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1
Estimating option-implied correlation between iTraxx Europe Financial and Corporate sub-indexes
Hui, Cho H.
;
Lo, Chi-fai
;
Lau, Chun-sing
-
2012
Persistent link: https://www.econbiz.de/10009568951
Saved in:
2
Measuring contagion-induced funding liquidity risk in sovereign debt markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Zheng, Xiao-Fen
;
Fong, Tom
-
2015
Persistent link: https://www.econbiz.de/10011384179
Saved in:
3
Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai
;
Hui, Cho H.
-
2016
Persistent link: https://www.econbiz.de/10012200956
Saved in:
4
Can exchange rate dynamics in Krugman's target-zone model be directly tested?
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
-
2017
Persistent link: https://www.econbiz.de/10012201200
Saved in:
5
Dynamics of market anomalies and measurement errors of risk-free interest rates
Hui, Cho H.
;
Lo, Chi-Fai
;
Fung, Chin-To
-
2017
Persistent link: https://www.econbiz.de/10012201359
Saved in:
6
Exchange rate dynamics under a currency board when policy rates are zero
Hui, Cho H.
;
Li, Ka Fai
;
Lo, Chi-Fai
-
2017
Persistent link: https://www.econbiz.de/10012201608
Saved in:
7
Exchange rate solutions with currency crashes
Hui, Cho H.
;
Lo, Chi-Fai
;
Liu, Chi-Hei
-
2018
Persistent link: https://www.econbiz.de/10012202808
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8
Does Bitcoin behave as a currency? : a standard monetary model approach
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
;
Wong, Andrew
-
2019
Persistent link: https://www.econbiz.de/10012203004
Saved in:
9
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.
;
Lo, Chi-Fai
;
Chau, Po-Hon
-
2016
Persistent link: https://www.econbiz.de/10012200848
Saved in:
10
Stablecoin price dynamics under a peg-stabilising mechanism
Hui, Cho H.
;
Wong, Andrew
;
Lo, Chi-Fai
-
2023
Persistent link: https://www.econbiz.de/10014473308
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