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Tom Pak Wing Fong

Personal Details

First Name:Tom
Middle Name:Pak Wing
Last Name:Fong
Suffix:
RePEc Short-ID:pfo332

Affiliation

Hong Kong Monetary Authority

Central, Hong Kong
http://www.info.gov.hk/hkma/index.htm
RePEc:edi:magovhk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Cho-Hoi Hui & Chi-Fai Lo & Xiao-Fen Zheng & Tom Fong, 2015. "Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets," Working Papers 182015, Hong Kong Institute for Monetary Research.
  2. C. H. Hui & C. F. Lo & T. Fong, 2015. "A Quasi-Bounded Model for Swiss Franc's One-Sided Target Zone During 2011-2015," Working Papers 152015, Hong Kong Institute for Monetary Research.
  3. Tom Fong & Ceara Hui & Alfred Wong, 2015. "How Might Sovereign Bond Yields in Asia Pacific React to US Monetary Normalisation under Turbulent Market Conditions?," Working Papers 132015, Hong Kong Institute for Monetary Research.
  4. Alfred Wong & Tom Fong, 2013. "Gauging the Safehavenness of Currencies," Working Papers 132013, Hong Kong Institute for Monetary Research.
  5. C. F. Lo & C. H. Hui & S. W. Chu & T. Fong, 2012. "A Quasi-Bounded Target Zone Model - Theory and Application to Hong Kong Dollar," Working Papers 282012, Hong Kong Institute for Monetary Research.
  6. Eric Wong & Tom Fong & Ka-fai Li & Henry Choi, 2011. "Loan-to-Value Ratio as a Macro-Prudential Tool - Hong Kong's Experience and Cross-Country Evidence," Working Papers 1101, Hong Kong Monetary Authority.
  7. Cho-Hoi Hui & Tom Fong, 2011. "Information Flow between Sovereign CDS and Dollar-Yen Currency Option Markets in the Sovereign Debt Crisis of 2009-2011," Working Papers 402011, Hong Kong Institute for Monetary Research.
  8. Alfred Wong & Tom Fong, 2010. "Analysing Interconnectivity among Economies," Working Papers 1003, Hong Kong Monetary Authority.
  9. Tom Fong & Laurence Fung & Lillie Lam & Ip-wing Yu, 2009. "Measuring the Interdependence of Banks in Hong Kong," Working Papers 0919, Hong Kong Monetary Authority.
  10. Tom Pak-wing Fong & Chun-shan Wong, 2008. "Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models," Working Papers 0813, Hong Kong Monetary Authority.
  11. Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi, 2007. "Testing for Collusion in the Hong Kong Banking Sector," Working Papers 0701, Hong Kong Monetary Authority.
  12. Cho-Hoi Hui & Tom Fong, 2007. "Is the Hong Kong Dollar Exchange Rate "Bounded" in the Convertibility Zone?," Working Papers 0713, Hong Kong Monetary Authority.
  13. Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi, 2007. "Determinants of the Performance of Banks in Hong Kong," Working Papers 0706, Hong Kong Monetary Authority.
  14. Tom Fong & Alfred Wong & Ivy Yong, 2007. "Share Price Disparity in Chinese Stock Markets," Working Papers 0711, Hong Kong Monetary Authority.
  15. Jim Wong & Tom Fong & Eric Wong & Ka-fai Choi, 2006. "The Cost Efficiency of Commercial Banks in Hong Kong," Working Papers 0612, Hong Kong Monetary Authority.
  16. Jim Wong & Eric Wong & Tom Fong & Ka-fai Choi, 2006. "Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment," Working Papers 0616, Hong Kong Monetary Authority.
  17. Jim Wong & Ka-fai Choi & Tom Fong, 2006. "A Framework for Stress Testing Bank's Credit Risk," Working Papers 0615, Hong Kong Monetary Authority.
  18. Cho-hoi Hui & Tom Fong, 2006. "An Approach to Measuring Provisions for Collateralised Lending," Working Papers 0608, Hong Kong Monetary Authority.
  19. Jim Wong & Ka-fai Choi & Tom Fong, 2005. "Determinants of the Capital Level of Banks in Hong Kong," Working Papers 0513, Hong Kong Monetary Authority.
  20. Jim Wong & Laurence Fung & Tom Fong & Cho-hoi Hui, 2005. "Interest Rate Risk in the Pricing Of Banks' Mortgage Lending," Working Papers 0505, Hong Kong Monetary Authority.

Articles

  1. Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2021. "Assessing cross-border interconnectedness between shadow banking systems," Journal of International Money and Finance, Elsevier, vol. 110(C).
  2. Fong, Tom Pak Wing & Wu, Shui Tang, 2020. "Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  3. Tom Pak Wing Fong & Alfred Yun Tong Wong, 2020. "Safehavenness of the Chinese renminbi," International Finance, Wiley Blackwell, vol. 23(2), pages 215-233, August.
  4. Tom Fong & Ceara Hui & Alfred Y.-T. Wong, 2019. "How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions?," Journal of Applied Statistics, Taylor & Francis Journals, vol. 46(11), pages 2030-2055, August.
  5. Fong, Tom Pak Wing & Li, Ka-Fai & Fu, John, 2018. "Accounting for sovereign tail risk in emerging economies: The role of global and domestic risk factors," Emerging Markets Review, Elsevier, vol. 34(C), pages 98-110.
  6. Alfred Y.-T. Wong & Tom Pak Wing Fong, 2018. "Safehavenness of currencies," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 300-332, March.
  7. Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2018. "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, Elsevier, vol. 57(C), pages 231-247.
  8. Cho-Hoi Hui & Chi-Fai Lo & Xiao-Fen Zheng & Tom Fong, 2018. "Probabilistic approach to measuring early-warning signals of systemic contagion risk," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-25, June.
  9. Hui, Cho-Hoi & Lo, Chi-Fai & Fong, Tom Pak-Wing, 2016. "Swiss franc's one-sided target zone during 2011–2015," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 54-67.
  10. Hui, Cho-Hoi & Fong, Tom Pak-Wing, 2015. "Price cointegration between sovereign CDS and currency option markets in the financial crises of 2007–2013," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 174-190.
  11. Lo, C.F. & Hui, C.H. & Fong, T. & Chu, S.W., 2015. "A quasi-bounded target zone model — Theory and application to Hong Kong dollar," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 1-17.
  12. Fong, Tom Pak Wing & Wong, Alfred Y-T., 2012. "Gauging potential sovereign risk contagion in Europe," Economics Letters, Elsevier, vol. 115(3), pages 496-499.
  13. Wong, Alfred Y-T. & Fong, Tom Pak Wing, 2011. "Analysing interconnectivity among economies," Emerging Markets Review, Elsevier, vol. 12(4), pages 432-442.

Chapters

  1. Tom Fong & Gabriel Wu, 2019. "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.
  2. David Leung & Ceara Hui & Tom Fong & Alfred Wong, 2015. "The rise of Hong Kong’s corporate bond market: drivers and implications," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 143-158, Bank for International Settlements.
  3. Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008. "The Cost Efficiency of Commercial Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 1, pages 3-16, Palgrave Macmillan.
  4. Jim Wong & Laurence Kang-Por Fung & Tom Pak-Wing Fong & Cho-Hoi Hui, 2008. "Interest Rate Risk in the Pricing of Banks’ Mortgage Lending," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 5, pages 69-94, Palgrave Macmillan.
  5. Jim Wong & Ka-Fai Choi & Tom Pak-Wing Fong, 2008. "Determinants of the Capital Level of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 8, pages 159-190, Palgrave Macmillan.
  6. Jim Wong & Eric Tak-Chuen Wong & Tom Pak-Wing Fong & Ka-Fai Choi, 2008. "Competition in Hong Kong’s Banking Sector: A Panzar–Rosse Assessment," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 2, pages 17-31, Palgrave Macmillan.
  7. Jim Wong & Ka-Fai Choi & Tom Pak-Wing Fong, 2008. "A Framework for Stress Testing Banks’ Credit Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 11, pages 240-260, Palgrave Macmillan.
  8. Jim Wong & Eric Tak-Chuen Wong & Tom Pak-Wing Fong & Ka-Fai Choi, 2008. "Testing for Collusion in the Hong Kong Banking Sector," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 3, pages 32-49, Palgrave Macmillan.
  9. Jim Wong & Laurence Kang-Por Fung & Tom Pak-Wing Fong & Angela Sze, 2008. "Residential Mortgage Default Risk in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 7, pages 132-156, Palgrave Macmillan.
  10. Jim Wong & Tom Pak-Wing Fong & Eric Tak-Chuen Wong & Ka-Fai Choi, 2008. "Determinants of the Performance of Banks in Hong Kong," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 4, pages 50-65, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (9) 2007-09-09 2007-09-09 2007-09-09 2007-09-09 2007-09-09 2009-01-03 2010-01-16 2011-04-02 2015-09-26. Author is listed
  2. NEP-MON: Monetary Economics (5) 2007-12-08 2013-05-22 2013-10-02 2015-06-27 2015-07-25. Author is listed
  3. NEP-RMG: Risk Management (5) 2007-09-09 2009-01-03 2010-01-16 2011-04-02 2013-10-02. Author is listed
  4. NEP-CNA: China (4) 2007-09-09 2007-09-09 2007-09-09 2007-12-08
  5. NEP-COM: Industrial Competition (3) 2007-09-09 2007-09-09 2007-09-09
  6. NEP-EFF: Efficiency and Productivity (3) 2007-09-09 2007-09-09 2007-09-09
  7. NEP-FMK: Financial Markets (2) 2007-09-09 2015-09-26
  8. NEP-MAC: Macroeconomics (2) 2007-09-09 2009-01-03
  9. NEP-SEA: South East Asia (2) 2007-09-09 2015-06-27
  10. NEP-CBA: Central Banking (1) 2007-12-08
  11. NEP-CFN: Corporate Finance (1) 2007-09-09
  12. NEP-IFN: International Finance (1) 2013-10-02
  13. NEP-OPM: Open Economy Macroeconomics (1) 2015-09-26
  14. NEP-REG: Regulation (1) 2011-04-02
  15. NEP-TRA: Transition Economics (1) 2007-09-09
  16. NEP-URE: Urban and Real Estate Economics (1) 2011-04-02

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