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Jorge A. Chan-Lau | lit.salon
Jorge A. Chan-Lau
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Books by Jorge A. Chan-Lau (50 max)
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Hong Kong Sar: Meeting the Challenges of Integration With the Mainland (Occasional Paper (Intl Monetary Fund))
2004
Eswar Prasad, Jorge A. Chan-Lau
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Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports
1999
Jorge A. Chan-Lau, Stephen Tokarick
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Tales from Two Neighbors Productivity Growth in Canada and the United States
2000
Martin D. Cerisola, Jorge A. Chan-Lau
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Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
2002
Jorge A. Chan-Lau, Iryna V. Ivaschenko
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Option-Based Approach to Bank Vulnerabilities in Emerging Markets
2004
Arnaud Jobert, Janet Kong, Jorge A. Chan-Lau
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End A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
2005
Jorge A. Chan-Lau, Toni Gravelle
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Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic
2007
Hemant Shah, Jorge A. Chan-Lau, Geoffrey J. Bannister, Ana Carvajal, Ivan Guerra
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Contagion Risk in the International Banking System and Implications for London As a Global Financial Center
2007
Jorge A. Chan-Lau, Srobona Mitra, Li L. Ong
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Recent Advances in Credit Risk Modeling
2009
Jose Giancarlo Gasha, Andre Santos, Jorge A. Chan-Lau
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Regulatory Capital Charges for Too-Connected-To-Fail Institutions A Practical Proposal
2010
Jorge A. Chan-Lau
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Global Financial Crisis and Its Impact on the Chilean Banking System
2010
Jorge A. Chan-Lau
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Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems
2010
Jorge A. Chan-Lau
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Public Debt Sustainability and Management in a Compound Option Framework
2010
Jorge A. Chan-Lau, Andre Santos
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Market-Based Structural Top-Down Stress Tests of the Banking System
2013
Jorge A. Chan-Lau
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Variance Decomposition Networks: Potential Pitfalls and a Simple Solution
2017
Jorge A. Chan-Lau
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Assessing Corporate Vulnerabilities in Indonesia A Bottom-Up Default Analysis
2017
Jorge A. Chan-Lau, Weimin Miao, Ken Miyajima, Jongsoon Shin
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Lasso Regressions and Forecasting Models in Applied Stress Testing
2017
Jorge A. Chan-Lau
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ABBA an Agent-Based Model of the Banking System
2017
Jorge A. Chan-Lau
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Bottom-Up Default Analysis of Corporate Solvency Risk An Application to Latin America
2017
Jorge A. Chan-Lau, Cheng Hoon Lim, Jose Daniel Rodríguez-Delgado, Bennett W. Sutton, Melesse Tashu
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UnFEAR Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification
2020
Jorge A. Chan-Lau, Ran Wang
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Hang in There Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures
2020
Jorge A. Chan-Lau, Yunhui Zhao
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Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
2012
Jorge A. Chan-Lau
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Monetary policy in a small open economy with credit goods production
1998
Jorge A. Chan-Lau
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Fixed investment and capital flows: a real options approach.
1998
Jorge A. Chan-Lau, Peter B. Clark
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Financial crisis and credit crunch as a result of inefficient financial intermediation--with reference to the Asian financial crisis.
1998
Zhaohui Chen, Jorge A. Chan-Lau
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Corporate restructuring in Japan: an event-study analysis
2001
Jorge A. Chan-Lau
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Corporate bond risk and real activity: an empirical analysis of yield spreads and their systematic components
2001
Jorge A. Chan-Lau
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The impact of corporate governance structures on the agency cost of debt
2001
Jorge A. Chan-Lau
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Asian flu or Wall Street virus?: price and volatility spillovers of tech and non-tech sectors in the United States and Asia
2002
Jorge A. Chan-Lau
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Extreme contagion in equity markets
2002
Jorge A. Chan-Lau
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The corporate spread curve and industrial production in the United States
2002
Jorge A. Chan-Lau
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Testing the informational efficiency of OTC options on emerging market currencies
2003
Jorge A. Chan-Lau
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Anticipating credit events using credit default swaps, with an application to sovereign debt crises
2003
Jorge A. Chan-Lau
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An option-based approach to bank vulnerabilities in emerging markets
2004
Jorge A. Chan-Lau
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Hong Kong Sar Meeting the Challenges of Integration with the Mainland
2004
William Lee, Jorge A. Chan-Lau, Dora M. Iakova
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Equity prices, credit default swaps, and bond spreads in emerging markets
2004
Jorge A. Chan-Lau
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Pension funds and emerging markets
2004
Jorge A. Chan-Lau
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END: a new indicator of financial and nonfinancial corporate sector vulnerability
2005
Jorge A. Chan-Lau
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U.S. mutual fund retail investors in international equity markets: is the tail wagging the dog?
2005
Jorge A. Chan-Lau
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Hedging foreign exchange risk in Chile: markets and instruments
2005
Jorge A. Chan-Lau
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The credit risk transfer market and stability implications for U.K. financial institutions
2006
Jorge A. Chan-Lau
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Is systematic default risk priced in equity returns?: a cross-sectional analysis using credit derivatives prices
2006
Jorge A. Chan-Lau
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Currency mismatches and corporate default risk: modeling, measurement, and surveillance applications
2006
Jorge A. Chan-Lau
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Idiosyncratic and systemic risk in the european corporate sector: a CDO perspective
2006
Jorge A. Chan-Lau
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Distance-to-default in banking: A bridge too far?
2006
Jorge A. Chan-Lau
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Fundamentals-based estimation of default probabilities: a survey
2006
Jorge A. Chan-Lau
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Market-based estimation of default probabilities and its application to financial market surveillance
2006
Jorge A. Chan-Lau
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Fat Tails and Their Happy Endings Correlation Bias and Its Implications for Systemic Risk and Prudential Regulation
2011
Jorge A. Chan-Lau, International Monetary Fund Staff
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Determinants of Credit Growth and Interest Margins in the Philippines and Asia
2012
Pua Tatum Blaise Tan, Jorge A. Chan-Lau
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Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality?: A Study of the Chilean Banking System
2012
Jorge A. Chan-Lau, Mick Silver
