Details about Tom Pak Wing Fong

Access statistics for papers by Tom Pak Wing Fong.

Last updated 2021-05-10. Update your information in the RePEc Author Service.

Short-id: pfo332

Working Papers

2015

1. A Quasi-Bounded Model for Swiss Franc's One-Sided Target Zone During 2011-2015
   Working Papers, Hong Kong Institute for Monetary Research View citations (1)
2. How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions?
   Working Papers, Hong Kong Institute for Monetary Research View citations (3)
   See also Journal Article How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?, Journal of Applied Statistics, Taylor & Francis Journals (2019) (2019)
3. Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets
   Working Papers, Hong Kong Institute for Monetary Research

2013

4. Gauging the Safehavenness of Currencies
   Working Papers, Hong Kong Institute for Monetary Research View citations (3)

2012

5. A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar
   Working Papers, Hong Kong Institute for Monetary Research
   See also Journal Article A quasi-bounded target zone model — Theory and application to Hong Kong dollar, International Review of Economics & Finance, Elsevier (2015) View citations (5) (2015)

2011

6. Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011
   Working Papers, Hong Kong Institute for Monetary Research View citations (5)
7. Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kong's Experience and Cross-Country Evidence
   Working Papers, Hong Kong Monetary Authority View citations (86)

2010

8. Analysing Interconnectivity among Economies
   Working Papers, Hong Kong Monetary Authority View citations (8)
   See also Journal Article Analysing interconnectivity among economies, Emerging Markets Review, Elsevier (2011) View citations (20) (2011)

2009

9. Measuring the Interdependence of Banks in Hong Kong
   Working Papers, Hong Kong Monetary Authority View citations (6)

2008

10. Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models
    Working Papers, Hong Kong Monetary Authority View citations (14)

2007

11. Determinants of the Performance of Banks in Hong Kong
    Working Papers, Hong Kong Monetary Authority View citations (6)
    See also Chapter Determinants of the Performance of Banks in Hong Kong, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) (2008)
12. Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?
    Working Papers, Hong Kong Monetary Authority View citations (11)
13. Share Price Disparity in Chinese Stock Markets
    Working Papers, Hong Kong Monetary Authority View citations (5)
14. Testing for Collusion in the Hong Kong Banking Sector
    Working Papers, Hong Kong Monetary Authority View citations (4)
    See also Chapter Testing for Collusion in the Hong Kong Banking Sector, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) (2008)

2006

15. A Framework for Stress Testing Bank's Credit Risk
    Working Papers, Hong Kong Monetary Authority View citations (16)
    See also Chapter A Framework for Stress Testing Banks’ Credit Risk, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) View citations (1) (2008)
16. An Approach to Measuring Provisions for Collateralised Lending
    Working Papers, Hong Kong Monetary Authority
17. Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment
    Working Papers, Hong Kong Monetary Authority View citations (8)
    See also Chapter Competition in Hong Kong’s Banking Sector: A Panzar–Rosse Assessment, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) (2008)
18. The Cost Efficiency of Commercial Banks in Hong Kong
    Working Papers, Hong Kong Monetary Authority
    See also Chapter The Cost Efficiency of Commercial Banks in Hong Kong, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) (2008)

2005

19. Determinants of the Capital Level of Banks in Hong Kong
    Working Papers, Hong Kong Monetary Authority View citations (9)
    See also Chapter Determinants of the Capital Level of Banks in Hong Kong, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) (2008)
20. Interest Rate Risk in the Pricing Of Banks' Mortgage Lending
    Working Papers, Hong Kong Monetary Authority
    See also Chapter Interest Rate Risk in the Pricing of Banks’ Mortgage Lending, Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan (2008) (2008)

Journal Articles

2021

1. Assessing cross-border interconnectedness between shadow banking systems
   Journal of International Money and Finance, 2021, 110, (C) View citations (11)

2020

2. Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?
   The North American Journal of Economics and Finance, 2020, 51, (C) View citations (1)
   See also Chapter Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?, IFC Bulletins chapters, 2019, 50 (2019) View citations (1) (2019)
3. Safehavenness of the Chinese renminbi
   International Finance, 2020, 23, (2), 215-233 View citations (3)

2019

4. How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?
   Journal of Applied Statistics, 2019, 46, (11), 2030-2055
   See also Working Paper How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions?, Working Papers (2015) View citations (3) (2015)

2018

5. Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors
   Emerging Markets Review, 2018, 34, (C), 98-110 View citations (6)
6. Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets
   Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 231-247 View citations (7)
7. Probabilistic approach to measuring early-warning signals of systemic contagion risk
   International Journal of Financial Engineering (IJFE), 2018, 05, (02), 1-25
8. Safehavenness of currencies
   The European Journal of Finance, 2018, 24, (4), 300-332 View citations (5)

2016

9. Swiss franc's one-sided target zone during 2011–2015
   International Review of Economics & Finance, 2016, 44, (C), 54-67 View citations (8)

2015

10. A quasi-bounded target zone model — Theory and application to Hong Kong dollar
    International Review of Economics & Finance, 2015, 37, (C), 1-17 View citations (5)
    See also Working Paper A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar, Working Papers (2012) (2012)
11. Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013
    International Review of Economics & Finance, 2015, 40, (C), 174-190 View citations (12)

2012

12. Gauging potential sovereign risk contagion in Europe
    Economics Letters, 2012, 115, (3), 496-499 View citations (26)

2011

13. Analysing interconnectivity among economies
    Emerging Markets Review, 2011, 12, (4), 432-442 View citations (20)
    See also Working Paper Analysing Interconnectivity among Economies, Working Papers (2010) View citations (8) (2010)

Chapters

2019

1. Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?
   A chapter in The use of big data analytics and artificial intelligence in central banking, 2019, vol. 50 View citations (1)
   See also Journal Article Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?, Elsevier (2020) View citations (1) (2020)

2015

2. The rise of Hong Kong’s corporate bond market: drivers and implications
   A chapter in What do new forms of finance mean for EM central banks?, 2015, vol. 83, pp 143-158

2008

3. A Framework for Stress Testing Banks’ Credit Risk
   Palgrave Macmillan View citations (1)
   See also Working Paper A Framework for Stress Testing Bank's Credit Risk, Hong Kong Monetary Authority (2006) View citations (16) (2006)
4. Competition in Hong Kong’s Banking Sector: A Panzar–Rosse Assessment
   Palgrave Macmillan
   See also Working Paper Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment, Hong Kong Monetary Authority (2006) View citations (8) (2006)
5. Determinants of the Capital Level of Banks in Hong Kong
   Palgrave Macmillan
   See also Working Paper Determinants of the Capital Level of Banks in Hong Kong, Hong Kong Monetary Authority (2005) View citations (9) (2005)
6. Determinants of the Performance of Banks in Hong Kong
   Palgrave Macmillan
   See also Working Paper Determinants of the Performance of Banks in Hong Kong, Hong Kong Monetary Authority (2007) View citations (6) (2007)
7. Interest Rate Risk in the Pricing of Banks’ Mortgage Lending
   Palgrave Macmillan
   See also Working Paper Interest Rate Risk in the Pricing Of Banks' Mortgage Lending, Hong Kong Monetary Authority (2005) (2005)
8. Residential Mortgage Default Risk in Hong Kong
   Palgrave Macmillan
9. Testing for Collusion in the Hong Kong Banking Sector
   Palgrave Macmillan
   See also Working Paper Testing for Collusion in the Hong Kong Banking Sector, Hong Kong Monetary Authority (2007) View citations (4) (2007)
10. The Cost Efficiency of Commercial Banks in Hong Kong
    Palgrave Macmillan
    See also Working Paper The Cost Efficiency of Commercial Banks in Hong Kong, Hong Kong Monetary Authority (2006) (2006)