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A quasi-bounded target zone model : theory and application to Hong Kong Dollar
Lo, C. F.; Hui, Cho H.; Chung, Ray S. W.; Fong, Tom - 2012
Persistent link: https://www.econbiz.de/10009683374
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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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A quasi-bounded model for Swiss Franc’s one-sided target zone during 2011-2015
Hui, Cho H.; Lo, C. F.; Fong, T. - 2015
Persistent link: https://www.econbiz.de/10011384158
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Discriminatory power and predictions of defaults of structural credit risk models
Wong, T. C.; Hui, Cho H.; Lo, C. F. - 2009
Persistent link: https://www.econbiz.de/10003975235
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Equity price dynamics under shocks : in distress or short squeeze
Hui, Cho H.; Lo, Chi-Fai; Liu, Chi-Hei - 2024
Persistent link: https://www.econbiz.de/10014500997
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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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The risk of sudden depreciation of the euro in the sovereign debt crisis of 2009 - 2010
Hui, Cho H.; Chung, Tsz-kin - 2010
Persistent link: https://www.econbiz.de/10008729283
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Estimating option-implied correlation between iTraxx Europe Financial and Corporate sub-indexes
Hui, Cho H.; Lo, Chi-fai; Lau, Chun-sing - 2012
Persistent link: https://www.econbiz.de/10009568951
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Information flow between sovereign CDS and dollar-yen currency option markets in the sovereign debt crisis of 2009 - 2011
Hui, Cho H.; Fong, Tom - 2011
Persistent link: https://www.econbiz.de/10009424267
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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