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Yu, Ip-wing's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
1,459 |
Total
Citations
25 |
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1.
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Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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282
(51,741)
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Forecasting, Model combination, Model uncertainty
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2.
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Lam, Lillie
Bank for International Settlements (BIS) Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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151
(97,273)
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Bayesian Analysis, Model Evaluatin and Selection, Forecasting and Other Model Application
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3.
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Yu, Ip-wing
affiliation not provided to SSRN Fung, Laurence
Hong Kong Monetary Authority Tam, Chi-Sang
Hong Kong Monetary Authority
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125
(114,135)
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9
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Financial integration, Kalman filter, Cointegration, Common component, Synchronisation, Dynamic correlation
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4.
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Lam, Lillie
Bank for International Settlements (BIS) Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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123
(115,655)
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1
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Volatility forecasting; Risk management, Portfolio management, Model evaluation
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5.
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Fung, Laurence
Hong Kong Monetary Authority Tam, Chi-Sang
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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112
(124,482)
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4
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Financial integration, Kalman filter, Cointegration, Dynamic correlation
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6.
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Yu, Ip-wing
affiliation not provided to SSRN Fung, Laurence
Hong Kong Monetary Authority Tam, Chi-Sang
Hong Kong Monetary Authority
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112
(124,482)
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Credit Risk, Multiple Defaults, Banking system
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7.
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Fung, Laurence
Hong Kong Monetary Authority Tam, Chi-Sang
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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| Posted: |
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20 Aug 08
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Last Revised:
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24 Jan 09
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105
(130,550)
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1
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Risk appetite, Financial integration, Market interdependence
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8.
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Yu, Ip-wing
affiliation not provided to SSRN Fung, Laurence
Hong Kong Monetary Authority Tam, Chi-Sang
Hong Kong Monetary Authority
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94
(140,919)
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6
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Financial integration, Kalman filter, Cointegration, Synchronisation, Dynamic correlation
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9.
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Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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70
(169,237)
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1
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Bivariate GARCH model, Volatility Spillover
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10.
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Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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68
(171,972)
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1
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Interbank stress, Vector autoregression, Regime-switching ARCH
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11.
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Yu, Ip-wing
affiliation not provided to SSRN Fung, Laurence
Hong Kong Monetary Authority Chen, Hongyi
affiliation not provided to SSRN
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66
(174,734)
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Risk premiums, Forward exchange rate, Kalman filter
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12.
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Yu, Ip-wing
affiliation not provided to SSRN Fung, Laurence
Hong Kong Monetary Authority
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54
(193,431)
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1
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Credit risk, Default probability, Structural model
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13.
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Fung, Laurence
Hong Kong Monetary Authority Tam, Chi-Sang
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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40
(219,727)
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Financial integration, Kalman filter, Cointegration, Dynamic correlation
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14.
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Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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38
(223,914)
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1
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FX swaps, Covered interest parity, Interbank stress, Exponential GARCH
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15.
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Fung, Laurence
Hong Kong Monetary Authority Yu, Ip-wing
affiliation not provided to SSRN
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19
(278,600)
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Bayesian Analysis, Credibility, Convertibility Zone, Markov Chain Monte Carlo
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