9
H index
8
i10 index
272
Citations
Tom Pak Wing Fong : Citation Profile
Hong Kong Monetary Authority | RESEARCH PRODUCTION: 13 Articles 20 Papers 10 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). 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:
| Cites to:
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Main data
Where Tom Pak Wing Fong has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Economics & Finance | 3 |
| Emerging Markets Review | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Hong Kong Monetary Authority | 14 |
| Working Papers / Hong Kong Institute for Monetary Research | 6 |
Recent works citing Tom Pak Wing Fong (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper |
| 2023 | Has monetary policy fueled the rise in shadow banking?. (2023). Hodula, Martin ; Libich, Jan. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000901. Full description at Econpapers || Download paper |
| 2023 | The cross-border interconnectedness of shadow banking. (2023). Ozgur, Gokcer. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001980. Full description at Econpapers || Download paper |
| 2023 | What drives the growth of shadow banks? Evidence from emerging markets. (2023). Kashiramka, Smita ; Arora, Dhulika. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001108. Full description at Econpapers || Download paper |
| 2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper |
| 2023 | CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230. Full description at Econpapers || Download paper |
| 2023 | Corporate financing from shadow banking and bond credit spreads. (2023). Huang, Liqiang ; Lei, Ningze. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300853x. Full description at Econpapers || Download paper |
| 2024 | Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). Zhang, Shuguang ; He, Zhipeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976. Full description at Econpapers || Download paper |
| 2023 | International capital flow pressures and global factors. (2023). Krogstrup, Signe ; Goldberg, Linda S. In: Journal of International Economics. RePEc:eee:inecon:v:146:y:2023:i:c:s0022199623000351. Full description at Econpapers || Download paper |
| 2023 | Deviations from covered interest parity in the emerging markets after the global financial crisis. (2023). Geyikçi, Utku ; Ozyildirim, Suheyla ; Geyiki, Utku Bora. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000331. Full description at Econpapers || Download paper |
| 2024 | No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561. Full description at Econpapers || Download paper |
| 2023 | Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290. Full description at Econpapers || Download paper |
| 2023 | Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective. (2023). Zhu, Xiaoqian ; Huang, Chuangxia ; Li, Jianping ; Wen, Shigang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:190-202. Full description at Econpapers || Download paper |
| 2023 | Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers || Download paper |
| 2023 | Do Macroprudential Policies Affect Non-bank Financial Intermediation?. (2023). Gambacorta, Leonardo ; Cornelli, Giulio ; Claessens, Stijn ; Shiinad, Yasushi ; Manaresi, Francesco. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2023:q:5:a:5. Full description at Econpapers || Download paper |
| 2023 | Testing to extreme: An application of reverse stress testing engineering on mortgages of commercial banks in China. (2023). Guo, Jiayi ; Lin, Dongtao ; Tang, Lin ; Liu, Chang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:187-192. Full description at Econpapers || Download paper |
Works by Tom Pak Wing Fong:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | The rise of Hong Kong’s corporate bond market: drivers and implications In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2019 | Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ? In: IFC Bulletins chapters. [Full Text][Citation analysis] | chapter | 2 |
| 2020 | Predictability 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 nother version. Agregated cites: 2 | article | |
| 2020 | Safehavenness of the Chinese renminbi In: International Finance. [Full Text][Citation analysis] | article | 3 |
| 2012 | Gauging potential sovereign risk contagion in Europe In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
| 2011 | Analysing interconnectivity among economies In: Emerging Markets Review. [Full Text][Citation analysis] | article | 21 |
| 2010 | Analysing Interconnectivity among Economies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2018 | Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors In: Emerging Markets Review. [Full Text][Citation analysis] | article | 3 |
| 2018 | Determinants 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. [Full Text][Citation analysis] | article | 7 |
| 2021 | Assessing cross-border interconnectedness between shadow banking systems In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2015 | A quasi-bounded target zone model — Theory and application to Hong Kong dollar In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2012 | A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2015 | Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013 In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
| 2016 | Swiss francs one-sided target zone during 2011–2015 In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 8 |
| 2005 | Interest Rate Risk in the Pricing Of Banks Mortgage Lending In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Interest Rate Risk in the Pricing of Banks’ Mortgage Lending.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2005 | Determinants of the Capital Level of Banks in Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Determinants of the Capital Level of Banks in Hong Kong.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 9 | chapter | |
| 2006 | An Approach to Measuring Provisions for Collateralised Lending In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | The Cost Efficiency of Commercial Banks in Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Cost Efficiency of Commercial Banks in Hong Kong.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2006 | A Framework for Stress Testing Banks Credit Risk In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2008 | A Framework for Stress Testing Banks’ Credit Risk.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 16 | chapter | |
| 2006 | Competition in Hong Kongs Banking Sector: A Panzar-Rosse Assessment In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | Competition in Hong Kong’s Banking Sector: A Panzar–Rosse Assessment.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 8 | chapter | |
| 2007 | Testing for Collusion in the Hong Kong Banking Sector In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2008 | Testing for Collusion in the Hong Kong Banking Sector.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
| 2007 | Determinants of the Performance of Banks in Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Determinants of the Performance of Banks in Hong Kong.(2008) In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] This paper has nother version. Agregated cites: 6 | chapter | |
| 2007 | Share Price Disparity in Chinese Stock Markets In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Is the Hong Kong Dollar Exchange Rate Bounded in the Convertibility Zone? In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Stress Testing Banks Credit Risk Using Mixture Vector Autoregressive Models In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2009 | Measuring the Interdependence of Banks in Hong Kong In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kongs Experience and Cross-Country Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 86 |
| 2013 | Gauging the Safehavenness of Currencies In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?.(2019) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2015 | A Quasi-Bounded Model for Swiss Francs One-Sided Target Zone During 2011-2015 In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011 In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2008 | Residential Mortgage Default Risk in Hong Kong In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
| 2018 | Safehavenness of currencies In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2018 | Probabilistic approach to measuring early-warning signals of systemic contagion risk In: International Journal of Financial Engineering (IJFE). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team