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Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
Hui, Cho-Hoi; Lo, Chi-Fai; Lau, Chun-Sing - In: Journal of banking & finance 37 (2013) 9, pp. 3694-3703
Persistent link: https://www.econbiz.de/10010148750
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Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
Hui, Cho-hoi; Wong, Tak-chuen; Lo, Chi-fai; Huang, Ming-xi - In: The journal of risk model validation 6 (2012) 3, pp. 27-49
Persistent link: https://www.econbiz.de/10010048650
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Benchmarking Model of Default Probabilities of Listed Companies
Hui, Cho-Hoi; Wong, Tak-Chuen; Lo, Chi-Fai; Huang, Ming-Xi - In: The journal of fixed income 15 (2005) 2, pp. 76-86
Persistent link: https://www.econbiz.de/10007147686
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Discriminatory power and predictions of defaults of structural credit risk models
Wong, Tak-chen; Hui, Cho-ho; Lo, Chi-fai - In: The journal of risk model validation 3 (2009/10) 4, pp. 39-60
Persistent link: https://www.econbiz.de/10009911483
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Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares
Chung, Tsz-Kin; Hui, Cho-Hoi; Li, Ka-Fai - In: Journal of banking & finance 37 (2013) 3, pp. 1073-1083
Persistent link: https://www.econbiz.de/10010065465
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Crash risk of the euro in the sovereign debt crisis of 2009–2010
Hui, Cho-Hoi; Chung, Tsz-Kin - In: Journal of banking & finance 35 (2011) 11, pp. 2945-2956
Persistent link: https://www.econbiz.de/10009290662