Loan-to-value ratio as a macroprudential tool-Hong Kong's experience and cross-country evidence T Wong, T Fong, K Li, H Choi Systemic Risk, Basel III, Financial Stability and Regulation, 2011 | 268 | 2011 |
A framework for stress testing banks’ credit risk J Wong, K Choi, TPW Fong The Banking Sector in Hong Kong: Competition, Efficiency, Performance and …, 2008 | 130* | 2008 |
Analysing interconnectivity among economies AYT Wong, TPW Fong Emerging Markets Review 12 (4), 432-442, 2011 | 96 | 2011 |
On a mixture vector autoregressive model PW Fong, WK Li, CW Yau, CS Wong Canadian Journal of Statistics 35 (1), 135-150, 2007 | 64 | 2007 |
Residential mortgage default risk in Hong Kong J Wong, LKP Fung, TPW Fong, A Sze The Banking Sector in Hong Kong: Competition, Efficiency, Performance and …, 2008 | 63* | 2008 |
Determinants of the performance of banks in Hong Kong J Wong, TPW Fong, ETC Wong, KF Choi The Banking Sector in Hong Kong: Competition, Efficiency, Performance and …, 2008 | 62 | 2008 |
Determinants of the capital level of banks in Hong Kong J Wong, K Choi, TPW Fong The Banking Sector In Hong Kong: Competition, Efficiency, Performance and …, 2008 | 61 | 2008 |
Gauging potential sovereign risk contagion in Europe TPW Fong, AYT Wong Economics Letters 115 (3), 496-499, 2012 | 46 | 2012 |
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013 CH Hui, TPW Fong International Review of Economics & Finance 40, 174-190, 2015 | 41 | 2015 |
Share price disparity in Chinese stock markets T Fong, A Wong, I Yong | 35 | 2007 |
Measuring the interdependence of banks in Hong Kong T Fong, L Fung, L Lam, I Yu Hong Kong Monetary Authority Working Papers, 2009 | 34 | 2009 |
Swiss franc's one-sided target zone during 2011–2015 CH Hui, CF Lo, TPW Fong International Review of Economics & Finance 44, 54-67, 2016 | 30 | 2016 |
Procyclicality of loan-loss provisioning and systemic risk in the Hong Kong banking system E Wong, T Fong, H Choi Hong Kong Monetary Authority Quarterly Bulletin 1, 2011 | 24 | 2011 |
Stress testing banks' credit risk using mixture vector autoregressive models T Fong, CS Wong Available at SSRN 1326833, 2008 | 23* | 2008 |
A quasi-bounded target zone model—Theory and application to Hong Kong dollar CF Lo, CH Hui, T Fong, SW Chu International Review of Economics & Finance 37, 1-17, 2015 | 21 | 2015 |
Determinants of equity mutual fund flows–Evidence from the fund flow dynamics between Hong Kong and global markets TPW Fong, AKW Sze, EHC Ho Journal of International Financial Markets, Institutions and Money 57, 231-247, 2018 | 19* | 2018 |
Competition in Hong Kong’s banking sector: A Panzar–Rosse assessment J Wong, ETC Wong, TPW Fong, K Choi The banking sector in Hong Kong: Competition, efficiency, performance and …, 2006 | 18 | 2006 |
An assessment of the long-term economic impact of the new regulatory reform on Hong Kong TC Wong, T Fong, KF Li, H Choi Hong Kong Monetary Authority Research Note, 2010 | 17 | 2010 |
On time series with randomized unit root and randomized seasonal unit root PW Fong, WK Li Computational statistics & data analysis 43 (3), 369-395, 2003 | 17 | 2003 |
A simple multivariate ARCH model specified by random coefficients PW Fong, WK Li, HZ An Computational statistics & data analysis 51 (3), 1779-1802, 2006 | 16 | 2006 |