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1
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Genberg, Hans
17
Hui, Cho-Hoi
4
Chung, Tsz-Kin
2
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2
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2
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2
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1
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Journal of banking & finance
3
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3
Swedish economic policy review
3
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2
International journal of finance & economics : IJFE
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
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1
Ekonomisk debatt
1
Journal of Asian economics
1
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1
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1
The journal of futures markets
1
The journal of risk model validation
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Ekonomiska effekter av EMU-medlemskap : vad säger de senaste empiriska forskningsresultaten?
Genberg, Hans
- In:
Ekonomisk debatt
31
(
2003
)
4
,
pp. 61-67
Persistent link: https://www.econbiz.de/10009917030
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2
Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
Hui, Cho-Hoi
;
Lo, Chi-Fai
;
Lau, Chun-Sing
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3694-3703
Persistent link: https://www.econbiz.de/10010148750
Saved in:
3
Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
Hui, Cho-hoi
;
Wong, Tak-chuen
;
Lo, Chi-fai
;
Huang, Ming-xi
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 27-49
Persistent link: https://www.econbiz.de/10010048650
Saved in:
4
Explaining share price disparity with parameter uncertainty: Evidence from Chinese A- and H-shares
Chung, Tsz-Kin
;
Hui, Cho-Hoi
;
Li, Ka-Fai
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 1073-1083
Persistent link: https://www.econbiz.de/10010065465
Saved in:
5
Crash risk of the euro in the sovereign debt crisis of 2009–2010
Hui, Cho-Hoi
;
Chung, Tsz-Kin
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2945-2956
Persistent link: https://www.econbiz.de/10009290662
Saved in:
6
Benchmarking Model of Default Probabilities of Listed Companies
Hui, Cho-Hoi
;
Wong, Tak-Chuen
;
Lo, Chi-Fai
;
Huang, Ming-Xi
- In:
The journal of fixed income
15
(
2005
)
2
,
pp. 76-86
Persistent link: https://www.econbiz.de/10007147686
Saved in:
7
Asset Prices, Monetary Policy and Macroeconomic Stability
Genberg, Hans
- In:
De economist : Netherlands economic review ; quarterly …
149
(
2001
)
4
,
pp. 433-454
Persistent link: https://www.econbiz.de/10006618186
Saved in:
8
Excessive variation in risk-factor correlations and volatilities
Bali, Turan G.
;
Genberg, Hans
;
Neftci, Salih N.
- In:
The journal of futures markets
22
(
2002
)
12
,
pp. 1119-1146
Persistent link: https://www.econbiz.de/10006824495
Saved in:
9
EMU and the changing structure of macro risks
Genberg, Hans
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10006095574
Saved in:
10
EMU and the changing structure of macro risks
Genberg, Hans
- In:
Swedish economic policy review
6
(
1999
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10006095889
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