Search Results - subject:"HIBOR"

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How Do Macroeconomic Developments in Mainland China Affect Hong Kong's Short-term Interest Rates?

He, Dong; Leung, Frank; Ng, Philip - Hong Kong Monetary Authority - 2007

general produces a positive and hump-shaped effect on the three-month HIBOR. Forecast error variance decomposition shows that … HIBOR in recent years. A historical decomposition shows that from autumn 2003 to spring 2005 the large negative spread … between HIBOR and LIBOR was mainly due to Mainland factors. Thus, while the HIBOR-LIBOR spread is expected to be bounded …

Persistent link: https://www.econbiz.de/10005736337

Forecasting Term Structure of HIBOR Swap Rates

Kuo, Mei-Mei; Tai, Shih-Wen; Lin, Bing-Huei - In: The International Journal of Business and Finance Research 6 (2012) 4, pp. 87-100

structure of HIBOR (Hong Kong Interbank Offered Rate) swap rates by means of the Nelson-Siegel factors and principal components … forecasting HIBOR swap yields. …

Persistent link: https://www.econbiz.de/10010940788

Forecasting term structure of HIBOR swap rates

Kuo, Mei-mei; Tai, Shih-wen; Lin, Bing-huei - In: The international journal of business and finance … 6 (2012) 4, pp. 87-100

Persistent link: https://www.econbiz.de/10009633846