Cho-hoi Hui - Central Bank Research Hub

Papers by year: All | 2014 | 2009 | 2007 | 2006 | 2005

Title Other author(s)

The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises

San Francisco Fed Working Papers [View] (Paper: 2014-25, 06.11.2014)

JEL: F65, G01, G21

The Credibility of the Link from the Perspective of Modern Financial Theory

Hong Kong Monetary Authority Working Papers [View] (Paper: WP09_02, 16.02.2009)

JEL: E42, G14

Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar

Hong Kong Monetary Authority Working Papers [View] (Paper: WP07_08, 22.06.2007)

JEL: F13, G13

An Approach to Measuring Provisions for Collateralised Lending

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-08, 01.08.2006)

Currency Barrier Option Pricing with Mean Reversion

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-05, 01.07.2006)

Measuring Provisions for Collateralised Retail Lending

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2006-01, 01.05.2006)

Interest Rate Risk in the Pricing Of Banks' Mortgage Lending

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-05, 17.11.2005)

Hong Kong Mortgage Rate Setting ¿ An Alternative Reference Rate?

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-09, 17.11.2005)

Benchmarking Model Of Default Probabilities Of Listed Companies

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-06, 31.03.2005)

Are Corporates' Target Leverage Ratios Time-Dependent?

Hong Kong Monetary Authority Working Papers [View] (Paper: RM2005-03, 11.03.2005)

Papers by year: All | 2014 | 2009 | 2007 | 2006 | 2005