Research Output for Victor Fang
Note: The 2012, 2013 publications have not been audited.
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Publications
2012 School of Accounting, Economics and Finance
Fang, Victor, Azad, A. S. M. Sohel, Batten, Jonathan A.* and Lin, Chien-Ting (2012) Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence, in Batten, Jonathan A. and Wagner, Niklas (eds), Contemporary studies in economic and financial analysis, pp. 379-398, Emerald Group Publishing, Bingley, England [B1]
DRO entry for this publication
Azad, A. S. M. Sohel, Fang, Victor and Hung, Chi-Hsiou* (2012) Linking the interest rate swap markets to the macroeconomic risk : The UK and us evidence, International review of financial analysis, vol. 22, pp. 38-47, Elsevier BV * North-Holland, Amsterdam, Netherlands [C1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-84862752932
Citation counts:Scopus - 1
2011 External
Azad, A. S. M. Sohel*, Fang, Victor* and Wickramanayake, J.* (2011) Low-frequency volatility of yen interest rate swap market in relation to macroeconomic risk, International review of finance, vol. 11, no. 3, pp. 353-390, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19555 – Scopus EID: 2-s2.0-800526038462010 External
Ball, Jason* and Fang, Victor* (2010) Value-at-risk disclosures and the implications on bank stakeholders, in Kane, Edward J.; Black, Harold A. and Brenman, Lloyd P. (eds), Banking and capital markets : new international perspective, pp. 3-28, World Scientific Publishing Press, Singapore, Singapore [B1.1]
2009 External
Choi, Daniel F. S.*, Fang, Victor* and Fu, Tian Yong* (2009) Volatility spillover between New Zealand stock market returns and exchange rate changes before and after the 1997 Asian financial crisis, Asian journal of finance and accounting, vol. 1, no. 2, pp. 106-117, Macrothink Institute, Inc., Las Vegas, Nev. [C1.1]
ERA journal ID: 41493 – Scopus EID: Not tagged2008 External
Fang, Victor*, Phoon, Kok Fai* and Xiang, Vincent Yi Ding* (2008) A heuristic approach to Asian hedge fund allocation, Journal of wealth management, vol. 10, no. 4, pp. 42-52, Institutional Investor, Journals, New York, N. Y. [C1.1]
ERA journal ID: 19140 – Scopus EID: Not taggedFang, Victor*, Lin, Chien-Ting* and Parboo, Kunaal M.* (2008) Macroeconomic news, business cycles and Australian financial markets, Asian Pacific Financial Markets, vol. 15, no. 3-4, pp. 185-207, Springer New York LLC, New York, N. Y. [C1.1]
ERA journal ID: 18326 – Scopus EID: 2-s2.0-62349132766
Citation counts:2007 External
Fang, Victor*, Lin, Edward* and Poon, Warren* (2007) An examination of Australian gold mining firms' exposure over the collapse of gold price in the late 1990s, International journal of accounting and information management, vol. 15, no. 2, pp. 37-49, Emerald Group Publishing, West Yorks, U. K. [C1.1]
ERA journal ID: 36135 – Scopus EID: Not taggedFang, Victor*, Lin, Edward* and Lee, Vincent* (2007) Volatility linkages and spillovers in stock and bond markets : some international evidence, Journal of international finance and economics, vol. 7, no. 1, pp. 1-10, Academy of International Business and Economics, Turlock, Calif. [C1.1]
ERA journal ID: 18583 – Scopus EID: Not tagged2006 External
Ball, Jason* and Fang, Victor* (2006) A survey of value-at-risk and its role in the banking industry, Journal of financial education, vol. 32, pp. 1-31, Finance Education Association, Philadelphia, Pa. [C1.1]
ERA journal ID: 35972 – Scopus EID: Not taggedFang, Victor*, Lim, Yee-Choon* and Lin, Chien-Ting* (2006) Volatility transmissions between stock and bond markets : evidence from Japan and the U.S., International journal of information technology, vol. 12, no. 6, pp. 120-128, World Scientific Publishing Co. Pte. Ltd., Singapore, Singapore [C1.1]
ERA journal ID: Not matching ERA journal list2005 External
Brown, Rob* and Fang, Victor* (2005) Can the choice of interpolation method explain the difference between swap prices and futures prices?, Accounting and finance, vol. 45, no. 2, pp. 199-216, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19059 – Scopus EID: 2-s2.0-27944502150Fang, Victor*, Lee, Vincent* and Yee-Choon, Lim* (2005) Volatility transmission between stock and bond markets : evidence from US and Australia, Lecture notes in computer science, vol. 3578, pp. 580-587, Springer, Heidelberg, Germany [C1.1]
ERA journal ID: 123605 – Scopus EID: Not tagged2004 External
Brown, Rob* and Fang, Victor* (2004) Using forward rate agreements to price and hedge interest rate swaps, Accounting research journal, vol. 17, no. 1, pp. 71-76, Emerald Group Publishing, London, England [C1.1]
ERA journal ID: 19067 – Scopus EID: Not taggedFang, Victor* and Lee, Vincent C. S.* (2004) Credit risk of interest rate swaps : a comparative study of CIR and Monte Carlo simulation approach, Lecture notes in computer science, vol. 3177, pp. 780-787, Springer Berlin, Berlin, Germany [C1.1]
ERA journal ID: 123605 – Scopus EID: Not taggedIn, Francis*, Fang, Victor* and Brown, Rob* (2004) Australian and US interest rate swap markets : comparison and linkages, Accounting and finance, vol. 44, no. 1, pp. 45-56, Wiley - Blackwell Publishing Asia, Richmond, Vic. [C1.1]
ERA journal ID: 19059 – Scopus EID: 2-s2.0-10144257856
Citation counts:2003 External
Fang, Victor* and Lee, Vincent C. S.* (2003) Testing the expectations hypothesis for interest rate term structure : some Australian evidence, Lecture notes in computer science, vol. 2669, pp. 189-198, Springer Berlin, Berlin, Germany [C1.1]
ERA journal ID: 123605 – Scopus EID: Not taggedFang, Victor* and Muljono, Ronny* (2003) An empirical analysis of the Australian dollar swap spreads, Pacific-basin finance journal, vol. 11, no. 2, pp. 153-173, Elsevier BV, Amsterdam, The Netherlands [C1.1]
ERA journal ID: 32913 – Scopus EID: Not taggedIn, Francis*, Brown, Rob* and Fang, Victor* (2003) Links among interest rate swap markets : U.S., U.K. and Japan, Journal of fixed income, vol. 13, no. 3, pp. 84-95, Euromoney Institutional Investor, London, England [C1.1]
ERA journal ID: 124124 – Scopus EID: Not taggedIn, Francis*, Brown, Rob* and Fang, Victor* (2003) Modeling volatility and changes in the swap spread, International review of financial analysis, vol. 12, no. 5, pp. 545-561, Elsevier Science, Amsterdam, The Netherlands [C1.1]
ERA journal ID: 19556 – Scopus EID: 2-s2.0-0042865944
Citation counts:2002 External
Brown, Rob*, In, Francis* and Fang, Victor* (2002) Modeling the determinants of swap spreads, Journal of fixed income, vol. 12, no. 1, pp. 29-40, Euromoney Institutional Investor, London, England [C1.1]
ERA journal ID: 124124 – Scopus EID: Not tagged
Grants and Consultancies
No grants and/or consultancies found or audited – the 2012 HERDC financial return has not been completed or loaded as yet.
Higher Degree by Research Completions supervised by Victor Fang
No completions found or audited.
- Legend:
- * Not a member of Deakin University at time of output.
DRO to publications collection last synchronised: Thursday 23rd May 2013 10:04pm
