Michael C. S. Wong

City University of Hong Kong (CityU) - Department of Economics & Finance

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

7

DOWNLOADS

642

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

A Dynamic Model for Emerging Debt Markets: The Case of Hong Kong Corporate Credit Risk

Number of pages: 44 Posted: 04 Jun 2003
Michael C. S. Wong and Keith K.F. Law
City University of Hong Kong (CityU) - Department of Economics & Finance and affiliation not provided to SSRN
Downloads 362 (155,994)

Abstract:

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Credit risk, emerging market, corporate debts

2.

Stock Market Spread Trading: Argentina and Brazil Stock Indices

Number of pages: 23 Posted: 16 Oct 2012
Jonathan A. Batten, Peter G. Szilagyi and Michael C. S. Wong
RMIT University, EDHEC Business School and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 175 (318,923)

Abstract:

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stock indices, Brazil, Argentina, fractal structure, Hurst coefficient, long term dependence, stock market spread, volatility

3.

A Radial Basis Function Approach to Credit Barrier Model

Number of pages: 18 Posted: 26 Dec 2007 Last Revised: 03 Sep 2008
Michael C. S. Wong
City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 98 (499,837)

Abstract:

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Radial Basis Function, Credit Barrier Model, Credit Risk

4.

Superior Performance and Management Fee: Evidence from Open-end Funds in China

Number of pages: 21 Posted: 17 Jun 2024
Michael C. S. Wong and Li Wei
City University of Hong Kong (CityU) - Department of Economics & Finance and City University of Hong Kong
Downloads 7 (1,103,031)

Abstract:

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Fund Performance, Fund Management Fee, Securities Selection, Asset Management

5.

Linkage between Liquidity and Inflation in the Post Crisis Period in India

Nguyen, D, Boubaker, S. & Arouri, M. (Eds). (2013). Emerging Markets and the Global Economy, Oxford: Academic Press, Elsevier
Posted: 03 Aug 2013
Rituparna Das and Michael C. S. Wong
Sharda School of Business Studies, Sharda University and City University of Hong Kong (CityU) - Department of Economics & Finance

Abstract:

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Liquidity, Money, Dealer, Bond, Equity

6.

Revisiting Interest Rate Pricing Models from an Indian Perspective: Lessons and Challenges

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, C.S. Wehn, C. Hoppe, G.N. Gregoriou, eds., Oxford: Academic Press, Elsevier, 2012
Posted: 19 Dec 2012 Last Revised: 26 Dec 2012
Rituparna Das and Michael C. S. Wong
Sharda School of Business Studies, Sharda University and City University of Hong Kong (CityU) - Department of Economics & Finance

Abstract:

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Repo, CBLO, ZCYC, drift

7.

Network-Based Modeling and Analysis of Systemic Risks in Banking Systems

Posted: 05 Nov 2010 Last Revised: 06 Nov 2012
Daning Hu, J. Leon Zhao, Zhimin Hua and Michael C. S. Wong
City University of Hong Kong (CityU) - Department of Information Systems, Chinese University of Hong Kong, Shenzhen, City University of Hong Kong (CityU) - Department of Information Systems and City University of Hong Kong (CityU) - Department of Economics & Finance

Abstract:

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Systemic risk, contagious bank failures, business intelligence, financial asset portfolios, simulation