|Lazaridis School of Business & Economics Wilfrid Laurier University Waterloo, Ontario N2L 3C5, Canada|
|(519) 884-0710 ext 3650|
|Terminal Degree:||2002 Department of Economics; University of Toronto (from RePEc Genealogy)|
Department of Economics Waterloo, Canada
School of Business and Economics
Wilfrid Laurier University
(519) 884-0710 ext 2056
75 University Ave. West, Waterloo, Ontario, N2L 3C5
RePEc:edi:sbwluca (more details at EDIRC)
Research outputJump to: Working papers Articles
- Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017.
"Factor Pricing in Commodity Futures and the Role of Liquidity,"
80555, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017. "Factor pricing in commodity futures and the role of liquidity," Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
- Chong, Terence Tai Leung & Lu, Chenxi & Chan, Wing H., 2016.
"Long Range Dependence and Structural Breaks in the Gold Markets,"
80553, University Library of Munich, Germany.
- Terence Tai Leung Chong & Chenxi Lu & Wing Hong Chan, 2020. "Long Range Dependence And Structural Breaks In The Gold Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 65(02), pages 257-273, March.
- Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong, 2014. "From Fixed to Float: A Competing Risks Analysis," MPRA Paper 60824, University Library of Munich, Germany.
- Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014. "Price Limits and Stock Market Volatility in China," MPRA Paper 54146, University Library of Munich, Germany.
- Wing Chan, Derek Wang, Terence Chong, 2014. "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers wm0069, Laurier Centre for Economic Research and Policy Analysis.
- Joseph K. W. Fung & Robert I. Webb & Wing H. Chan, 2010. "Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?," Working Papers 122010, Hong Kong Institute for Monetary Research.
- Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.
- Peter C. Boxall, Wing H. Chan, and Melville L. McMillan, 2005. "The Impact of Oil and Natural Gas Facilities on Rural Residential Property," Working Papers eg0039, Wilfrid Laurier University, Department of Economics, revised 2005.
- M.L. McMillan, W. Chan, 2005. "University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods," Working Papers eg0040, Wilfrid Laurier University, Department of Economics, revised 2005.
- Chan, Wing Hong & Le, Minh & Wu, Yan Wendy, 2019. "Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 107-113.
- Wing Hong Chan & Bryce Shelton & Yan Wendy Wu, 2018. "Volatility Spillovers Arising from the Financialization of Commodities," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(4), pages 1-12, October.
- Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017.
"Factor pricing in commodity futures and the role of liquidity,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(11), pages 1745-1757, November.
- Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017. "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper 80555, University Library of Munich, Germany.
- Terence Tai-Leung Chong & Qing He & Wing Hong Chan, 2016. "From Fixed to Float: A Competing Risks Analysis," International Economic Journal, Taylor & Francis Journals, vol. 30(4), pages 488-503, October.
- Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012. "Long-range dependence in the international diamond market," Economics Letters, Elsevier, vol. 116(3), pages 401-403.
- Wing Hong Chan & Liling Feng, 2012. "Time‐varying jump risk premia in stock index futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 639-659, July.
- Wing Hong Chan & Xin Cheng & Joseph K.W. Fung, 2010. "Forecasting volatility: Roles of sampling frequency and forecasting horizon," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(12), pages 1167-1191, December.
- Wing Hong Chan, 2010. "Optimal hedge ratios in the presence of common jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(8), pages 801-807, August.
- Wing Hong Chan & Ranjini Jha & Madhu Kalimipalli, 2009. "The Economic Value Of Using Realized Volatility In Forecasting Future Implied Volatility," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 32(3), pages 231-259, September.
- Fernández, M.E. & Gonzales, A. & Tortolero-Luna, G. & Williams, J. & Saavedra-Embesi, M. & Chan, W. & Vernon, S.W., 2009. "Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women," American Journal of Public Health, American Public Health Association, vol. 99(5), pages 936-943.
- Chan Wing Hong, 2008. "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-25, May.
- Wing H. Chan & Denise Young, 2006. "Jumping hedges: An examination of movements in copper spot and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(2), pages 169-188, February.
- Melville McMillan & Wing Chan, 2006. "University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods," Education Economics, Taylor & Francis Journals, vol. 14(1), pages 1-30.
- Wing H. Chan & Daniel P. Rich, 2006. "Occupational Labour Demand and the Sources of Non‐neutral Technical Change," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 23-43, February.
- Boxall, Peter C. & Chan, Wing H. & McMillan, Melville L., 2005. "The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis," Resource and Energy Economics, Elsevier, vol. 27(3), pages 248-269, October.
- Chan, Wing H., 2004. "Conditional correlated jump dynamics in foreign exchange," Economics Letters, Elsevier, vol. 83(1), pages 23-28, April.
- Wing H. Chan, 2003. "A correlated bivariate Poisson jump model for foreign exchange," Empirical Economics, Springer, vol. 28(4), pages 669-685, November.
- Chan, Wing H & Maheu, John M, 2002. "Conditional Jump Dynamics in Stock Market Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 377-389, July.
- Adolf Buse & Wing H Chan, 2000. "Invariance, price indices and estimation in almost ideal demand systems," Empirical Economics, Springer, vol. 25(3), pages 519-539.
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