Items where Author is "Leong, S. H."
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Article
Leong, S. H. & Urga, G. 
ORCID: 0000-0002-6742-7370 (2023).
A practical multivariate approach to testing volatility spillover.
Journal of Economic Dynamics and Control, 153,
article number 104694.
doi: 10.1016/j.jedc.2023.104694
Leong, S. H., Bellavite Pellegrini, C. & Urga, G. ORCID: 0000-0002-6742-7370 (2020).
The Contribution of Shadow Insurance to Systemic Risk.
Journal of Financial Stability, 51,
article number 100778.
doi: 10.1016/j.jfs.2020.100778
Thesis
Leong, S. H. (2021). Modelling and Testing Financial Risk. (Unpublished Doctoral thesis, City, University of London)