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Analysing interconnectivity among economies

Wong, Alfred Y.; Fong, Tom - In: Emerging markets review 12 (2011) 4, pp. 432-442

Persistent link: https://www.econbiz.de/10009504892

Residential Mortgage Default Risk in Hong Kong

Wong, Jim; Fung, Laurence; Fong, Tom; Sze, Angela - 2009

The sharp fall of property prices after the Asian financial crisis has led many residential mortgage holders in Hong Kong to experience negative equity. Among other factors, this study looks at the impact of negative equity on the probability of default on mortgage loans, which is an important...

Persistent link: https://www.econbiz.de/10014211092

Assessing credit risk of companies with mean-reverting leverage ratios

Lo, C. F.; Wong, T. C.; Hui, Cho H.; Huang, M. X. - 2008

Persistent link: https://www.econbiz.de/10003770527

Are corporates' target leverage ratios time-dependent?

Hui, Cho H.; Lo, C. F.; Huang, M. X. - In: International review of financial analysis 15 (2006) 3, pp. 220-236

Persistent link: https://www.econbiz.de/10003348579

Discriminatory power and predictions of defaults of structural credit risk models

Wong, T. C.; Hui, Cho H.; Lo, C. F. - 2009

Persistent link: https://www.econbiz.de/10003975235

Discriminatory power and predictions of defaults of structural credit risk models

Wong, Tak-chen; Hui, Cho H.; Lo, C. F. - In: The journal of risk model validation 3 (2009/10) 4, pp. 39-60

Persistent link: https://www.econbiz.de/10009262129

Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?

Hui, Cho H.; Wong, Tak-chuen; Lo, Chi-fai; Ming Xi Huang - In: The journal of risk model validation 6 (2012) 3, pp. 27-49

Persistent link: https://www.econbiz.de/10009658577

Benchmarking model of default probabilities of listed companies

Hui, Cho-Hoi; Wong, Tak-Chen; Lo, Chi-Fai; Huang, Ming-Xi - In: The journal of fixed income 15 (2005) 2, pp. 76-86

Persistent link: https://www.econbiz.de/10003229861

Valuation model of defaultable bond values in emerging markets

Hui, Cho H.; Lo, C. F. - In: Asia-Pacific financial markets 9 (2002) 1, pp. 45-60

Persistent link: https://www.econbiz.de/10001722350

Effect of asset value correlation on credit-linked note values

Hui, Cho H.; Lo, C. F. - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 455-478

Persistent link: https://www.econbiz.de/10001687127