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1
Variance Decomposition Networks : Potential Pitfalls and a Simple Solution
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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2
Bottom-Up Default Analysis of Corporate Solvency Risk : An Application to Latin America
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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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
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4
Corporate Restructuring in Japan : An Event-Study Analysis
by
Chan-Lau, Jorge
Published 2001
International Monetary Fund
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5
Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models
by
Chan-Lau, Jorge
Published 2023
International Monetary Fund
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6
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
by
Chan-Lau, Jorge
Published 2004
International Monetary Fund
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7
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
by
Jobert, Arnaud
Published 2004
International Monetary Fund
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8
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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9
Pension Funds and Emerging Markets
by
Chan-Lau, Jorge
Published 2004
International Monetary Fund
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10
Tales From Two Neighbors : Productivity Growth in Canada and the United States
by
Cerisola, Martin
Published 2000
International Monetary Fund
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11
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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12
Regulatory Capital Charges for Too-Connected-to-Fail Institutions : A Practical Proposal
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
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13
Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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14
Lasso Regressions and Forecasting Models in Applied Stress Testing
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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15
ABBA: An Agent-Based Model of the Banking System
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
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16
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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17
Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications
by
Santos, Andre
Published 2006
International Monetary Fund
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18
Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
by
Chan-Lau, Jorge
Published 2002
International Monetary Fund
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19
The Impact of Corporate Governance Structures on the Agency Cost of Debt
by
Chan-Lau, Jorge
Published 2001
International Monetary Fund
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20
Fundamentals-Based Estimation of Default Probabilities - A Survey
by
Chan-Lau, Jorge
Published 2006
International Monetary Fund
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47
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47
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International Monetary Fund
Author
Chan-Lau, Jorge
Ivaschenko, Iryna
3
Ong, Li
3
Santos, Andre
3
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1
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1
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