Victor  Fang
Victor Fang
Verified email at deakin.edu.au - Homepage
Title
Cited by
Cited by
Year
Volatility spillover between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian financial crisis
DFS Choi, V Fang, TY Fu
Asian journal of Finance and Accounting 1 (2), 106-117, 2009
602009
Modeling volatility and changes in the swap spread
F In, R Brown, V Fang
International Review of Financial Analysis 12 (5), 545-561, 2003
322003
Modeling the determinants of swap spreads
R Brown, F In, V Fang
The Journal of Fixed Income 12 (1), 29-40, 2002
292002
Unchecked manipulations, price–volume relationship and market efficiency: Evidence from emerging markets
ASMS Azad, S Azmat, V Fang, P Edirisuriya
Research in International Business and Finance 30, 51-71, 2014
272014
An empirical analysis of the Australian dollar swap spreads
V Fang, R Muljono
Pacific-Basin Finance Journal 11 (2), 153-173, 2003
242003
An examination of Australian gold mining firms’ exposure over the collapse of gold price in the late 1990s
V Fang, CT Lin, W Poon
International Journal of Accounting & Information Management, 2007
212007
Australian and US interest rate swap markets: comparison and linkages
F In, V Fang, R Brown
Accounting & Finance 44 (1), 45-56, 2004
212004
Non‐Tradable Share Reform, Liquidity, and Stock Returns in C hina
CHD Hung, Q Chen, V Fang
International Review of Finance 15 (1), 27-54, 2015
202015
Low‐Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*
ASM Sohel Azad, V Fang, J Wickramanayake
International Review of Finance 11 (3), 353-390, 2011
192011
Volatility linkages and spillovers in stock and bond markets: Some international evidence
V Fang, E Lin, V Lee
Journal of international finance and economics 7 (1), 1-10, 2007
182007
Links among interest rate swap markets: US, UK, and Japan
F In, R Brown, V Fang
The Journal of Fixed Income 13 (3), 84-95, 2003
182003
Impact of policy changes on the efficiency and returns-to-scale of Japanese financial institutions: An evaluation
ASMS Azad, S Yasushi, V Fang, A Ahsan
Research in International Business and Finance 32, 159-171, 2014
162014
Transmigration across price discovery categories: Evidence from the US CDS and equity markets
V Xiang, M Chng, V Fang
Journal of Futures Markets 33 (6), 573-599, 2013
142013
Linking the interest rate swap markets to the macroeconomic risk: the UK and US evidence
ASMS Azad, V Fang, CH Hung
International Review of Financial Analysis 22, 38-47, 2012
132012
Macroeconomic news, business cycles and Australian financial markets
V Fang, CT Lin, KM Parbhoo
Asia-Pacific Financial Markets 15 (3-4), 185-207, 2008
132008
Effective and Empirical Durations of Mortgage Securities
LS Hayre, H Chang
The Journal of Fixed Income 6 (4), 17-33, 1997
131997
Volatility spillovers between stock market returns and exchange rate changes: The New Zealand case
DFS Choi, V Fang, T Fu
International Journal of Modern Economics 2 (1), 64-83, 2008
122008
Volatility transmissions between stock and bond markets: Evidence from Japan and the US
V Fang, YC Lim, CT Lin
International journal of information technology 12 (6), 120-12, 2006
122006
Financial deregulation and financial performance: a comparative study of Indian banks and selected OECD banks
P Edisurya, V Fang
Journal of Accounting and finance 15 (2), 5-24, 2001
122001
Stock prices and the location of trade: Evidence from China-backed ADRs
X Wang, LJ Yao, V Fang
The North American Journal of Economics and Finance 26, 677-688, 2013
112013
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Articles 1–20