Tom Pak Wing Fong : Citation Profile


Are you Tom Pak Wing Fong?

Hong Kong Monetary Authority

7

H index

3

i10 index

162

Citations

RESEARCH PRODUCTION:

11

Articles

20

Papers

2

Chapters

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 10
   Journals where Tom Pak Wing Fong has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 8 (4.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo332
   Updated: 2020-10-24    RAS profile: 2020-10-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Tom Pak Wing Fong.

Is cited by:

Ho, Chun-Yu (6)

Kelly, Robert (3)

Guarda, Paolo (3)

Tillmann, Peter (3)

Tsang, Andrew (3)

He, Dong (3)

Davis, E (2)

Bikker, Jacob (2)

Tyers, Rodney (2)

Gutiérrez Rueda, Javier (2)

Lehnert, Thorsten (2)

Cites to:

Svensson, Lars (9)

Rose, Andrew (9)

pan, jun (8)

Singleton, Kenneth (8)

Frankel, Jeffrey (7)

Pedersen, Lasse (7)

Fratzscher, Marcel (6)

MacDonald, Ronald (6)

Obstfeld, Maurice (6)

Beirne, John (6)

Froot, Kenneth (6)

Main data


Where Tom Pak Wing Fong has published?


Journals with more than one article published# docs
International Review of Economics & Finance3
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
Working Papers / Hong Kong Monetary Authority14
Working Papers / Hong Kong Institute for Monetary Research6

Recent works citing Tom Pak Wing Fong (2020 and 2019)


YearTitle of citing document
2019Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1603.01341.

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2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-20.

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2020Capital regulation and bank balance sheet adjustments: a simultaneous approach. (2020). Li, Zhaohua ; Gan, Christopher ; Thieu, Quang Thi. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1563-1599.

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2019MACROPRUDENTIAL POLICY: IMPLEMENTATION, EFFECTS, AND LESSONS. (2019). Tzur-Ilan, Nitzan. In: Israel Economic Review. RePEc:boi:isrerv:v:17:y:2019:i:1:p:39-71.

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2019Mortgage servicing burdens and LTI caps. (2019). Mazza, Elena ; Kelly, Jane. In: Financial Stability Notes. RePEc:cbi:fsnote:13/fs/19.

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2019Have First-Time Buyers continued to default less?. (2019). Giuliana, Raffaele. In: Financial Stability Notes. RePEc:cbi:fsnote:14/fs/19.

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2020Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629.

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2020How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981.

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2019What is mutual fund flow?. (2019). Johan, Sofia ; Zhang, Yelin ; Cumming, Douglas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:222-251.

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2019Contagion risk in global banking sector. (2019). Mishra, Anil ; Choudhury, Tonmoy ; Batten, Jonathan A ; Daly, Kevin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118300684.

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2019LTV policy as a macroprudential tool and its effects on residential mortgage loans. (2019). Salike, Nimesh ; Regis, Paulo ; Morgan, Peter J. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:37:y:2019:i:c:p:89-103.

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2019Do firm-level factors play forward-looking role for financial systemic risk: Evidence from China. (2019). Xiong, Cheng ; Fang, Libing ; Yu, Honghai ; Li, Xindan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300544.

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2019Revisiting the weak-form efficiency of the EUR/CHF exchange rate market: Evidence from episodes of different Swiss franc regimes. (2019). Stanley, Eugene H ; Shao, Hao-Lin ; Yang, Yan-Hong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:734-746.

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2020Neural network forecasting in prediction Sharpe ratio: Evidence from EU debt market. (2020). Maiti, Moinak ; Matsiuk, Natalia ; Vyklyuk, Yaroslav ; Vukovic, Darko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318655.

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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2019House Prices, (Un)Affordability and Systemic Risk. (2019). Pavlidis, Efthymios ; Paya, Ivan ; Skouralis, Alex. In: Working Papers. RePEc:lan:wpaper:266072868.

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2019The Dark Side of Prudential Measures. (2019). Tabak, Benjamin ; Scalco, Paulo ; Teixeira, Anderson Mutter . In: Working papers - Textos para Discussao do Curso de Ciencias Economicas da UFG. RePEc:ufb:wpaper:078.

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Works by Tom Pak Wing Fong:


YearTitleTypeCited
2015The rise of Hong Kong’s corporate bond market: drivers and implications In: BIS Papers chapters.
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chapter0
2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ? In: IFC Bulletins chapters.
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chapter1
2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?.(2020) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2012Gauging potential sovereign risk contagion in Europe In: Economics Letters.
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article5
2011Analysing interconnectivity among economies In: Emerging Markets Review.
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article9
2010Analysing Interconnectivity among Economies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2018Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors In: Emerging Markets Review.
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article2
2018Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets In: Journal of International Financial Markets, Institutions and Money.
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article1
2015A quasi-bounded target zone model — Theory and application to Hong Kong dollar In: International Review of Economics & Finance.
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article2
2012A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2015Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013 In: International Review of Economics & Finance.
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article3
2016Swiss francs one-sided target zone during 2011–2015 In: International Review of Economics & Finance.
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article5
2005Interest Rate Risk in the Pricing Of Banks Mortgage Lending In: Working Papers.
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paper0
2005Determinants of the Capital Level of Banks in Hong Kong In: Working Papers.
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paper8
2006An Approach to Measuring Provisions for Collateralised Lending In: Working Papers.
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paper0
2006The Cost Efficiency of Commercial Banks in Hong Kong In: Working Papers.
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paper0
2006A Framework for Stress Testing Banks Credit Risk In: Working Papers.
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paper12
2006Competition in Hong Kongs Banking Sector: A Panzar-Rosse Assessment In: Working Papers.
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paper7
2007Testing for Collusion in the Hong Kong Banking Sector In: Working Papers.
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paper4
2007Determinants of the Performance of Banks in Hong Kong In: Working Papers.
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paper4
2007Share Price Disparity in Chinese Stock Markets In: Working Papers.
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paper6
2007Is the Hong Kong Dollar Exchange Rate Bounded in the Convertibility Zone? In: Working Papers.
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paper8
2008Stress Testing Banks Credit Risk Using Mixture Vector Autoregressive Models In: Working Papers.
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paper10
2009Measuring the Interdependence of Banks in Hong Kong In: Working Papers.
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paper5
2011Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kongs Experience and Cross-Country Evidence In: Working Papers.
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paper58
2013Gauging the Safehavenness of Currencies In: Working Papers.
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paper3
2015How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions? In: Working Papers.
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paper3
2019How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?.(2019) In: Journal of Applied Statistics.
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This paper has another version. Agregated cites: 3
article
2015A Quasi-Bounded Model for Swiss Francs One-Sided Target Zone During 2011-2015 In: Working Papers.
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paper1
2015Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets In: Working Papers.
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paper0
2011Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011 In: Working Papers.
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paper4
2018Safehavenness of currencies In: The European Journal of Finance.
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article1
2018Probabilistic approach to measuring early-warning signals of systemic contagion risk In: International Journal of Financial Engineering (IJFE).
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article0

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