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author_facet:"Chan-Lau, Jorge"
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1
Market-Based Estimation of Default Probabilities and its Application to
Financial
Market
Surveillance
by
Chan-Lau, Jorge
Published 2006
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
2
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
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
3
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
by
Chan-Lau, Jorge
Published 2004
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
4
Pension Funds and Emerging Markets
by
Chan-Lau, Jorge
Published 2004
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
5
Extreme Contagion in Equity Markets
by
Yao, James
Published 2002
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
6
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets
by
Jobert, Arnaud
Published 2004
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
7
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
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
Read Now
8
Fixed Investment and Capital Flows : A Real Options Approach
by
Chan-Lau, Jorge
Published 1998
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
9
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic
by
Shah, Hemant
Published 2007
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
10
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
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
11
Corporate Bond Risk and Real Activity : An Empirical Analysis of Yield Spreads and Their Systematic Components
by
Ivaschenko, Iryna
Published 2001
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
12
The Corporate Spread Curve and Industrial Production in the United States
by
Chan-Lau, Jorge
Published 2002
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
13
Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications
by
Santos, Andre
Published 2006
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
Read Now
14
Regulatory Capital Charges for Too-Connected-to-Fail Institutions : A Practical Proposal
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
Read Now
15
The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
by
Chan-Lau, Jorge
Published 2005
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
Read Now
16
Public Debt Sustainability and Management in a Compound Option Framework
by
Chan-Lau, Jorge
Published 2010
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: General (includes Measurement and Data)...
”
Read Now
17
Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures
by
Chan-Lau, Jorge
Published 2020
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
Read Now
18
Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies
by
Chan-Lau, Jorge
Published 2003
International Monetary Fund
Subjects:
“
...International
Financial
Markets
...
”
Read Now
19
Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective
by
Lu, Yinqiu
Published 2006
International Monetary Fund
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
Read Now
20
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
Subjects:
“
...General
Financial
Markets
: Government Policy and Regulation...
”
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International Monetary Fund
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Chan-Lau, Jorge
Ivaschenko, Iryna
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Ong, Li
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