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Causality of interest rate, exchange rate and stock prices at stock market open and close in Hong Kong
Mok, Henry M. K. - In: Asia Pacific journal of management : APJM ; a … 10 (1993) 2, pp. 123-143
Persistent link: https://www.econbiz.de/10001154724
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Covered interest arbitrage profits : the role of liquidity and credit risk
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - In: Journal of banking & finance 34 (2010) 5, pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
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Interest Rate Differentials Under an Exchange Rate Convertibility Zone : A Carry Trade Perspective
Fung, Joseph K. W. - 2020
This study is motivated by the negative HKD-USD interest rate differentials observed after the US interest rate hike on December 17, 2015. We first analyze two practical concerns that are typical from the perspective of a carry trader: (1) the difference in borrowing rate and lending rate of a...
Persistent link: https://www.econbiz.de/10012846267
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Interest rate differentials under an exchange rate convertibility zone : a carry trade perspective
Fung, Joseph K. W.; Lam, Eric - 2019
Persistent link: https://www.econbiz.de/10012203057