Home
|
Contact
|
Sitemap
|
font size:
A
A
A
|
Advanced Search
Hong Kong Institute for Monetary Research
About HKIMR
Objectives
Organizational Structure
Board of Directors
Council of Advisers
Staff
Newsletter
Links
Fellowship Programs
Research Fellowship
Doctoral Internship
Visiting Fellows
Publications and Research
Working Papers
by HKMA/HKIMR Staff
by Visiting Fellows
Occasional Papers
Hong Kong Economic History Database
Conferences/ workshops
Coming Conferences/workshops
Previous Conferences/workshops
Seminars
Coming Seminars
Previous Seminars
TOP
Home
›
Visiting Fellows
›
Chi-fai LO (Research Fellow)
Visiting Fellows
Chi-fai LO (Research Fellow)
The Chinese University of Hong Kong
(August - December 2006)
Research Topic:
2006: Structural Models for Estimating the Probabilities of Default of Listed Companies
Working Papers:
Dynamics of Market Anomalies and Measurement Errors of Risk-free Interest Rates
Can Exchange Rate Dynamics in Krugman’s Target-zone Model be Directly Tested?
Pricing Corporate Bonds With Interest Rates Following Double Square-root Process
A Quasi-Bounded Target Zone Model – Theory and Application to Hong Kong Dollar
Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models
Assessing Credit Risk of Companies with Mean-Reverting Leverage Ratios
Quick Links
The Details of “Thematic Study Fellowship Programme” and “Regular Research Fellowship Programme”
Deadline for visiting research fellowship applications
HKMA Research
Getting to know Shanghai-Hong Kong Stock Connect (Investor Education Centre of SFC)
Information about Shanghai-Hong Kong Stock Connect (Hong Kong Exchanges and Clearing Limited)
Chi-fai LO (Research Fellow)