Zobrazeno 1 - 10
of 56
pro vyhledávání: '"Andrew Tsang"'
Publikováno v:
Review of International Economics. 30:606-628
We analyse volatility spillovers between the on- and offshore (CNY and CNH) Renminbi exchange rates towards the US dollar (USD). The volatility impulse response (VIRF) methodology introduced by Hafner and Herwatz (2006) is applied to several shocks b
Autor:
Andrew Tsang, Matthew S. Yiu
Publikováno v:
Journal of the Asia Pacific Economy. :1-14
This article assesses the impact of COVID-19 on ASEAN5 stock markets by applying dynamic panel regression models. Vaccine availability is a crucial factor in this respect. Before the availability o...
Publikováno v:
Journal of policy modeling.
Many countries have imposed a set of non-pharmaceutical health policy interventions in an effort to slow the spread of the COVID-19 pandemic. The objective of this paper is to examine the effects of the interventions, drawing on evidence from the OEC
Autor:
Michael Funke, Andrew Tsang
Publikováno v:
Economic Modelling
The People’s Bank of China (PBoC) has implemented numerous measures to cushion the impacts of the COVID-19 health crisis on the Chinese economy. Since the current monetary policy framework features a multi-instrument mix of liquidity tools and pric
Autor:
Michael Funke, Andrew Tsang
The recent upgrade of the People’s Bank of China’s monetary policy framework establishes a corridor system of interest rates. As the revamped policy arrangement now features a multiple-instrument mix of liquidity tools and pricing signals, we emp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6cf3b85a9e207c20bccab26869b6f6d
https://hdl.handle.net/10419/233739
https://hdl.handle.net/10419/233739
Autor:
Andrew Tsang
Publikováno v:
SSRN Electronic Journal.
Autor:
Michael Funke, Andrew Tsang
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of International Money and Finance. 86:223-243
We study the renminbi (RMB) central parity formation mechanism following the August 2015 reform using statistical models. We identify the roles of the onshore and offshore RMB exchange rates and the US dollar index in determining the central parity i
Publikováno v:
Pacific Economic Review. 23:164-183
On August 11, 2015, China revamped its procedure for setting the official central parity of the renminbi (RMB) against the US dollar. Our empirical investigation suggests that the intertemporal dynamics of China’s central parity shifted after this
Autor:
Andrew Tsang, Hongyi Chen
Publikováno v:
Pacific Economic Review. 25:3-20
This paper uses the factor‐augmented vector autoregression framework to study the impact on the Hong Kong economy of the diverging monetary policies by the Fed, the European Central Bank (ECB) and the Bank of Japan as well as the slowdown of the Ma