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The international transmission of Eurodollar and US interest rates : a cointegration analysis

Fung, Hung-gay - In: Journal of banking & finance 16 (1992) 4, pp. 757-769

Persistent link: https://www.econbiz.de/10001126192

A note on Euroyen and domestic yen interest rates

Lo, Wai-chung - In: Journal of banking & finance 19 (1995) 7, pp. 1309-1321

Persistent link: https://www.econbiz.de/10001189238

A note on Euroyen and domestic yen interest rates

Lo, W.-C.; Fung, H.-G.; Morse, J.N. - In: Journal of banking & finance 19 (1995) 7, pp. 1309-1322

Persistent link: https://www.econbiz.de/10005910196

Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data

Kao, Erin H.; Ho, Tsung-wu; Fung, Hung-Gay - In: Journal of International Financial Markets, … 34 (2015) C, pp. 321-336

This study uses minute-by-minute data to analyze price discovery dynamics between the Nikkei 225 index in Japan and the E-mini S&P 500 index futures in the United States across their respective time zones. Specifically, we apply Gonzalo and Granger's (1995) and Hasbrouck's (1995) models to...

Persistent link: https://www.econbiz.de/10011189473

Daily volatility behavior in Chinese futures markets

Chan, Kam C.; Fung, Hung-Gay; Leung, Wai K. - In: Journal of International Financial Markets, … 14 (2004) 5, pp. 491-505

Persistent link: https://www.econbiz.de/10005403416

A multivariate analysis of the determinants of Moody's bank financial strength ratings

Poon, Winnie P. H.; Firth, Michael; Fung, Hung-Gay - In: Journal of International Financial Markets, … 9 (1999) 3, pp. 267-283

Persistent link: https://www.econbiz.de/10005403459

Cross-market linkages between U.S. and Japanese precious metals futures trading

Xu, Xiaoqing Eleanor; Fung, Hung-Gay - In: Journal of International Financial Markets, … 15 (2005) 2, pp. 107-124

Persistent link: https://www.econbiz.de/10005408466

The spillover effects of the trading suspension of the treasury bond futures market in China

Poon, Winnie P. H.; Firth, Michael; Fung, Hung-Gay - In: Journal of International Financial Markets, … 8 (1998) 2, pp. 205-218

Persistent link: https://www.econbiz.de/10005408545

The dynamic relationship of volatility, volume, and market depth in currency futures markets

Fung, Hung-Gay; Patterson, Gary A. - In: Journal of International Financial Markets, … 9 (1999) 1, pp. 33-59

Persistent link: https://www.econbiz.de/10005408601