Access Statistics for Jorge Chan-Lau

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ABBA: An Agent-Based Model of the Banking System 0 0 1 50 1 3 6 111
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets 0 0 0 194 0 0 0 501
Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises 0 0 0 268 0 0 3 729
Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia 0 0 0 66 1 1 1 370
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 1 19 0 0 1 64
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems 0 0 3 149 0 1 5 419
Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America 0 0 1 19 1 2 4 52
Contagion Risk in the International Banking System and Implications for London As a Global Financial Center 0 0 0 153 0 0 1 534
Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components 0 0 0 358 0 1 1 979
Corporate Restructuring in Japan: An Event-Study Analysis 0 0 0 173 0 0 0 480
Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications 0 0 0 147 0 0 1 365
Distance-to-Default in Banking: A Bridge Too Far? 0 1 2 389 0 1 4 1,182
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System 0 0 0 21 0 0 1 65
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation 0 0 0 78 0 1 3 167
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets 0 1 2 598 0 2 6 1,712
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis 0 0 0 39 0 0 1 141
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic 0 0 0 36 0 1 2 162
Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis 0 0 0 70 1 1 3 101
Extreme Contagion in Equity Markets 0 0 0 136 0 0 1 281
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 297 1 1 1 890
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 926 2 3 4 3,049
Fixed Investment and Capital Flows: A Real Options Approach 0 0 0 364 0 0 0 758
Fundamentals-Based Estimation of Default Probabilities - A Survey 0 2 6 262 0 4 12 547
Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures 0 0 0 10 0 0 1 131
Hedging Foreign Exchange Risk in Chile: Markets and Instruments 0 0 0 253 0 0 0 802
Hong Kong SAR: Meeting the Challenges of Integration with the Mainland 0 0 0 36 0 0 0 305
Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective 0 0 0 90 1 1 1 247
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices 0 1 2 185 0 1 2 547
Lasso Regressions and Forecasting Models in Applied Stress Testing 2 2 3 49 3 4 9 95
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance 0 0 2 223 1 1 6 458
Market-Based Structural Top-Down Stress Tests of the Banking System 0 0 1 48 0 0 3 74
Monetary Policy in a Small Open Economy with Credit Goods Production 0 0 0 26 0 0 0 257
Pension Funds and Emerging Markets 0 0 1 319 0 1 4 687
Policy Instruments to Lean Against the Wind in Latin America 0 0 0 67 0 0 2 225
Public Debt Sustainability and Management in a Compound Option Framework 0 0 1 55 0 0 1 130
Recent Advances in Credit Risk Modeling 0 0 0 272 1 1 3 486
Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal 0 0 1 66 0 0 2 192
Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk 0 0 0 9 1 1 2 22
Tales From Two Neighbors: Productivity Growth in Canada and the United States 0 0 0 28 0 1 1 163
Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies 0 0 0 89 0 0 0 284
The Corporate Spread Curve and Industrial Production in the United States 0 0 0 204 0 1 1 802
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions 0 0 0 164 0 0 1 554
The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability 0 0 0 199 0 0 0 505
The Global Financial Crisis and its Impact on the Chilean Banking System 0 0 0 72 0 0 0 185
The Impact of Corporate Governance Structures on the Agency Cost of Debt 0 0 0 319 0 0 0 688
U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? 0 0 0 93 0 0 2 522
UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification 0 0 0 27 0 0 3 199
Variance Decomposition Networks: Potential Pitfalls and a Simple Solution 0 0 0 28 0 0 1 70
Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports 0 0 0 154 0 0 3 890
Total Working Papers 2 7 27 7,897 14 34 109 23,179

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Theoretical Model of Financial Crisis 0 0 0 322 2 2 2 798
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia 0 0 2 29 0 0 3 185
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 4 0 0 0 27
Bootstrap ARDL on energy-growth relationship for 22 OECD countries 0 0 3 16 1 1 5 51
Corporate restructuring in Japan 0 0 0 0 1 2 4 119
Corporate restructuring in Japan: an event-study analysis 0 0 0 45 0 0 1 146
Crash-Free Sequencing Strategies for Financial Development and Liberalization 0 0 0 113 0 0 0 526
Cytofkit: A Bioconductor Package for an Integrated Mass Cytometry Data Analysis Pipeline 0 0 0 4 0 1 3 51
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis 0 0 0 18 0 0 1 106
Extreme Contagion in Equity Markets 0 0 0 138 1 1 1 376
Financial networks and interconnectedness in an advanced emerging market economy 0 0 1 5 0 1 4 26
Fixed Investments and Capital Flows: A Real Options Approach 0 0 0 0 0 1 2 47
Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway 0 0 0 0 0 0 0 3
Structural Market-Based Top–Down Stress Tests of the Banking System 0 0 0 6 0 0 0 17
The globalisation of finance and its implications for financial stability: an overview of the issues 0 0 0 126 0 0 0 299
Total Journal Articles 0 0 6 826 5 9 26 2,777

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Statistics updated 2025-03-03