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Covered interest parity in cross-currency swap bases and demand for US treasuries

Hui, Cho H.; Lo, Chi-Fai; Fung, Chin-To - In: International journal of financial engineering 7 (2020) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10012602952

Crude oil price dynamics with crash risk under fundamental shocks

Hui, Cho H.; Lo, Chi-Fai; Cheung, Chi-Hin; Wong, Andrew - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012664489

Swiss franc's one-sided target zone during 2011-2015

Hui, Cho H.; Lo, Chi-Fai; Fong, Tom - In: International review of economics & finance : IREF 44 (2016), pp. 54-67

Persistent link: https://www.econbiz.de/10011626007

Pricing corporate bonds with interest rates following double square-root process

Lo, Chi-Fai; Hui, Cho H. - In: International journal of financial engineering 3 (2016) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10011587738

A simple explanation of biased movements of renminbi exchange rate

Hui, Cho H.; Lo, Chi-Fai - In: International journal of financial engineering 5 (2018) 4, pp. 1-12

Persistent link: https://www.econbiz.de/10012028830

Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets

Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - In: The North American journal of economics and finance : a … 44 (2018), pp. 109-128

Persistent link: https://www.econbiz.de/10012036515

Probabilistic approach to measuring early-warning signals of systemic contagion risk

Hui, Cho H.; Lo, Chi-Fai; Zheng, Xiao-Fen; Fong, Tom - In: International journal of financial engineering 5 (2018) 2, pp. 1-25

Persistent link: https://www.econbiz.de/10011922985

Does Bitcoin behave as a currency?: A standard monetary model approach

Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon; Wong, Andrew - In: International review of financial analysis 70 (2020), pp. 1-12

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Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities

Hui, Cho-Hoi; Chung, Tsz-Kin; Lo, Chi-Fai - In: Asia-Pacific Financial Markets 20 (2013) 2, pp. 131-146

Following the bankruptcy of Lehman Brothers in mid-September 2008, there were severe disruptions in international money markets and banks reportedly faced severe liquidity shocks in particular US dollar funding shortages, prompting central banks around the world to adopt unprecedented policy...

Persistent link: https://www.econbiz.de/10010989075

A note on modelling yield curve control : a target-zone approach

Hui, Cho H.; Wong, Andrew; Lo, Chi-Fai - In: Finance research letters 49 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013478644