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Jorge Chan-Lau
Jorge Chan-Lau
ASEAN+3 AMRO
Bestätigte E-Mail-Adresse bei caa.columbia.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Equity prices, credit default swaps, and bond spreads in emerging markets
JA Chan-Lau, YS Kim
IMF Working Paper No. WP/04/27, 2004
1842004
Extreme contagion in equity markets
JA Chan-Lau, DJ Mathieson, JY Yao
IMF staff papers 51 (2), 386-408, 2004
1672004
Pension funds and emerging markets
JA Chan‐Lau
Financial Markets, Institutions & Instruments 14 (3), 107-134, 2005
1572005
Regulatory capital charges for too‐connected‐to‐fail institutions: A practical proposal
JA Chan‐Lau
Financial Markets, Institutions & Instruments 19 (5), 355-379, 2010
1442010
Assessing the systemic implications of financial linkages
JA Chan-Lau, M Espinosa, K Giesecke, JA Solé
IMF global financial stability report 2, 2009
1362009
Policy instruments to lean against the wind in Latin America
MG Terrier, MRO Valdes, MCET Mora, MJA Chan-Lau, CF Valdovinos, ...
International Monetary Fund, 2011
1082011
Financial crisis and credit crunch as a result of inefficient financial intermediation—with reference to the Asian financial crisis
Z Chen, MJA Chan-Lau
International Monetary Fund, 1998
1051998
Balance sheet network analysis of too-connected-to-fail risk in global and domestic banking systems
MJA Chan-Lau
International Monetary Fund, 2010
1042010
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation
T Wezel, MJA Chan-Lau, MF Columba
International Monetary Fund, 2012
1032012
An option-based approach to bank vulnerabilities in emerging markets
JA Chan-Lau, A Jobert, QJ Kong
IMF Working Paper, 2004
942004
Distance-to-default in banking: A bridge too far?
JA Chan-Lau, ANR Sy
Journal of Banking Regulation 9, 14-24, 2007
932007
Fundamentals-based estimation of default probabilities: a survey
JA Chan-Lau
IMF Working Paper, 2006
872006
Market-based estimation of default probabilities and its application to financial market surveillance
JA Chan-Lau
IMF working paper, 2006
862006
Anticipating credit events using credit default swaps, with an application to sovereign debt crises
JA Chan-Lau
International Monetary Fund, 2003
842003
The END: A new indicator of financial and nonfinancial corporate sector vulnerability
JA Chan-Lau, T Gravelle
IMF working paper, 2005
832005
Distance-to-Default in Banking: A Bridge Too Far?
JA Chan-Lau, ANR Sy
IMF Working Paper, 2006
612006
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia
JA Chan-Lau, I Ivaschenko
Journal of Multinational Financial Management 13 (4-5), 303-322, 2003
56*2003
Corporate restructuring in Japan: an event-study analysis
JA Chan-Lau
Japan and the World Economy 14 (4), 367-377, 2002
532002
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis
JA Chan-Lau, EX Liu, JM Schmittmann
Journal of Financial Stability 16, 164-172, 2015
512015
Lasso regressions and forecasting models in applied stress testing
MJA Chan-Lau
International Monetary Fund, 2017
462017
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