Items where Author is "Fong, W"
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Fong, W and Valente, G and Fung, JKW (2010) Covered interest arbitrage profits: The role of liquidity and credit risk. Journal of Banking & Finance, 34 (5). pp. 1098-1107. DOI https://doi.org/10.1016/j.jbankfin.2009.11.008