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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
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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
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A quasi-bounded target zone model : theory and application to Hong Kong dollar
Lo, C. F.; Hui, Cho H.; Fong, Tom; Chung, Ray S. W. - In: International review of economics & finance : IREF 37 (2015), pp. 1-17
Persistent link: https://www.econbiz.de/10011538229
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Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007-2013
Hui, Cho H.; Fong, Tom - In: International review of economics & finance : IREF 40 (2015), pp. 174-190
Persistent link: https://www.econbiz.de/10011573573
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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
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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
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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
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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
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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
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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 H.; Lo, Chi-fai; Lau, Chun-sing - In: Journal of banking & finance 37 (2013) 9, pp. 3694-3703
Persistent link: https://www.econbiz.de/10010126296