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1
ABBA : An Agent-Based Model of the Banking System
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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2
Lasso Regressions and Forecasting Models in Applied Stress Testing
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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3
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? : a Study of the Chilean Banking System
by
Chan-Lau, Jorge
Published 2012
International Monetary Fund
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4
The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
by
Chan-Lau, Jorge
Published 2005
International Monetary Fund
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5
Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective
by
Lu, Yinqiu
Published 2006
International Monetary Fund
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6
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance
by
Chan-Lau, Jorge
Published 2006
International Monetary Fund
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7
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
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8
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
by
Jobert, Arnaud
Published 2004
International Monetary Fund
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9
U.S. Mutual Fund Retail Investors in International Equity Markets : Is the Tail Wagging the Dog?
by
Chan-Lau, Jorge
Published 2005
International Monetary Fund
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10
Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies
by
Chan-Lau, Jorge
Published 2003
International Monetary Fund
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11
Public Debt Sustainability and Management in a Compound Option Framework
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
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12
Market-Based Structural Top-Down Stress Tests of the Banking System
by
Chan-Lau, Jorge
Published 2013
International Monetary Fund
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13
Dynamic Loan Loss Provisioning : Simulationson Effectiveness and Guide to Implementation
by
Wezel, Torsten
Published 2012
International Monetary Fund
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14
Contagion Risk in the International Banking System and Implications for London As a Global Financial Center
by
Chan-Lau, Jorge
Published 2007
International Monetary Fund
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15
Corporate Bond Risk and Real Activity : An Empirical Analysis of Yield Spreads and Their Systematic Components
by
Ivaschenko, Iryna
Published 2001
International Monetary Fund
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16
Hedging Foreign Exchange Risk in Chile : Markets and Instruments
by
Chan-Lau, Jorge
Published 2005
International Monetary Fund
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17
Extreme Contagion in Equity Markets
by
Yao, James
Published 2002
International Monetary Fund
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18
Is Systematic Default Risk Priced in Equity Returns? : A Cross-Sectional Analysis Using Credit Derivatives Prices
by
Chan-Lau, Jorge
Published 2006
International Monetary Fund
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19
Distance-to-Default in Banking : A Bridge Too Far?
by
Sy, Amadou
Published 2006
International Monetary Fund
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20
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions
by
Ong, Li
Published 2006
International Monetary Fund
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330 - Economics
47
Language
English
47
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International Monetary Fund
Author
Chan-Lau, Jorge
Ivaschenko, Iryna
3
Ong, Li
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Santos, Andre
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