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1
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:
“
...
Interest
rates
...
”
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2
The Corporate Spread Curve and Industrial Production in the United States
by
Chan-Lau, Jorge
Published 2002
International Monetary Fund
Subjects:
“
...
Interest
rates
...
”
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3
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets
by
Chan-Lau, Jorge
Published 2004
International Monetary Fund
Subjects:
“
...
Interest
rates
...
”
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4
Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises
by
Chan-Lau, Jorge
Published 2003
International Monetary Fund
Subjects:
“
...
Interest
rates
...
”
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5
Lasso Regressions and Forecasting Models in Applied Stress Testing
by
Chan-Lau, Jorge
Published 2017
International Monetary Fund
Subjects:
“
...
Interest
rates
...
”
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6
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
Subjects:
“
...
Interest
rates
...
”
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7
Surrogate Data Models: Interpreting Large-scale Machine Learning Crisis Prediction Models
by
Chan-Lau, Jorge
Published 2023
International Monetary Fund
Subjects:
“
...
Interest
rates
...
”
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330 - Economics
7
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English
7
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International Monetary Fund
7
Author
Chan-Lau, Jorge
Ivaschenko, Iryna
2
Hu, Ruofei
1
Ivanyna, Maksym
1
Kim, Yoon Sook
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Liu, Estelle
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Schmittmann, Jochen M.
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