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~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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52
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46
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Hui, Cho H.
38
Fong, Tom
15
Lo, C. F.
15
Lo, Chi-Fai
12
Chung, Tsz-kin
4
Lo, Chi-fai
4
Yuen, P. H.
4
Ho, Ho Cheung
3
Li, Ka Fai
3
Sze, Kin Wan
3
Wong, Alfred Y.
3
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3
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2
Cheung, Yin-Wong
2
Genberg, Hans
2
Hui, Cho-Hoi
2
Liu, Chi-Hei
2
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2
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2
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1
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1
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Ming Xi Huang
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1
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1
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1
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International journal of theoretical and applied finance
5
International journal of financial engineering
4
International review of economics & finance : IREF
4
Journal of international money and finance
4
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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ECONIS (ZBW)
52
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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:
10
Crude oil price dynamics with crash risk under fundamental shocks
Hui, Cho H.
;
Lo, Chi-Fai
;
Cheung, Chi-Hin
;
Wong, Andrew
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012664489
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