MPG.eBooks - Search Results

1

Dynamic Loan Loss Provisioning : Simulationson Effectiveness and Guide to Implementation

by Wezel, Torsten
Published 2012

International Monetary Fund

Subjects: “...Banks and banking; State supervision...”

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2

Variance Decomposition Networks : Potential Pitfalls and a Simple Solution

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

Subjects: “...State Space Models...”

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3

Policy Instruments to Lean Against the Wind in Latin America

by Terrier, G.
Published 2011

International Monetary Fund

Subjects: “...Banks and banking; State supervision...”

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4

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

by Chan-Lau, Jorge
Published 2012

International Monetary Fund

“...United States...”

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5

Market-Based Structural Top-Down Stress Tests of the Banking System

by Chan-Lau, Jorge
Published 2013

International Monetary Fund

“...United States...”

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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

“...United States...”

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7

Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports

by Chan-Lau, Jorge
Published 1999

International Monetary Fund

“...United States...”

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8

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

“...United States...”

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9

Recent Advances in Credit Risk Modeling

by Gasha, Jose
Published 2009

International Monetary Fund

“...United States...”

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10

Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies

by Chan-Lau, Jorge
Published 2003

International Monetary Fund

“...United States...”

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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

“...United States...”

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12

The Corporate Spread Curve and Industrial Production in the United States

by Chan-Lau, Jorge
Published 2002

International Monetary Fund

“...United States...”

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13

Regulatory Capital Charges for Too-Connected-to-Fail Institutions : A Practical Proposal

by Chan-Lau, Jorge
Published 2010

International Monetary Fund

“...United States...”

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14

Tales From Two Neighbors : Productivity Growth in Canada and the United States

by Cerisola, Martin
Published 2000

International Monetary Fund

“...United States...”

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15

Lasso Regressions and Forecasting Models in Applied Stress Testing

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

“...United States...”

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16

Idiosyncratic and Systemic Risk in the European Corporate Sector : A CDO Perspective

by Lu, Yinqiu
Published 2006

International Monetary Fund

“...United States...”

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17

Pension Funds and Emerging Markets

by Chan-Lau, Jorge
Published 2004

International Monetary Fund

“...United States...”

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18

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

“...United States...”

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19

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

“...United States...”

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20

Extreme Contagion in Equity Markets

by Yao, James
Published 2002

International Monetary Fund

“...United States...”

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