Items where Author is "Poon, Ser-Huang"

Kolokolova, Olga and Poon, Ser-Huang and Lin, Ming-Tsung (2020) Too Big to Ignore? : Hedge Fund Flows and Bond Yields. Journal of Banking and Finance, 112: 105271. ISSN 0378-4266

Kolokolova, Olga and Poon, Ser-Huang and Lin, Ming-Tsung (2019) Rating-Based CDS Curves. European Journal of Finance, 25 (7). pp. 689-723. ISSN 1351-847X

Hilal, Sawsan and Poon, Ser-Huang and Tawn, Jonathan (2014) Portfolio risk assessment using multivariate extreme value methods. Extremes, 17 (4). pp. 531-556. ISSN 1386-1999

Abbas, Sawsan and Poon, Ser-Huang and Tawn, Jonathan Angus (2011) Hedging the Black Swan : conditional heteroscedasticity and tail dependence in S&P500 and VIX. Journal of Banking and Finance, 35 (9). pp. 2374-2387. ISSN 0378-4266