83 Tat Chee Avenue
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Credit risk, emerging market, corporate debts
stock indices, Brazil, Argentina, fractal structure, Hurst coefficient, long term dependence, stock market spread, volatility
Radial Basis Function, Credit Barrier Model, Credit Risk
Liquidity, Money, Dealer, Bond, Equity
Repo, CBLO, ZCYC, drift
Systemic risk, contagious bank failures, business intelligence, financial asset portfolios, simulation
Credit rating, credit model validation
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