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Forbearance, deposit insurance, and the market value of savings and loan associations

So, Jacky C.; Wei, Jason - In: Advances in financial planning and forecasting 8 (1998), pp. 177-200

Persistent link: https://www.econbiz.de/10001406390

The sub-Gaussian distribution of currency futures : stable Paretian or nonstationary?

So, Jacky C. - In: The review of economics and statistics 69 (1987) 1, pp. 100-107

Persistent link: https://www.econbiz.de/10001021969

The speculative behavior of commercial banks and foreign exchange rates : an empirical analysis

So, Jacky C. - 1994

Persistent link: https://www.econbiz.de/10001340254

Variability and inflation : evidence from developed and developing countries

Edmonds, Radcliffe G. - In: Journal of macroeconomics 15 (1993) 4, pp. 679-708

Persistent link: https://www.econbiz.de/10001151497

Insolvency, foreign-branch deposits, and option-based risk-adjusted deposit insurance in the 1980s

Chen, Andrew H. - In: Research in finance 14 (1996), pp. 175-195

Persistent link: https://www.econbiz.de/10001213082

Variability measurements and choice of exchange rate system : Asian versus industrialized countries

So, Jacky C. - In: International economic journal 5 (1991) 4, pp. 43-61

Persistent link: https://www.econbiz.de/10001115303

Commodity futures risk premium and unstable systematic risk

So, Jacky C. - In: The journal of futures markets 7 (1987) 3, pp. 311-326

Persistent link: https://www.econbiz.de/10001149623

Is exchange rate volatility excessive? : An ARCH and AR approach

Edmonds, Radcliffe G.; So, Jacky C. - In: The quarterly review of economics and finance : journal … 44 (2004) 1, pp. 122-154

Persistent link: https://www.econbiz.de/10001961781

Deposit insurance and forbearance under moral hazard

So, Jacky C.; Wei, Jason - In: The journal of risk and insurance : the journal of the … 71 (2004) 4, pp. 707-735

Persistent link: https://www.econbiz.de/10002514447

VAR and Stress Tests : The Impact of Fat-Tail Risk and Systemic Risk on Commercial Banks in Hong Kong and China

So, Jacky C. - 2017

This study shows that the statistical property of the commercial banks' rate of returns can be used to explain the resistance to using Value-at-risk (VaR) and stress tests to determine banks' capital adequacy. We showed that “fat-tail” risk requires more capital than the “normal tail”...

Persistent link: https://www.econbiz.de/10012953018