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author_facet:"Chan-Lau, Jorge"
dewey-ones:"330 - Economics"
language:"English"
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1
Extreme Contagion in Equity Markets
by
Yao, James
Published 2002
International Monetary Fund
“
...This study uses bivariate extremal
dependence
measures, based on the number of equity return co...
”
Read Now
2
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
“
.... Accomplishing these objectives
depends
on country-specific features of the banking system, business practices...
”
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3
Scenario Analysis with the DD-PD Mapping Approach : Stock Market Shocks and U.S. Corporate Default Risk
by
Chan-Lau, Jorge
Published 2021
International Monetary Fund
“
...
depend
on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...
”
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4
Distance-to-Default in Banking : A Bridge Too Far?
by
Sy, Amadou
Published 2006
International Monetary Fund
“
... the same theoretical framework but differ
depending
on the level of capital adequacy thresholds and asset...
”
Read Now
5
Variance Decomposition Networks : Potential Pitfalls and a Simple Solution
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
“
... rankings
depend
on the choice decomposition method. The standard choice is the order invariant generalized...
”
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International Monetary Fund
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Chan-Lau, Jorge
Mathieson, Donald
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Sy, Amadou
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Yao, James
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