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Tom Fong Pak Wing
Tom Fong Pak Wing
Hong Kong Monetary Authority
Verified email at hkma.gov.hk
Title
Cited by
Cited by
Year
Loan-to-value ratio as a macroprudential tool-Hong Kong's experience and cross-country evidence
T Wong, T Fong, K Li, H Choi
Systemic Risk, Basel III, Financial Stability and Regulation, 2011
2682011
A framework for stress testing banks’ credit risk
J Wong, K Choi, TPW Fong
The Banking Sector in Hong Kong: Competition, Efficiency, Performance and …, 2008
130*2008
Analysing interconnectivity among economies
AYT Wong, TPW Fong
Emerging Markets Review 12 (4), 432-442, 2011
962011
Residential mortgage default risk in Hong Kong
J Wong, LKP Fung, TPW Fong, A Sze
The Banking Sector in Hong Kong: Competition, Efficiency, Performance and …, 2008
63*2008
On a mixture vector autoregressive model
PW Fong, WK Li, CW Yau, CS Wong
Canadian Journal of Statistics 35 (1), 135-150, 2007
632007
Determinants of the performance of banks in Hong Kong
J Wong, TPW Fong, ETC Wong, KF Choi
The Banking Sector in Hong Kong: Competition, Efficiency, Performance and …, 2008
622008
Determinants of the capital level of banks in Hong Kong
J Wong, K Choi, TPW Fong
The Banking Sector In Hong Kong: Competition, Efficiency, Performance and …, 2008
612008
Gauging potential sovereign risk contagion in Europe
TPW Fong, AYT Wong
Economics Letters 115 (3), 496-499, 2012
462012
Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013
CH Hui, TPW Fong
International Review of Economics & Finance 40, 174-190, 2015
402015
Share price disparity in Chinese stock markets
T Fong, A Wong, I Yong
352007
Measuring the interdependence of banks in Hong Kong
T Fong, L Fung, L Lam, I Yu
Hong Kong Monetary Authority Working Papers, 2009
342009
Swiss franc's one-sided target zone during 2011–2015
CH Hui, CF Lo, TPW Fong
International Review of Economics & Finance 44, 54-67, 2016
302016
Procyclicality of loan-loss provisioning and systemic risk in the Hong Kong banking system
E Wong, T Fong, H Choi
Hong Kong Monetary Authority Quarterly Bulletin 1, 2011
242011
Stress testing banks' credit risk using mixture vector autoregressive models
T Fong, CS Wong
Available at SSRN 1326833, 2008
23*2008
A quasi-bounded target zone model—Theory and application to Hong Kong dollar
CF Lo, CH Hui, T Fong, SW Chu
International Review of Economics & Finance 37, 1-17, 2015
212015
Determinants of equity mutual fund flows–Evidence from the fund flow dynamics between Hong Kong and global markets
TPW Fong, AKW Sze, EHC Ho
Journal of International Financial Markets, Institutions and Money 57, 231-247, 2018
19*2018
Competition in Hong Kong’s banking sector: A Panzar–Rosse assessment
J Wong, ETC Wong, TPW Fong, K Choi
The banking sector in Hong Kong: Competition, efficiency, performance and …, 2006
182006
An assessment of the long-term economic impact of the new regulatory reform on Hong Kong
TC Wong, T Fong, KF Li, H Choi
Hong Kong Monetary Authority Research Note, 2010
172010
On time series with randomized unit root and randomized seasonal unit root
PW Fong, WK Li
Computational statistics & data analysis 43 (3), 369-395, 2003
172003
A simple multivariate ARCH model specified by random coefficients
PW Fong, WK Li, HZ An
Computational statistics & data analysis 51 (3), 1779-1802, 2006
162006
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