Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Working Papers / Hong Kong Institute for Monetary Research

Citation Profile [Updated: 2026-07-12 16:53:14]
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 0.55 0.73 0 11 11 259 8 10 0 0 0 8 0.73 0.25
2001 3.45 0.48 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 49 283 107 161 26 81 26 81 11 10.3 22 0.96 0.31
2003 1.32 0.52 1.59 1.76 24 73 289 116 277 38 50 49 86 10 8.6 29 1.21 0.29
2004 1.21 0.59 1.12 1.27 24 97 120 109 386 47 57 73 93 4 3.7 5 0.21 0.36
2005 0.96 0.6 0.97 1.02 22 119 670 115 501 48 46 97 99 5 4.3 11 0.5 0.35
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 0.51 0.91 0.89 24 162 368 147 760 41 53 112 100 5 3.4 30 1.25 0.29
2008 1.14 0.58 0.76 0.89 25 187 140 143 903 43 49 113 101 5 3.5 0 0.29
2009 1.49 0.58 1.19 1.43 38 225 644 264 1171 49 73 114 163 15 5.7 27 0.71 0.33
2010 0.84 0.52 0.96 1.26 31 256 586 245 1417 63 53 128 161 12 4.9 17 0.55 0.3
2011 1.67 0.61 1.01 1.19 41 297 806 298 1717 69 115 137 163 11 3.7 25 0.61 0.37
2012 1.64 0.67 0.92 1.21 32 329 618 299 2020 72 118 159 193 6 2 16 0.5 0.36
2013 1.67 0.65 1.06 1.51 25 354 406 374 2396 73 122 167 253 13 3.5 12 0.48 0.34
2014 2.16 0.67 1.24 1.75 32 386 370 477 2874 57 123 167 293 14 2.9 25 0.78 0.34
2015 2.11 0.65 1.19 1.86 22 408 128 484 3358 57 120 161 300 13 2.7 9 0.41 0.36
2016 1.26 0.63 1.02 1.59 20 428 147 436 3794 54 68 152 242 5 1.1 7 0.35 0.33
2017 0.86 0.6 0.98 1.36 6 434 15 425 4219 42 36 131 178 6 1.4 2 0.33 0.34
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.

Full description at Econpapers || Download paper

537
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.

Full description at Econpapers || Download paper

508
32010Leverage 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

264
42012Regulatory 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

250
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

183
62007The Overvaluation of Renminbi Undervaluation. (2007). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie. In: Working Papers. RePEc:hkm:wpaper:112007.

Full description at Econpapers || Download paper

141
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.

Full description at Econpapers || Download paper

120
82013How 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

118
92010Domestic 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

101
102016Competition and Bank Opacity. (2016). Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Working Papers. RePEc:hkm:wpaper:052016.

Full description at Econpapers || Download paper

100
112007International Capital Flows. (2007). van Wincoop, Eric ; Tille, Cédric. In: Working Papers. RePEc:hkm:wpaper:122007.

Full description at Econpapers || Download paper

98
122009The 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

78
132008Markets and Housing Finance. (2008). Warnock, Francis. In: Working Papers. RePEc:hkm:wpaper:032008.

Full description at Econpapers || Download paper

76
142009A 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

75
152012Financial Innovation: The Bright and the Dark Sides. (2012). Song, Frank ; Lin, Chen ; Chen, Tao ; Beck, Thorsten. In: Working Papers. RePEc:hkm:wpaper:052012.

Full description at Econpapers || Download paper

74
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

65
202005Exchange Rates and Markov Switching Dynamics. (2005). Erlandsson, Ulf ; Cheung, Yin-Wong. In: Working Papers. RePEc:hkm:wpaper:052005.

Full description at Econpapers || Download paper

64
212014The Great Mortgaging: Housing Finance, Crises, and Business Cycles. (2014). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Working Papers. RePEc:hkm:wpaper:252014.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

60
232014Shadow Banking and Bank Capital Regulation. (2014). plantin, guillaume. In: Working Papers. RePEc:hkm:wpaper:322014.

Full description at Econpapers || Download paper

59
242013Transmitting 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

57
252013Multinational Banking and Financial Contagion: Evidence from Foreign Bank Subsidiaries. (2013). Wu, Ji ; Olivero, Maria ; Jeon, Bang. In: Working Papers. RePEc:hkm:wpaper:052013.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

53
272009The 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

53
282011Give 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

50
292002Price Setting and Exhange Rate Pass-Through. (2002). Yetman, James ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:222002.

Full description at Econpapers || Download paper

50
302001After 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.

Full description at Econpapers || Download paper

47
312006A Portfolio Theory of International Capital Flows. (2006). Saito, Makoto ; Devereux, Michael. In: Working Papers. RePEc:hkm:wpaper:112006.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

40
342013A 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

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.

Full description at Econpapers || Download paper

39
362000Banking and Currency Crises: How Common Are The Twins?. (2000). Hutchison, Michael ; Glick, Reuven. In: Working Papers. RePEc:hkm:wpaper:012000.

Full description at Econpapers || Download paper

39
372012Factor Market Distortions across Time, Space and Sectors in China. (2012). Zhu, Xiaodong ; Tombe, Trevor ; Brandt, Loren. In: Working Papers. RePEc:hkm:wpaper:262012.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

35
412007China 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.

Full description at Econpapers || Download paper

34
422011Renminbi Going Global. (2011). Cheung, Yin-Wong ; Chen, Xiaoli. In: Working Papers. RePEc:hkm:wpaper:082011.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

33
442014The 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

33
452003Business Cycle Correlations in Asia-Pacific. (2003). Crosby, Mark. In: Working Papers. RePEc:hkm:wpaper:042003.

Full description at Econpapers || Download paper

33
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

31
482003Bank Lending and Property Prices: Some International Evidence. (2003). Hofmann, Boris. In: Working Papers. RePEc:hkm:wpaper:222003.

Full description at Econpapers || Download paper

30
492003China, 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

28
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Regulatory 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

32
22013How 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

32
32011The 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

28
42016Competition and Bank Opacity. (2016). Lin, Chen ; Levine, Ross ; Jiang, Liangliang. In: Working Papers. RePEc:hkm:wpaper:052016.

Full description at Econpapers || Download paper

26
52005Empirical 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

24
62009Corruption 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

20
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

14
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

12
92013A 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

8
102015What Measures Chinese Monetary Policy?. (2015). Sun, Rongrong. In: Working Papers. RePEc:hkm:wpaper:072015.

Full description at Econpapers || Download paper

8
112009The 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

7
122008Markets and Housing Finance. (2008). Warnock, Francis. In: Working Papers. RePEc:hkm:wpaper:032008.

Full description at Econpapers || Download paper

6
132014Shadow Banking and Bank Capital Regulation. (2014). plantin, guillaume. In: Working Papers. RePEc:hkm:wpaper:322014.

Full description at Econpapers || Download paper

6
142009The 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

5
152014The 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
162015Monetary 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.

Full description at Econpapers || Download paper

3
172015Asynchronous Monetary Policies and International Dollar Credit. (2015). Tsang, Andrew ; Ho, Kelvin ; He, Dong ; Wong, Eric. In: Working Papers. RePEc:hkm:wpaper:192015.

Full description at Econpapers || Download paper

3
182009A 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

3
192017Effects 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.

Full description at Econpapers || Download paper

3
202005Exchange Rates and Markov Switching Dynamics. (2005). Erlandsson, Ulf ; Cheung, Yin-Wong. In: Working Papers. RePEc:hkm:wpaper:052005.

Full description at Econpapers || Download paper

3
212012Trilemma Policy Convergence Patterns and Output Volatility. (2012). Ito, Hiro ; Aizenman, Joshua. In: Working Papers. RePEc:hkm:wpaper:112012.

Full description at Econpapers || Download paper

3
222015Global Liquidity, Capital Inflows and House Prices in ASEAN Economies. (2015). Sahminan, Sahminan ; Yiu, Matthew S.. In: Working Papers. RePEc:hkm:wpaper:142015.

Full description at Econpapers || Download paper

2
232013Monetary Policy and Bank Lending in China - Evidence from Loan-Level Data. (2013). Wang, Honglin ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:162013.

Full description at Econpapers || Download paper

2
242007The Overvaluation of Renminbi Undervaluation. (2007). Fujii, Eiji ; Cheung, Yin-Wong ; Chinn, Menzie. In: Working Papers. RePEc:hkm:wpaper:112007.

Full description at Econpapers || Download paper

2
252014Multiproduct Firms, Export Product Scope, and Trade Liberalization: The Role of Managerial Efficiency. (2014). Yu, Miaojie ; Qiu, Larry. In: Working Papers. RePEc:hkm:wpaper:022014.

Full description at Econpapers || Download paper

2
262013Export Dynamics in Large Devaluations. (2013). Yue, Vivian ; Pratap, Sangeeta ; Alessandria, George. In: Working Papers. RePEc:hkm:wpaper:062013.

Full description at Econpapers || Download paper

2
272011Give 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

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