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Should we use the stone index in the linearized almost ideal demand system?

Chan, Wing Hong; Buse, Adolf - 1997

Persistent link: https://www.econbiz.de/10000979266

Chan, Wing Hong - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 669-685

Persistent link: https://www.econbiz.de/10001798156

Conditional correlated jump dynamics in foreign exchange

Chan, Wing Hong - In: Economics letters 83 (2004) 1, pp. 23-28

Persistent link: https://www.econbiz.de/10001967528

Invariance, price indices and estimation in almost ideal demand systems

Buse, Adolf; Chan, Wing Hong - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 519-539

Persistent link: https://www.econbiz.de/10001502487

Invariance, price indices and estimation in almost ideal demand systems

Buse, Adolf; Chan, Wing Hong - 1998

Persistent link: https://www.econbiz.de/10000989912

Evaluating corporate credit risks in emerging markets

Dodd, Olga; Kalimipalli, Madhu; Chan, Wing Hong - In: International review of financial analysis 73 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012803607

From fixed to float : a competing risks analysis

Chong, Terence Tai-Leung; He, Qing; Chan, Wing Hong - In: International economic journal 30 (2016) 4, pp. 488-503

Persistent link: https://www.econbiz.de/10011704540

Volatility spillovers arising from the financialization of commodities

Chan, Wing Hong; Shelton, Bryce; Wu, Yan Wendy - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-12

This paper examines whether the proliferation of new index products, such as commodity-tracking exchange-traded funds (ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility spillover effects among crude oil, metals, agriculture,...

Persistent link: https://www.econbiz.de/10011961264

Do derivative markets contain useful information for signaling "hot money" flows?

Fung, Joseph K. W.; Webb, Robert I.; Chan, Wing Hong - In: Asia-Pacific journal of financial studies 46 (2017) 3, pp. 491-527

Persistent link: https://www.econbiz.de/10011736133

Volatility spillovers arising from the financialization of commodities

Shelton, Bryce; Chan, Wing Hong - 2016

Persistent link: https://www.econbiz.de/10011798631