Jorge A. Chan-Lau
50 works on record
Works
Hong Kong SAR
Assessing Corporate Vulnerabilities in Indonesia
2017
Contagion Risk in the International Banking System and Implications for London As a Global Financial Center
2007
The credit risk transfer market and stability implications for U.K. financial institutions
2006
Is systematic default risk priced in equity returns?
2006
Currency mismatches and corporate default risk
2006
Idiosyncratic and systemic risk in the european corporate sector
2006
Distance-to-default in banking
2006
Fundamentals-based estimation of default probabilities
2006
Market-based estimation of default probabilities and its application to financial market surveillance
2006
The END
2005
U.S. mutual fund retail investors in international equity markets
2005
Hedging foreign exchange risk in Chile
2005
End
2005
An option-based approach to bank vulnerabilities in emerging markets
2004
Equity prices, credit default swaps, and bond spreads in emerging markets
2004
Pension funds and emerging markets
2004
Testing the informational efficiency of OTC options on emerging market currencies
2003
Anticipating credit events using credit default swaps, with an application to sovereign debt crises
2003
Asian flu or Wall Street virus?
2002
Extreme contagion in equity markets
2002
The corporate spread curve and industrial production in the United States
2002
Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
2002
Corporate restructuring in Japan
2001
Corporate bond risk and real activity
2001
The impact of corporate governance structures on the agency cost of debt
2001
Monetary policy in a small open economy with credit goods production
1998
UnFEAR
Hang in There
Fat Tails and Their Happy Endings
Tales from Two Neighbors
Variance Decomposition Networks
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System
Option-Based Approach to Bank Vulnerabilities in Emerging Markets
Fixed Investment and Capital Flows - a Real Options Approach
Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports
Determinants of Credit Growth and Interest Margins in the Philippines and Asia
Market-Based Structural Top-Down Stress Tests of the Banking System
Lasso Regressions and Forecasting Models in Applied Stress Testing
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality?
Regulatory Capital Charges for Too-Connected-to-Fail Institutions
Recent Advances in Credit Risk Modeling
ABBA
Bottom-Up Default Analysis of Corporate Solvency Risk
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic
Financial Crisis and Credit Crunch As a Result of Inefficient Financial Intermediation - with Reference to the Asian Financial Crisis
Global Financial Crisis and Its Impact on the Chilean Banking System
Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems
Public Debt Sustainability and Management in a Compound Option Framework
Systemic risk assessment and oversight