Tom Pak Wing Fong : Citation Profile


Are you Tom Pak Wing Fong?

Hong Kong Monetary Authority

4

H index

1

i10 index

56

Citations

RESEARCH PRODUCTION:

10

Articles

20

Papers

2

Chapters

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 4
   Journals where Tom Pak Wing Fong has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 5 (8.2 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfo332
   Updated: 2020-04-04    RAS profile: 2020-03-09    
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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:

Ledenyov, Dimitri (2)

Ludwig, Alexander (2)

Kelly, Robert (2)

Funke, Michael (2)

Bikker, Jacob (2)

Ledenyov, Viktor (2)

Pavlidis, Efthymios (1)

McCann, Fergal (1)

Scalco, Paulo (1)

Pool, Sebastiaan (1)

Tabak, Benjamin (1)

Cites to:

Rose, Andrew (10)

Svensson, Lars (10)

MacDonald, Ronald (9)

Singleton, Kenneth (8)

pan, jun (8)

Frankel, Jeffrey (7)

Pedersen, Lasse (7)

Fratzscher, Marcel (6)

Froot, Kenneth (6)

Beirne, John (6)

Obstfeld, Maurice (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 (2019 and 2018)


YearTitle of citing document
2018The effect of credit default swap premiums on developing markets’ economies: The case of exchange rates. (2018). Bayat, Tayfur ; Kayhan, Selim ; Aci, Yunus. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(617):y:2018:i:4(617):p:235-252.

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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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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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2018Mortgage debt and shadow banks. (2018). Pool, Sebastiaan. In: DNB Working Papers. RePEc:dnb:dnbwpp:588.

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2018Impacts of a medium voltage direct current link on the performance of electrical distribution networks. (2018). Qi, QI ; Yu, James ; Wu, Jianzhong ; Long, Chao. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:175-188.

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2018Assessing macroprudential tools in OECD countries within a cointegration framework. (2018). Carreras, Oriol ; Piggott, Rebecca ; Davis, Philip E. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:112-130.

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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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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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2018Credit conditions, macroprudential policy and house prices. (2018). O'Toole, Conor ; Kelly, Robert ; Otoole, Conor ; McCann, Fergal. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:153-167.

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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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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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2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ? In: IFC Bulletins chapters.
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chapter0
2012Gauging potential sovereign risk contagion in Europe In: Economics Letters.
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article3
2011Analysing interconnectivity among economies In: Emerging Markets Review.
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article0
2018Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors In: Emerging Markets Review.
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article1
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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article1
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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article2
2016Swiss francs one-sided target zone during 2011–2015 In: International Review of Economics & Finance.
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article3
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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paper5
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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2006A Framework for Stress Testing Banks Credit Risk In: Working Papers.
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paper1
2006Competition in Hong Kongs Banking Sector: A Panzar-Rosse Assessment In: Working Papers.
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paper5
2007Testing for Collusion in the Hong Kong Banking Sector In: Working Papers.
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paper1
2007Determinants of the Performance of Banks in Hong Kong In: Working Papers.
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paper1
2007Share Price Disparity in Chinese Stock Markets In: Working Papers.
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paper2
2007Is the Hong Kong Dollar Exchange Rate Bounded in the Convertibility Zone? In: Working Papers.
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paper5
2008Stress Testing Banks Credit Risk Using Mixture Vector Autoregressive Models In: Working Papers.
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paper1
2009Measuring the Interdependence of Banks in Hong Kong In: Working Papers.
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paper2
2010Analysing Interconnectivity among Economies In: Working Papers.
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paper0
2011Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kongs Experience and Cross-Country Evidence In: Working Papers.
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paper17
2013Gauging the Safehavenness of Currencies In: Working Papers.
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paper1
2015How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions? In: Working Papers.
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paper1
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
2012A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar 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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paper1
2018Safehavenness of currencies In: The European Journal of Finance.
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article1
2019How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? In: Journal of Applied Statistics.
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article0
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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