//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A note on risky bond valuation
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
46
Theory
46
Exchange rate
35
Wechselkurs
35
Zinsstruktur
25
Hong Kong
21
Hongkong
21
Exchange rate policy
19
Wechselkurspolitik
19
China
17
Financial crisis
17
Finanzkrise
17
Public bond
14
Öffentliche Anleihe
14
Option pricing theory
13
Optionspreistheorie
13
Renminbi
13
Credit risk
12
Volatility
12
Volatilität
12
Interest rate
11
Kreditrisiko
11
Target zone
11
US dollar
11
US-Dollar
11
Welt
11
World
11
Zins
11
Estimation
10
Geldpolitik
10
Monetary policy
10
Schätzung
10
Zielzone
10
Emerging economies
9
Schock
9
Schwellenländer
9
Shock
9
Stochastic process
9
Stochastischer Prozess
9
more ...
less ...
Online availability
All
Free
17
Undetermined
5
Type of publication
All
Book / Working Paper
17
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
25
Author
All
Hui, Cho H.
15
Lo, Chi-Fai
15
Hui, Cho-Hoi
10
Chung, Tsz Kin
3
Chung, Tsz-Kin
3
Fung, Chin-To
3
Li, Ka Fai
3
Wong, Andrew
3
Chau, Po-Hon
2
Li, Ka-Fai
2
Lo, Chi-fai
2
Wong, T. C.
2
Chau, Po-hon
1
Chung, Tsz-kin
1
Huang, M. X.
1
Huang, Ming-Xi
1
Ip, Ho-Yan
1
Lam, Lillie
1
Lo, C. F.
1
Tan, Edward
1
Wong, Tak-Chen
1
Wong, Tak-chen
1
more ...
less ...
Published in...
All
HKIMR working paper
6
Finance research letters
2
HKIMR Working Paper
2
International journal of financial engineering
2
ADB economics working paper series
1
Asia-Pacific financial markets
1
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of fixed income
1
The journal of risk model validation
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Using interest rate derivative prices to estimate LIBOR-OIS spread dynamics and systemic funding liquidity shock probabilities
Hui, Cho H.
;
Chung, Tsz-kin
;
Lo, Chi-fai
- In:
Asia-Pacific financial markets
20
(
2013
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10009750729
Saved in:
3
Assessing the effectiveness of date-based forward guidance at the zero lower bound with a non-Gaussian affine term-structure model
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
-
2014
Persistent link: https://www.econbiz.de/10011383770
Saved in:
4
Term-structure modelling at the zero lower bound : implications for estimating the term premium
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
-
2015
Persistent link: https://www.econbiz.de/10011384200
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Term-structure modelling at the zero lower bound : implications for estimating the forward term premium
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
- In:
Finance research letters
21
(
2017
),
pp. 100-106
Persistent link: https://www.econbiz.de/10011807514
Saved in:
9
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:
10
Dynamic interactions between government bonds and exchange rate expectations in currency options
Hui, Cho H.
;
Tan, Edward
-
2016
Persistent link: https://www.econbiz.de/10012200973
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->