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The link between FX swaps and currency strength during the credit crisis of 2007 - 2008
Genberg, Hans; Hui, Cho H.; Wong, Alfred Y.; Chung, Tsz-kin - In: The evolving role of Asia in global finance, (pp. 83-94). 2011
Persistent link: https://www.econbiz.de/10008992058
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Crash risk of the euro in the sovereign debt crisis of 2009 - 2010
Hui, Cho H.; Chung, Tsz-kin - In: Journal of banking & finance 35 (2011) 11, pp. 2945-2955
Persistent link: https://www.econbiz.de/10009373072
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Funding liquidity risk and deviations from interest-rate parity during the financial crisis of 2007 - 2009
Hui, Cho H.; Genberg, Hans; Chung, Tsz-kin - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 307-323
Persistent link: https://www.econbiz.de/10009508121
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Explaining share price disparity with parameter uncertainty : evidence from Chinese A- and H-shares
Chung, Tsz-kin; Li, Ka Fai; Hui, Cho H. - 2011
Persistent link: https://www.econbiz.de/10009424296
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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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Explaining share price disparity with parameter uncertainty : evidence from Chinese A- and H-shares
Chung, Tsz-kin; Hui, Cho H.; Li, Ka Fai - In: Journal of banking & finance 37 (2013) 3, pp. 1073-1083
Persistent link: https://www.econbiz.de/10009708707
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Determinants and dynamics of price disparity in onshore and offshore Renminbi forward exchange rate markets
Li, Ka Fai; Hui, Cho H.; Chung, Tsz-Kin - 2012
Persistent link: https://www.econbiz.de/10009683407
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Time-dependent barrier option values
Hui, Cho H. - In: The journal of futures markets 17 (1997) 6, pp. 667-688
Persistent link: https://www.econbiz.de/10001228027
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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
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Measuring provisions for collateralised retail lending
Hui, Cho H.; Lo, C. F.; Wong, T. C.; Man, P. K. - In: Journal of economics & business 58 (2006) 4, pp. 343-361
Persistent link: https://www.econbiz.de/10003344340