Author

Laurence Kang-Por Fung

Observed names: Kang-por Fung, L. Fung, Laurence Fung, Laurence Kang-por Fung

OpenAlex ID: A5005002000

Comparing Forecast Performance of Exchange Rate Models

2008 · Lillie Lam, Laurence Fung, et al. · SSRN Electronic Journal · 33

Assessing the Integration of Asia's Equity and Bond Markets

2009 · Laurence Fung, Chi-Sang Tam, et al. · SSRN Electronic Journal · 23

Assessing Bond Market Integration in Asia

2009 · Ip-wing Yu, Kang-por Fung, et al. · SSRN Electronic Journal · 18

Measuring the Interdependence of Banks in Hong Kong

2009 · Tom Fong, Laurence Fung, et al. · RePEc: Research Papers in Economics · 16

Measuring Financial Market Interdependence and Assessing Possible Contagion Risk in the Emeap Region 1

2008 · Lillian Cheung, Laurence Fung, et al. · RePEc: Research Papers in Economics · 16

Residential Mortgage Default Risk in Hong Kong

2008 · Jim Wong, Laurence Kang-Por Fung, et al. · Palgrave Macmillan UK eBooks · 12

Assessing Financial Market Integration in Asia - Equity and Bond Markets

2009 · Kang-por Fung, Chi-Sang Tam, et al. · SSRN Electronic Journal · 7

A Study on the Transmission of Money Market Tensions in EMEAP Economies during the Credit Crisis of 2007-2008

2009 · Laurence Fung, Ip-wing Yu · SSRN Electronic Journal · 7

Valuing foreign currency options with a mean‐reverting process: a study of Hong Kong dollar

2007 · C. H. Hui, C. F. Lo, et al. · International Journal of Finance & Economics · 7

Assessing the Credibility of the Convertibility Zone of the Hong Kong Dollar

2009 · Kang-por Fung, Ip-wing Yu · SSRN Electronic Journal · 5

Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes

2009 · Lillie Lam, Laurence Fung, et al. · SSRN Electronic Journal · 5

A Structural Approach to Assessing the Credit Risk of Hong Kong's Corporate Sector

2009 · Ip-wing Yu, Laurence Fung · SSRN Electronic Journal · 3

Dislocations in the FX swap and money markets in Hong Kong SAR during the global credit crisis of 2007-08

2011 · Laurence Fung, Ip-wing Yu · RePEc: Research Papers in Economics · 2

Exchange Rate Risk Premiums in Hong Kong Dollar: A Signal-Extraction Approach

2009 · Ip-wing Yu, Laurence Fung, et al. · SSRN Electronic Journal · 2

Dislocations in FX Swap and Money Markets in Hong Kong and Policy Actions during the Financial Crisis of 2008

2009 · Laurence Fung, Ip-wing Yu · SSRN Electronic Journal · 2

Return and Volatility Spillovers in Hong Kong Financial Markets

2009 · Laurence Fung, Ip-wing Yu · SSRN Electronic Journal · 2

Assessing the Risk of Multiple Defaults in the Banking System

2009 · Ip-wing Yu, Kang-por Fung, et al. · SSRN Electronic Journal · 1

Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence

2008 · Laurence Fung, Chi-Sang Tam, et al. · RePEc: Research Papers in Economics · 1

Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence

2008 · Kang-por Fung, Chi-Sang Tam, et al. · SSRN Electronic Journal · 1

Assessing the Credibility of The Convertibility Zone of The Hong Kong Dollar

2007 · Laurence Fung, Ip-wing Yu · RePEc: Research Papers in Economics · 1

Hang Seng Index Futures Open Interest and its Relationship with the Cash Market

2009 · Hongyi Chen, Laurence Fung, et al. · SSRN Electronic Journal

Interest Rate Risk in the Pricing of Banks' Mortgage Lending

2009 · Jim Wong, Laurence Fung, et al. · SSRN Electronic Journal

Predicting Stock Market Returns by Combining Forecasts

2009 · Kang-por Fung, Ip-wing Yu · SSRN Electronic Journal

Predicting Stock Market Returns by Combining Forecasts

2008 · Laurence Fung, Ip-wing Yu · RePEc: Research Papers in Economics

Hong Kong Mortgage Rate Setting — An Alternative Reference Rate?

2008 · Jim Wong, Cho-Hoi Hui, et al. · Palgrave Macmillan UK eBooks

Works count: 33

Citation count: 164

H-index: 7

I10-index: 6