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Chung, T. K.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,669 |
Total
Citations
16 |
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1.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Chung, T. K.
Hong Kong Monetary Authority - Research Department
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28 Jun 10
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Last Revised:
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05 Jul 12
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790
(13,547)
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3
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European sovereign debt crisis, currency options, credit default swaps, currency crash
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2.
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Lo, C.F.
Chinese University of Hong Kong (CUHK) Chung, T. K.
Hong Kong Monetary Authority - Research Department Hui, C. H.
Hong Kong Monetary Authority - Research Department
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363
(38,799)
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First hitting time, mean-reverting lognormal process, barrier options, method of images
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3.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Genberg, Hans
University of Geneva - Graduate Institute of International Studies (HEI) Chung, T. K.
Hong Kong Monetary Authority - Research Department
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30 Jun 09
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Last Revised:
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26 Aug 09
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288
(51,085)
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Sub-prime crisis, carry trades, liquidity, leverage
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4.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Genberg, Hans
University of Geneva - Graduate Institute of International Studies (HEI) Chung, T. K.
Hong Kong Monetary Authority - Research Department
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31 Jul 09
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Last Revised:
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20 Sep 11
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273
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7
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sub-prime crisis, funding liquidity, covered interest parity, FX swaps
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5.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Chung, T. K.
Hong Kong Monetary Authority - Research Department Lo, C.F.
Chinese University of Hong Kong (CUHK)
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15 Feb 10
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Last Revised:
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03 May 13
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241
(62,268)
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Sub-Prime Crisis, Funding Liquidity Shocks, LIBOR-OIS Spread, First-Passage-Time Probability
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6.
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Genberg, Hans
University of Geneva - Graduate Institute of International Studies (HEI) Hui, C. H.
Hong Kong Monetary Authority - Research Department Wong, Alfred
Hong Kong Monetary Authority Chung, T. K.
Hong Kong Monetary Authority - Research Department
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220
(68,601)
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5
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FX swaps, covered interest parity, counterparty risk
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7.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Lo, C.F.
Chinese University of Hong Kong (CUHK) Chung, T. K.
Hong Kong Monetary Authority - Research Department
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20 Aug 08
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Last Revised:
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24 Dec 12
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170
(88,305)
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renminbi exchange rate, first-passage-time distributions, currency options
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8.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Chung, T. K.
Hong Kong Monetary Authority - Research Department
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150
(98,970)
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Interest rate markets, sub-prime crisis, funding constraints, pricing anomalies
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9.
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Hui, C. H.
Hong Kong Monetary Authority - Research Department Lo, C.F.
Chinese University of Hong Kong (CUHK) Chung, T. K.
Hong Kong Monetary Authority - Research Department
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92
(144,451)
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realignment risk, ERM crisis, first-passage-time probability
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10.
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Li, Ka-Fai
Hong Kong Monetary Authority Hui, C. H.
Hong Kong Monetary Authority - Research Department Chung, T. K.
Hong Kong Monetary Authority - Research Department
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44
(213,892)
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price disparity, Renminbi forward exchange rates, onshore and offshore markets, spot rate model
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11.
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Chung, T. K.
Hong Kong Monetary Authority - Research Department Hui, C. H.
Hong Kong Monetary Authority - Research Department Li, Ka-Fai
Hong Kong Monetary Authority
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| Posted: |
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26 Oct 11
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Last Revised:
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22 Apr 13
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38
(226,378)
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1
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Market Segmentation, A and H Shares, Uncertainty
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