Soon H. Leong joined ESCP Business School in September 2021 as Assistant Professor in the Finance Department. He teaches topics in finance, risk management, and statistics at the London Campus. 

Research wise, Soon works, and has a PhD, in quantitative finance. His contribution usually contains a nontrivial amount of methodological developments, statistical theory, and applications using financial data. 

Highest degree: Doctor of Philosophy (PhD), Bayes Business School, City University

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4 publications

Academic Articles

2024

LEONG, S.

Systemic Contagion

JOURNAL OF BUSINESS AND ECONOMIC STATISTICS

Academic Articles

2023

LEONG, S., G. URGA

A practical multivariate approach to testing volatility spillover

JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, 153

Academic Articles

2021

LEONG, S.

Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study

ENERGY ECONOMICS, Vol. 103

Academic Articles

2020

LEONG, S., C. BELLAVITE PELLEGRINI, G. URGA

The contribution of shadow insurance to systemic risk

JOURNAL OF FINANCIAL STABILITY, 51

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