Michael C. S. Wong

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

83 Tat Chee Avenue

Kowloon

Hong Kong

SCHOLARLY PAPERS

8

DOWNLOADS

542

CITATIONS

0

Scholarly Papers (8)

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 (CityUHK) - Department of Economics & Finance and affiliation not provided to SSRN
Downloads 314 (77,451)

Abstract:

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
Monash University, Central European University and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 118 (178,623)

Abstract:

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 (CityUHK) - Department of Economics & Finance
Downloads 79 (260,961)

Abstract:

Radial Basis Function, Credit Barrier Model, Credit Risk

4.

On the Formulation of Credit Barrier Model Using Radial Basis Functions

Journal of the Operational Research Society, Vol. 65, Issue 9, pp. 1437-1452, 2014
Number of pages: 16 Posted: 07 Aug 2014
Humphrey K. K. Tung and Michael C. S. Wong
City University of Hong Kong (CityUHK) and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 0 (554,591)
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Abstract:

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
Faculty of Policy Science & Centre of Risk Management and Derivatives at National Law University Jodhpur, India and City University of Hong Kong (CityUHK) - Department of Economics & Finance

Abstract:

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
Faculty of Policy Science & Centre of Risk Management and Derivatives at National Law University Jodhpur, India and City University of Hong Kong (CityUHK) - Department of Economics & Finance

Abstract:

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 (CityUHK) - Department of Information Systems, City University of Hong Kong (CityUHK), City University of Hong Kong (CityUHK) - Department of Information Systems and City University of Hong Kong (CityUHK) - Department of Economics & Finance

Abstract:

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

8.

CTRISKS Obligor Ratings for Hong Kong Listed Companies: Rating and Validation Methodology

Posted: 03 Sep 2008
Michael C. S. Wong
City University of Hong Kong (CityUHK) - Department of Economics & Finance

Abstract:

Credit rating, credit model validation