The Asian Financial Crisis and the Ordeal of Hong Kong. By Y. C. Jao. [Westport: Quorum Books, 2001. 227pp. £54.50. ISBN 1-56720-447-3.]

2002 ◽  
Vol 171 ◽  
pp. 741-779
Author(s):  
Lok Sang Ho
Keyword(s):  
Hong Kong ◽  
Financial Crisis ◽  
Asian Financial Crisis

scholarly journals Flexible Employment in Hong Kong: Trends and Patterns in Comparative Perspective

Asian Survey ◽  
2008 ◽  
Vol 48 (4) ◽  
pp. 673-702 ◽  
Author(s):  
Stephen W. K. Chiu ◽  
Alvin Y. So ◽  
May Yeuk-mui Tam
Keyword(s):  
Hong Kong ◽  
Financial Crisis ◽  
Labor Movement ◽  
Industrial Relations ◽  
Secondary Data ◽  
Asian Financial Crisis ◽  
Employment Relations ◽  
Employment Practices ◽  
Low Level ◽  
Flexible Employment

Abstract Through analyzing primary and secondary data, this paper argues that flexible employment practices in Hong Kong are largely employer-driven. This feature is explicable by the low level of government intervention in industrial relations, the development of the labor movement, and the Asian financial crisis that accentuated employers' prerogatives in employment relations.

scholarly journals Environmental factors affecting Hong Kong banking: A post-Asian financial crisis efficiency analysis

2012 ◽  
Vol 23 (3) ◽  
pp. 184-201 ◽  
Author(s):  
Maximilian J.B. Hall ◽  
Karligash A. Kenjegalieva ◽  
Richard Simper
Keyword(s):  
Hong Kong ◽  
Financial Crisis ◽  
Environmental Factors ◽  
Asian Financial Crisis ◽  
Efficiency Analysis ◽  
Factors Affecting

scholarly journals East Asian Financial Contagion under DCC-Garch

2009 ◽  
Author(s):  
J H Cho ◽  
Ali M. Parhizgari
Keyword(s):  
Hong Kong ◽  
Financial Crisis ◽  
East Asian ◽  
Equity Markets ◽  
Asian Financial Crisis ◽  
Financial Contagion ◽  
Conditional Correlation ◽  
Dynamic Conditional Correlation ◽  
Alternative Sources ◽  
Target Country

We consider the definition and measurement of contagion by analysing the 1997 East Asian financial crisis in the equity markets of eight countries using dynamic conditional correlation (DCC). Taking Thailand and Hong Kong as alternative sources of contagion, a total of fourteen source-target pairs is analyzed. We define contagion as the statistical break in the computed DCCs as measured by the shifts in their means and medians. In the DCC process, the parameters of each pair of source-target country contagion are allowed to vary and be dictated by the data. Contagion is tested using DCC means and medians difference tests. Our findings indicate the presence of contagion in the equity markets across all the fourteen pairs of source-target countries that are considered.  

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