their Debts: Renegotiation and International Trade. (2002). Rose, Andrew. In: Working Papers. RePEc:hkm:wpaper:042002.

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65
202014The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Working Papers. RePEc:hkm:wpaper:252014.

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63
212005Exchange Rates and Markov Switching Dynamics. (2005). Erlandsson, Ulf ; Cheung, Yin-Wong. In: Working Papers. RePEc:hkm:wpaper:052005.

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63
222010Gravity in International Finance. (2010). van Wincoop, Eric ; Okawa, Yohei. In: Working Papers. RePEc:hkm:wpaper:072010.

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60
232013Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit. (2013). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:152013.

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57
242013Multinational Banking and Financial Contagion: Evidence from Foreign Bank Subsidiaries. (2013). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: Working Papers. RePEc:hkm:wpaper:052013.

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56
252014Shadow Banking and Bank Capital Regulation. (2014). plantin, guillaume. In: Working Papers. RePEc:hkm:wpaper:322014.

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56
262012How would Capital Account Liberalisation Affect Chinas Capital Flows and the Renminbi Real Exchange Rates?. (2012). Wu, Tommy ; He, Dong ; Zhang, Wenlang ; Cheung, Lillian. In: Working Papers. RePEc:hkm:wpaper:092012.

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53
272009The Empirics of Chinas Outward Direct Investment. (2009). Qian, Xingwang ; Cheung, Yin-Wong. In: Working Papers. RePEc:hkm:wpaper:172009.

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52
282002Price Setting and Exhange Rate Pass-Through. (2002). Yetman, James ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:222002.

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50
292011Give Credit where Credit is Due: Tracing Value Added in Global Production Chains. (2011). Wei, Shang-Jin ; Wang, Zhi ; Koopman, Robert ; Powers, William. In: Working Papers. RePEc:hkm:wpaper:312011.

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49
302006A Portfolio Theory of International Capital Flows. (2006). Saito, Makoto ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:112006.

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47
312001After the Crisis, The East Asian Dollar Standard Resurrected: An Interpretation of High Frequency Exchange Rate Pegging. (2001). McKinnon, Ronald I.. In: Working Papers. RePEc:hkm:wpaper:042001.

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47
322003The East Asian Dollar Standard, Fear of Floating, and Original Sin. (2003). Schnabl, Gunther ; McKinnon, Ronald. In: Working Papers. RePEc:hkm:wpaper:112003.

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45
332010The Composition Matters: Capital Inflows and Liquidity Crunch during a Global Economic Crisis. (2010). Wei, Shang-Jin ; Tong, Hui. In: Working Papers. RePEc:hkm:wpaper:172010.

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40
342000Banking and Currency Crises: How Common Are The Twins?. (2000). Hutchison, Michael ; Glick, Reuven. In: Working Papers. RePEc:hkm:wpaper:012000.

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39
352009The Financial Crisis and Sizable International Reserves Depletion: From Fear of Floating to the Fear of Losing International Reserves?. (2009). Aizenman, Joshua ; Sun, YI. In: Working Papers. RePEc:hkm:wpaper:382009.

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39
362013A Theory of the Competitive Saving Motive. (2013). Wei, Shang-Jin ; Du, Qingyuan. In: Working Papers. RePEc:hkm:wpaper:252013.

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38
372012Factor Market Distortions across Time, Space and Sectors in China. (2012). Zhu, Xiaodong ; Tombe, Trevor ; Brandt, Loren. In: Working Papers. RePEc:hkm:wpaper:262012.

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38
382012Trilemma Policy Convergence Patterns and Output Volatility. (2012). Ito, Hiro ; Aizenman, Joshua. In: Working Papers. RePEc:hkm:wpaper:112012.

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38
392002The Fed and the New Economy. (2002). Ball, Laurence ; Tchaidze, Robert R.. In: Working Papers. RePEc:hkm:wpaper:102002.

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38
402015What Measures Chinese Monetary Policy?. (2015). Sun, Rongrong. In: Working Papers. RePEc:hkm:wpaper:072015.

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34
412011Renminbi Going Global. (2011). Cheung, Yin-Wong ; Chen, Xiaoli. In: Working Papers. RePEc:hkm:wpaper:082011.

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34
422007China as a Reserve Sink: The Evidence from Offset and Sterilization Coefficients. (2007). Rajan, Ramkishen ; Ouyang, Alice ; Willett, Thomas D.. In: Working Papers. RePEc:hkm:wpaper:102007.

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34
432009On the Unstable Relationship between Exchange Rates and Macroeconomic Fundamentals. (2009). van Wincoop, Eric ; Bacchetta, Philippe. In: Working Papers. RePEc:hkm:wpaper:272009.

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33
442003Business Cycle Correlations in Asia-Pacific. (2003). Crosby, Mark. In: Working Papers. RePEc:hkm:wpaper:042003.

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33
452014The Dragon is Flying West: Micro-Level Evidence of Chinese Outward Direct Investment. (2014). Tang, Heiwai ; Chen, Wenjie. In: Working Papers. RePEc:hkm:wpaper:142014.

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32
462011The Implementation of Monetary Policy in China: The Interbank Market and Bank Lending. (2011). Gerlach, Stefan ; Chen, Qianying. In: Working Papers. RePEc:hkm:wpaper:262011.

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32
472004Testing for Output Convergence: A Re-examination. (2004). Cheung, Yin-Wong ; Garcia-Pascual, Antonio . In: Working Papers. RePEc:hkm:wpaper:052004.

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31
482003China, Hong Kong, and Taiwan: A Quantitative Assessment of Real and Financial Integration. (2003). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie. In: Working Papers. RePEc:hkm:wpaper:152003.

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30
492003Bank Lending and Property Prices: Some International Evidence. (2003). Hofmann, Boris. In: Working Papers. RePEc:hkm:wpaper:222003.

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30
502013Export Dynamics in Large Devaluations. (2013). Yue, Vivian ; Pratap, Sangeeta ; Alessandria, George. In: Working Papers. RePEc:hkm:wpaper:062013.

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27
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011The Great Retrenchment: International Capital Flows During the Global Financial Crisis. (2011). Tille, Cédric ; Milesi-Ferretti, Gian Maria. In: Working Papers. RePEc:hkm:wpaper:382011.

Full description at Econpapers || Download paper

55
22012Regulatory Arbitrage and International Bank Flows. (2012). Ma, Yue ; Lin, Chen ; Houston, Joel F.. In: Working Papers. RePEc:hkm:wpaper:152012.

Full description at Econpapers || Download paper

34
32005Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2005). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio . In: Working Papers. RePEc:hkm:wpaper:122005.

Full description at Econpapers || Download paper

30
42013How Do Exporters Respond to Antidumping Investigations?. (2013). Tao, Zhigang ; Lu, Yi ; Zhang, Yan. In: Working Papers. RePEc:hkm:wpaper:192013.

Full description at Econpapers || Download paper

25
52009Corruption and Cross-Border Investment in Emerging Markets: Firm-Level Evidence. (2009). Wei, Shang-Jin ; Javorcik, Beata. In: Working Papers. RePEc:hkm:wpaper:062009.

Full description at Econpapers || Download paper

23
62016Competition and Bank Opacity. (2016). Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Working Papers. RePEc:hkm:wpaper:052016.

Full description at Econpapers || Download paper

21
72010Leverage Constraints and the International Transmission of Shocks. (2010). Yetman, James ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:132010.

Full description at Econpapers || Download paper

21
82010Domestic Institutions and the Bypass Effect of Financial Globalization. (2010). Wei, Shang-Jin ; Ju, Jiandong. In: Working Papers. RePEc:hkm:wpaper:222010.

Full description at Econpapers || Download paper

15
92015What Measures Chinese Monetary Policy?. (2015). Sun, Rongrong. In: Working Papers. RePEc:hkm:wpaper:072015.

Full description at Econpapers || Download paper

11
102009The Value of Making Commitments Externally: Evidence from WTO Accessions. (2009). Wei, Shang-Jin ; Tang, Man-Keung. In: Working Papers. RePEc:hkm:wpaper:152009.

Full description at Econpapers || Download paper

10
112009The Empirics of Chinas Outward Direct Investment. (2009). Qian, Xingwang ; Cheung, Yin-Wong. In: Working Papers. RePEc:hkm:wpaper:172009.

Full description at Econpapers || Download paper

8
122013A Theory of the Competitive Saving Motive. (2013). Wei, Shang-Jin ; Du, Qingyuan. In: Working Papers. RePEc:hkm:wpaper:252013.

Full description at Econpapers || Download paper

7
132014Shadow Banking and Bank Capital Regulation. (2014). plantin, guillaume. In: Working Papers. RePEc:hkm:wpaper:322014.

Full description at Econpapers || Download paper

6
142012Trilemma Policy Convergence Patterns and Output Volatility. (2012). Ito, Hiro ; Aizenman, Joshua. In: Working Papers. RePEc:hkm:wpaper:112012.

Full description at Econpapers || Download paper

5
152009A Portfolio Model of Capital Flows to Emerging Markets. (2009). Sutherland, Alan ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:082009.

Full description at Econpapers || Download paper

5
162005Exchange Rates and Markov Switching Dynamics. (2005). Erlandsson, Ulf ; Cheung, Yin-Wong. In: Working Papers. RePEc:hkm:wpaper:052005.

Full description at Econpapers || Download paper

4
172013Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit. (2013). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:152013.

Full description at Econpapers || Download paper

4
182014The Dragon is Flying West: Micro-Level Evidence of Chinese Outward Direct Investment. (2014). Tang, Heiwai ; Chen, Wenjie. In: Working Papers. RePEc:hkm:wpaper:142014.

Full description at Econpapers || Download paper

4
192008Markets and Housing Finance. (2008). Warnock, Francis. In: Working Papers. RePEc:hkm:wpaper:032008.

Full description at Econpapers || Download paper

3
202011Give Credit where Credit is Due: Tracing Value Added in Global Production Chains. (2011). Wei, Shang-Jin ; Wang, Zhi ; Koopman, Robert ; Powers, William. In: Working Papers. RePEc:hkm:wpaper:312011.

Full description at Econpapers || Download paper

3
212014Chinese Shadow Banking: Bank-Centric Misperceptions. (2014). , Tri ; Wang, Honglin ; Yao, Aidan . In: Working Papers. RePEc:hkm:wpaper:222014.

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3
222013Monetary Policy and Bank Lending in China - Evidence from Loan-Level Data. (2013). Wang, Honglin ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:162013.

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3
232014Multiproduct Firms, Export Product Scope, and Trade Liberalization: The Role of Managerial Efficiency. (2014). Yu, Miaojie ; Qiu, Larry. In: Working Papers. RePEc:hkm:wpaper:022014.

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2
242014Performance Analysis of Liquidity Indicators as Early Warning Signals. (2014). Chen, Ting-Hsuan ; Shen, Chung-Hua. In: Working Papers. RePEc:hkm:wpaper:302014.

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2
252013The Role of Household Saving in the Economic Rise of China. (2013). Mark, Nelson ; Lugauer, Steven. In: Working Papers. RePEc:hkm:wpaper:042013.

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2
262015Global Liquidity, Capital Inflows and House Prices in ASEAN Economies. (2015). Sahminan, Sahminan ; Yiu, Matthew S.. In: Working Papers. RePEc:hkm:wpaper:142015.

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2
272009Honor Thy Creditors Beforan Thy Shareholders: Are the Profits of Chinese State-Owned Enterprises Real?. (2009). Ferri, Giovanni ; Liu, Li-Gang . In: Working Papers. RePEc:hkm:wpaper:162009.

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2
282017Effects of Capital Flow on the Equity and Housing Markets in Hong Kong. (2017). Cheung, Yin-Wong ; Yiu, Matthew S ; Chow, Kenneth K. In: Working Papers. RePEc:hkm:wpaper:012017.

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2
292014Interest Rate Determination in China: Past, Present, and Future. (2014). Yu, Xiangrong ; He, Dong ; Wang, Honglin. In: Working Papers. RePEc:hkm:wpaper:042014.

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2
302010Measuring Renminbi Misalignment: Where Do We Stand?. (2010). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie. In: Working Papers. RePEc:hkm:wpaper:242010.

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2
312015Monetary Policy Transmission in China: A DSGE Model with Parallel Shadow Banking and Interest Rate Control. (2015). Funke, Michael ; Mihaylovski, Petar ; Zhu, Haibin. In: Working Papers. RePEc:hkm:wpaper:122015.

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2
322009A High-Low Model of Daily Stock Price Ranges. (2009). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, . In: Working Papers. RePEc:hkm:wpaper:032009.

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2
332014The Role of Foreign Banks in Monetary Policy Transmission: Evidence from Asia during the Crisis of 2008-9. (2014). Wu, Ji ; Jeon, Bang. In: Working Papers. RePEc:hkm:wpaper:012014.

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2
342003Synchronized Business Cycles in East Asia and Fluctuations in the Yen/Dollar Exchange Rate. (2003). Schnabl, Gunther ; McKinnon, Ronald. In: Working Papers. RePEc:hkm:wpaper:022003.

Full description at Econpapers || Download paper

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