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Stochastic cooperation model for measuring firms’ default probabilities
Ip, Ho-Yan; Lo, Chi-Fai; Hui, Cho H. - 2025
Persistent link: https://www.econbiz.de/10015330001
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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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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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Measuring contagion-induced funding liquidity risk in sovereign debt markets
Hui, Cho H.; Lo, Chi-Fai; Zheng, Xiao-Fen; Fong, Tom - 2015
Persistent link: https://www.econbiz.de/10011384179
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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - 2016
Persistent link: https://www.econbiz.de/10012200848
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Pricing corporate bonds with interest rates following double square-root process
Lo, Chi-Fai; Hui, Cho H. - 2016
Persistent link: https://www.econbiz.de/10012200956
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Can exchange rate dynamics in Krugman's target-zone model be directly tested?
Hui, Cho H.; Lo, Chi-Fai; Chau, Po-Hon - 2017
Persistent link: https://www.econbiz.de/10012201200
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Dynamics of market anomalies and measurement errors of risk-free interest rates
Hui, Cho H.; Lo, Chi-Fai; Fung, Chin-To - 2017
Persistent link: https://www.econbiz.de/10012201359
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Exchange rate dynamics under a currency board when policy rates are zero
Hui, Cho H.; Li, Ka Fai; Lo, Chi-Fai - 2017
Persistent link: https://www.econbiz.de/10012201608
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Exchange rate solutions with currency crashes
Hui, Cho H.; Lo, Chi-Fai; Liu, Chi-Hei - 2018
Persistent link: https://www.econbiz.de/10012202808