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Modelling the Term Structure of Hong Kong Inter-Bank Offered Rates （HIBOR）

Economics World 2016年第1期4卷 7-16页

作者： Sandy Chau andy tai Wilson Kwan The Hong Kong Polytechnic University Hong Kong China

Different single-factor models are used to estimate the term structure of Hong Kong Inter-Bank Offered Rates （HIBOR）. These models use stochastic differential equations which effectively reflect market characteristics of short- and long-term interest rates, such as capability of mean reversion and interest rate level fluctuation. For the period from 2005 to early 2007, the economy of Hong Kong had been relatively stable with pretty low volatilities in interest rate. However, starting from 2008 to beginning of 2012, the Hong Kong and the world economies had been steering from relatively stable to fluctuations, the 2008 financial tsunami initiated by the U,S. had been causing financial instability globally. With the U.S： government taking quantitative easing monetary policy, U.S. interest rates fluctuated and submerged rapidly. Volatility of HIBOR was extremely sensitive to fluctuation of U.S. interest rates, since Hong Kong dollar exchange rate has been pegged with U.S. dollar. In short, during the period of early 2008 to early 2012, volatility of short-term interest rate was extremely sensitive. Obviously, the term structure of interest rate for these two periods had made major shift, combining the two periods would lead to unfavorable econometric results.

关键词： Hong Kong Inter-Bank Offered Rates (HIBOR) dynamic interest rate term structure models short-term interest rate volatility

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Medical Students’Views on Psychiatry in Germany and Italy:Survey

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International Journal of Mental Health Promotion 2023年第9期25卷 985-993页

作者： andy Man Yeung tai Janet Suen Mostafa Mamdouh Kamel Georg Schomerus Angelo Giovanni Icro Maremmaniz Reinhard Michael Krausz Department of Psychiatry Faculty of MedicineUniversity of British ColumbiaVancouverCanada Department of Neuropsychiatry Tanta UniversityTanta31511Egypt Department of Psychiatry University of LeipzigLeipzig04109Germany Azienda Ospedaliera Universitaria Pisana Health Universitaria PisanaPisa56126Italy

Objectives:In 2019,the Insititue for Health Metrics and Evaluation reported that 16%of life lost were attributed to mental *** a result,global shortage of psychiatrists is a pressing issue due to the increasing burden of mental *** 2016,a mere 5%of US medical students chose psychiatry as a career,a trend mirrored in Germany and *** the medical students of 2016 have graduated or transitioned into residency in 2023,their attitudes towards psychiatry could have contributed to today’s shortage of *** global mental health burden has only been exacerbated by the COVID-19 *** study explores the attitudes of German and Italian medical students towards psychiatry,their career aspirations,and the influence of factors such as personal experience and education on their interest in the ***:A cross-sectional survey was conducted among 799 medical students in two European countries in *** answered questions about their attitudes towards psychiatry,their psychiatric education,and personal *** analyses were performed using chi-square tests and a significance level of ***:The number of years in medical school,personal experiences,and perceived quality of education significantly affected specialty choice and ranking of psychiatry compared to other ***,psychiatric placements,and views on psychiatric instructors also played a significant role in choosing psychiatry as a ***:Assessing medical students’attitudes towards psychiatry and the factors that influence their career choices,such as psychiatric education and personal experiences,can inform changes to attract students to the *** the worldwide shortage of psychiatrists is crucial to reduce the burden of mental health and substance use disorders.

关键词： Medical students psychiatry lived experiences stigma education

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Time Series Forecasting of Hong Kong Inter-bank Offered Rate(HIBOR)using Exponential Smoothing State Space Model

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Economics World 2023年第1期10卷 43-48页

作者： andy tai Ka-ming Lam Hong Kong Polytechnic University Hong KongChina Hong Kong Nang Yan College of Higher Education Hong KongChina

This paper set out to analyze and forecast the Hong Kong Interbank Interest Rate(HIBOR)for a period 2006 to *** main objective of this study is to propose an appropriate time series forecasting model for *** conceptually captures the interaction between demand and supply of Hong Kong dollar in the interbank *** volatility of HIBOR reflects market sentiment,changes in underlying macroeconomic environment,random events and even political ***,the time series data of HIBOR appears to have multiple seasonality during the aforesaid *** TBATS model,the state space modeling framework developed by De Livera,Hyndman and Snyder(2010)is adopted for this study to improve the accuracy and efficiency of the time series modeling and forecasting of *** TBATS model incorporates Box-Cox transformations,Fourier representations with time varying coefficients,and ARMA error *** evaluation and analytical expressions for point forecasts and interval predictions under the assumption of Gaussian errors are derived,leading to a simple,comprehensive approach to forecasting complex seasonal time *** addition,the trigonometric formulation is used as a means of decomposing complex seasonal time series,which helps to identify and extract seasonal components which are otherwise not apparent in the time series plot *** performance of the TBATS model as evaluated by measures of forecast error are presented.

关键词： HIBOR forecast multiple seasonal

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