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Cho Hoi Hui
Cho Hoi Hui
Hong Kong Monetary Authority
Verified email at hkma.gov.hk - Homepage
Title
Cited by
Cited by
Year
Electron acceleration by Alfvén waves in the magnetosphere
CH Hui, CE Seyler
Journal of Geophysical Research: Space Physics 97 (A4), 3953-3963, 1992
1441992
Crash risk of the euro in the sovereign debt crisis of 2009–2010
CH Hui, TK Chung
Journal of Banking & Finance 35 (11), 2945-2955, 2011
1172011
A simple approach for pricing barrieroptions with time-dependent parameters
CF Lo, HC Lee, CH Hui
Quantitative finance 3 (2), 98, 2003
1002003
Constant elasticity of variance option pricing model with time-dependent parameters
CF Lo, PH Yuen, CH Hui
International Journal of Theoretical and Applied Finance 3 (04), 661-674, 2000
962000
Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009
CH Hui, H Genberg, TK Chung
International Journal of Finance & Economics 16 (4), 307-323, 2011
732011
A liquidity risk stress-testing framework with interaction between market and credit risks
TC Wong, CH Hui
Available at SSRN 1370826, 2009
712009
Time dependent barrier option values
CH Hui
Journal of Futures Markets 17 (6), 667-688, 1997
681997
Valuation of financial derivatives with time-dependent parameters: Lie-algebraic approach
CF Lo, CH Hui
Taylor & Francis Group 1 (1), 73-78, 2001
652001
One-touch double barrier binary option values
CH Hui
Applied Financial Economics 6 (4), 343-346, 1996
591996
Explaining share price disparity with parameter uncertainty: Evidence from Chinese A-and H-shares
TK Chung, CH Hui, KF Li
Journal of Banking & Finance 37 (3), 1073-1083, 2013
562013
Pricing corporate bonds with dynamic default barriers
CH Hui, CF Lo, SW Tsang
Journal of Risk 5 (3), 17-37, 2003
532003
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
442015
The RMB central parity formation mechanism: August 2015 to December 2016
YW Cheung, CH Hui, A Tsang
Journal of International Money and Finance 86, 223-243, 2018
36*2018
Renminbi central parity: an empirical investigation
YW Cheung, CH Hui, A Tsang
Pacific Economic Review 23 (2), 164-183, 2018
352018
The link between FX swaps and currency strength during the credit crisis of 2007–2008
H Genberg, CH Hui, A Wong, TK Chung
The Evolving Role of Asia in Global Finance 9, 83-94, 2011
342011
Pricing vulnerable Black-Scholes options with dynamic default barriers
CH Hui, CF Lo, HC Lee
Journal of Derivatives 10 (4), 62-69, 2003
332003
Does Bitcoin behave as a currency?: A standard monetary model approach
CH Hui, CF Lo, PH Chau, A Wong
International Review of Financial Analysis 70, 101518, 2020
312020
Comment on ‘Pricing double barrier options using Laplace transforms’ by Antoon Pelsser
CH Hui, CF Lo, PH Yuen
Finance and Stochastics 4, 105-107, 2000
302000
Pricing vulnerable European options with stochastic default barriers
CH Hui, CF Lo, KC Ku
IMA Journal of Management Mathematics 18 (4), 315-329, 2007
292007
Computing the first passage time density of a time-dependent Ornstein–Uhlenbeck process to a moving boundary
CF Lo, CH Hui
Applied mathematics letters 19 (12), 1399-1405, 2006
292006
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