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A quasi-bounded target zone model : theory and application to Hong Kong dollar

Lo, C. F.; Hui, Cho H.; Fong, Tom; Chung, Ray S. W. - In: International review of economics & finance : IREF 37 (2015), pp. 1-17

Persistent link: https://www.econbiz.de/10011538229

A quasi-bounded model for Swiss Franc’s one-sided target zone during 2011-2015

Hui, Cho H.; Lo, C. F.; Fong, T. - 2015

Persistent link: https://www.econbiz.de/10011384158

A Note on Modelling Yield Curve Control : A Target-Zone Approach

Hui, Cho H.; Wong, Andrew; Lo, Chi-Fai - 2022

This working paper was written by Cho-Hoi Hui (Hong Kong Monetary Authority), Andrew Wong(Hong Kong Monetary Authority) and Chi-Fai Lo (The Chinese University of Hong Kong).This note uses a target-zone model to study the bond yield movements under yield curve control. The bond yield is assumed...

Persistent link: https://www.econbiz.de/10013492071

Swiss franc's one-sided target zone during 2011-2015

Hui, Cho H.; Lo, Chi-Fai; Fong, Tom - In: International review of economics & finance : IREF 44 (2016), pp. 54-67

Persistent link: https://www.econbiz.de/10011626007

Can exchange rate dynamics in Krugman's target-zone model be directly tested?

Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - 2017

Persistent link: https://www.econbiz.de/10012201200

Exchange rate dynamics under a currency board when policy rates are zero

Hui, Cho H.; Li, Ka Fai; Lo, Chi-Fai - 2017

Persistent link: https://www.econbiz.de/10012201608

A simple explanation of biased movements of renminbi exchange rate

Hui, Cho H.; Lo, Chi-Fai - In: International journal of financial engineering 5 (2018) 4, pp. 1-12

Persistent link: https://www.econbiz.de/10012028830

Crude oil price dynamics with crash risk under fundamental shocks

Hui, Cho H.; Lo, Chi-Fai; Cheung, Chi-Hin; Wong, Andrew - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012664489

A note on modelling yield curve control : a target-zone approach

Hui, Cho H.; Wong, Andrew; Lo, Chi-Fai - In: Finance research letters 49 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013478644

Stablecoin price dynamics under a peg-stabilising mechanism

Hui, Cho H.; Wong, Andrew; Lo, Chi-Fai - 2023

Persistent link: https://www.econbiz.de/10014473308

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