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Fung, Laurence's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,281 |
Total
Citations
5 |
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1.
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Hui, C. H. Hong Kong Monetary Authority - Research Department Lo, C.F. Chinese University of Hong Kong (CUHK) Yeung, Vincent Hong Kong Monetary Authority Fung, Laurence Hong Kong Monetary Authority
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21 Jan 08
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Last Revised:
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29 Mar 11
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245
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Target foreign exchange rates, currency options, mean-reverting process
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2.
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Chen, Hongyi affiliation not provided to SSRN Fung, Laurence Hong Kong Monetary Authority Wong, Jim Hong Kong Monetary Authority
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192
(77,770)
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Derivative markets, Index futures, Open interests, Speculative attacks
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3.
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Wong, Jim Hong Kong Monetary Authority Fung, Laurence Hong Kong Monetary Authority Fong, Tom Hong Kong Monetary Authority Hui, C. H. Hong Kong Monetary Authority - Research Department
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177
(84,023)
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Interest rate risk, Residential mortgage rate, Banking stability
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4.
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Wong, Jim Hong Kong Monetary Authority Fung, Laurence Hong Kong Monetary Authority Fong, Tom Hong Kong Monetary Authority Sze, Angela affiliation not provided to SSRN
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150
(97,832)
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Residential Mortgage Market, Loan-to-value Ratio, Negative Equity, Default Probability
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5.
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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
(115,595)
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1
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Volatility forecasting; Risk management, Portfolio management, Model evaluation
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6.
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Fung, Laurence Hong Kong Monetary Authority Yu, Ip-wing affiliation not provided to SSRN
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70
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1
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Bivariate GARCH model, Volatility Spillover
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7.
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Fung, Laurence Hong Kong Monetary Authority Yu, Ip-wing affiliation not provided to SSRN
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68
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1
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Interbank stress, Vector autoregression, Regime-switching ARCH
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8.
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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
(174,642)
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Risk premiums, Forward exchange rate, Kalman filter
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9.
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Wong, Jim Hong Kong Monetary Authority Hui, C. H. Hong Kong Monetary Authority - Research Department Fung, Laurence Hong Kong Monetary Authority
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58
(186,736)
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Authorized Institutions, Best Lending Rate, Composite Interest Rate, Banking Stability
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10.
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Yu, Ip-wing affiliation not provided to SSRN Fung, Laurence Hong Kong Monetary Authority
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54
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1
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Credit risk, Default probability, Structural model
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11.
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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
(219,608)
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Financial integration, Kalman filter, Cointegration, Dynamic correlation
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12.
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Fung, Laurence Hong Kong Monetary Authority Yu, Ip-wing affiliation not provided to SSRN
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38
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1
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FX swaps, Covered interest parity, Interbank stress, Exponential GARCH
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Records 1 -
12
of 12 matches
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1
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