MPG.eBooks - Search Results - "journals"

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21

Fixed Investment and Capital Flows : A Real Options Approach

by Chan-Lau, Jorge
Published 1998

International Monetary Fund

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22

Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises

by Chan-Lau, Jorge
Published 2003

International Monetary Fund

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23

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

by Lu, Yinqiu
Published 2006

International Monetary Fund

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24

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

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25

The END : A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

by Chan-Lau, Jorge
Published 2005

International Monetary Fund

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26

Extreme Contagion in Equity Markets

by Yao, James
Published 2002

International Monetary Fund

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27

Distance-to-Default in Banking : A Bridge Too Far?

by Sy, Amadou
Published 2006

International Monetary Fund

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28

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

by Jobert, Arnaud
Published 2004

International Monetary Fund

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29

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

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30

Recent Advances in Credit Risk Modeling

by Gasha, Jose
Published 2009

International Monetary Fund

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31

Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies

by Chan-Lau, Jorge
Published 2003

International Monetary Fund

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32

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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33

Public Debt Sustainability and Management in a Compound Option Framework

by Chan-Lau, Jorge
Published 2010

International Monetary Fund

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34

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

by Cerisola, Martin
Published 2000

International Monetary Fund

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35

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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36

Lasso Regressions and Forecasting Models in Applied Stress Testing

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

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37

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic

by Shah, Hemant
Published 2007

International Monetary Fund

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38

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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39

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

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40

Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis

by Chan-Lau, Jorge
Published 2017

International Monetary Fund

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