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A structural macro-financial model and macro-risk management
Ho, Thomas S. Y., (2015)
Measuring Capital at Risk in the UK banking sector: a microstructural network approach
Covi, Giovanni, (2022)
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian, (2013)
The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y., (2004)
Term structure movements and pricing interest rate contingent claims
Ho, Thomas S. Y., (1986)
The pricing of corporate bond provisions under interest rate risks
Ho, Thomas S. Y., (1988)