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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
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