Jiayue Zhang

Brown University - Department of Economics

64 Waterman Street

Providence, RI 02912

United States

SCHOLARLY PAPERS

5

DOWNLOADS

420

SSRN CITATIONS
Rank 49,070

SSRN RANKINGS

Top 49,070

in Total Papers Citations

7

CROSSREF CITATIONS

6

Scholarly Papers (5)

Breakdown of Covered Interest Parity: Mystery or Myth?

Number of pages: 55 Posted: 22 Mar 2018 Last Revised: 08 Nov 2018
Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority and Brown University - Department of Economics
Downloads 183 (197,351)

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Covered Interest Parity, FX Swap, Cross-Currency Basis Swap, Basis Spread, CIP Deviation, Libor-OIS Spread, Counterparty Credit Risk, Funding Liquidity Risk

Breakdown of Covered Interest Parity: Mystery or Myth?

BIS Paper No. 96d
Number of pages: 22 Posted: 06 Apr 2018
Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority and Brown University - Department of Economics
Downloads 65 (410,967)

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covered interest parity, FX swap, cross-currency basis swap, basis spread, CIP deviation, Libor-OIS spread, counterparty credit risk, funding liquidity risk

Breakdown of Covered Interest Parity: Mystery or Myth?

Number of pages: 50 Posted: 27 Nov 2017
Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority and Brown University - Department of Economics
Downloads 56 (443,251)
Citation 4

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covered interest parity, FX swap, cross-currency basis swap, basis spread, CIP deviation, Libor-OIS spread, counterparty credit risk, funding liquidity risk

2.

The Limit of Evil: Effects of Inflation and Public Debt on Capital Market Development

Hong Kong Monetary Authority Research Memorandum, 2019, 02
Number of pages: 15 Posted: 14 Feb 2019
David Leung, Wenzhe Li, Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority, Tsinghua University, PBC School of Finance, Hong Kong Monetary Authority and Brown University - Department of Economics
Downloads 49 (462,944)
Citation 1

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3.

Interpreting Survey-Based Federal Funds Rate Forecasts: How Accurate Are They in Reflecting Market Expectations?

Number of pages: 25 Posted: 17 Apr 2019
Max Kwong, David Leung, Alfred Wong and Jiayue Zhang
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Brown University - Department of Economics
Downloads 35 (525,397)

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Fed Funds Rate, Monetary Policy Expectation

4.

Sensitivity of Emerging Market Bond Fund Flows to US Monetary Stance and Global Risk Aversion

Hong Kong Monetary Authority, Research Memorandum 01/2018
Number of pages: 19 Posted: 17 May 2019
David Leung, Jiayue Zhang and Alfred Wong
Hong Kong Monetary Authority, Brown University - Department of Economics and Hong Kong Monetary Authority
Downloads 19 (621,543)

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Fund Flow, Emerging Markets, Bond Market, Risk Aversion

5.

Risk of Window Dressing: Quarter-End Spikes in the Japanese Yen Libor-OIS Spread

HKIMR Working Paper No.15/2019, November 2019
Number of pages: 25 Posted: 09 Dec 2019
Mayu Kikuchi, Alfred Wong and Jiayue Zhang
Wellesley College, Hong Kong Monetary Authority and Brown University - Department of Economics
Downloads 13 (664,187)

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Libor-OIS Spread, Negative Interest Rate, Liquidity Risk, Basel III