9
H index
8
i10 index
280
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895. Full description at Econpapers || Download paper |
| 2025 | Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482. Full description at Econpapers || Download paper |
| 2025 | Climate change and the rise of shadow banking: A global analysis. (2025). Morris, Diego ; Deku, Solomon Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500362x. 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). He, Zhipeng ; Zhang, Shuguang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976. Full description at Econpapers || Download paper |
| 2024 | No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561. Full description at Econpapers || Download paper |
| 2025 | Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154. Full description at Econpapers || Download paper |
| 2025 | Nonlinear effects of shadow banking on banks systemic risk. (2025). Zhang, Shaohua ; Huang, Min ; Jiang, Hai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002069. Full description at Econpapers || Download paper |
| 2025 | Markov switching volatility connectedness across international CDS markets. (2025). Gemici, Eray ; Mensi, Walid ; Polat, Mslm ; Kang, Sang Hoon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000024. Full description at Econpapers || Download paper |
| 2025 | Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y. Full description at Econpapers || Download paper |
| 2025 | Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach. (2025). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00699-z. 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 | 25 |
| 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 | 6 |
| 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 | 13 |
| 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 | 11 |
| 2016 | Swiss francs one-sided target zone during 2011–2015 In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 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 March, 14 2025. Contact: CitEc Team