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Search: "Hui, Cho H."
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17
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15
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13
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Hui, Cho H.
75
Lo, Chi-Fai
23
Lo, C. F.
19
Li, Ka Fai
8
Chung, Tsz-kin
7
Fong, Tom
7
Chau, Po-Hon
6
Cheung, Yin-Wong
6
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6
Wong, Andrew
6
Lo, Chi-fai
5
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4
Yuen, P. H.
4
Chung, Tsz Kin
3
Liu, Chi-Hei
3
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3
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2
Fung, Chin-To
2
Huang, M. X.
2
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2
Lau, Chun-sing
2
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2
Zheng, Xiao-Fen
2
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1
Cheung, Chi-Hin
1
Chung, Tsz-Kin
1
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1
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1
Ho, Kelvin
1
Ip, Ho-Yan
1
Lee, Hwee Chen
1
Man, P. K.
1
Ming Xi Huang
1
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1
Tan, Edward
1
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1
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1
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1
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1
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1
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HKIMR working paper
26
International journal of theoretical and applied finance
5
International journal of financial engineering
4
International review of economics & finance : IREF
3
Journal of banking & finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
Finance research letters
2
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Journal of international money and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of risk model validation
2
ADB Economics Working Paper Series
1
ADB economics working paper series
1
BOFIT discussion papers
1
CESifo working papers
1
Finance and stochastics
1
Journal of Futures Markets
1
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1
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1
Pacific economic review
1
Risks : open access journal
1
The evolving role of Asia in global finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
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ECONIS (ZBW)
71
OLC EcoSci
2
EconStor
1
RePEc
1
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75
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51
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:
52
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
Saved in:
53
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:
54
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
Saved in:
55
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
Saved in:
56
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
Saved in:
57
The credibility of Hong Kong's link from the perspective of modern financial theory
Genberg, Hans
;
Hui, Cho H.
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
1
,
pp. 185-206
Persistent link: https://www.econbiz.de/10009237936
Saved in:
58
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:
59
A note on estimating realignment probabilities : a first-passage-time approach
Hui, Cho H.
;
Lo, C. F.
- In:
Journal of international money and finance
28
(
2009
)
5
,
pp. 804-812
Persistent link: https://www.econbiz.de/10003859497
Saved in:
60
Valuing foreign currency options with a mean-reverting process : a study of Hong Kong dollar
Hui, Cho H.
;
Lo, C. F.
;
Yeung, V.
;
Fung, L.
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10003705590
Saved in:
61
Time‐dependent barrier option values
Hui, Cho H.
- In:
Journal of Futures Markets
17
(
1997
)
6
,
pp. 667-688
Persistent link: https://www.econbiz.de/10011197169
Saved in:
62
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
Saved in:
63
Are corporates' target leverage ratios time-dependent?
Hui, Cho H.
;
Lo, C. F.
;
Huang, M. X.
- In:
International review of financial analysis
15
(
2006
)
3
,
pp. 220-236
Persistent link: https://www.econbiz.de/10003348579
Saved in:
64
Currency barrier option pricing with mean reversion
Hui, Cho H.
;
Lo, C. F.
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 939-958
Persistent link: https://www.econbiz.de/10003391970
Saved in:
65
Pricing vulnerable Black-Scholes options with dynamic default barriers
Hui, Cho H.
;
Lo, C. F.
;
Lee, Hwee Chen
- In:
The journal of derivatives : the official publication …
10
(
2003
)
4
,
pp. 62-69
Persistent link: https://www.econbiz.de/10001781770
Saved in:
66
Effect of asset value correlation on credit-linked note values
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 455-478
Persistent link: https://www.econbiz.de/10001687127
Saved in:
67
Valuation model of defaultable bond values in emerging markets
Hui, Cho H.
;
Lo, C. F.
- In:
Asia-Pacific financial markets
9
(
2002
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10001722350
Saved in:
68
Pricing barrier options with square root process
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 805-818
Persistent link: https://www.econbiz.de/10001612240
Saved in:
69
A note on risky bond valuation
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
Saved in:
70
Option risk measurement with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 581-589
Persistent link: https://www.econbiz.de/10001524491
Saved in:
71
Pricing double barrier options using Laplace transforms
Pelsser, Antoon André Jean
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 95-104
Persistent link: https://www.econbiz.de/10001487053
Saved in:
72
Constant elasticity of variance option pricing model with time-dependent parameters
Lo, C. F.
;
Yuen, P. H.
;
Hui, Cho H.
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10001526858
Saved in:
73
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
Saved in:
74
Modeling Forward Credit Risk -- An Option Approach
Hui, Cho H.
- In:
The journal of fixed income
9
(
1999
)
2
Persistent link: https://www.econbiz.de/10007184280
Saved in:
75
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/10007368825
Saved in:
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