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 2 3 8 114
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 1 730
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 0 0 1 370
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 1 19 0 1 2 65
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems 0 0 2 149 0 1 6 421
Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America 0 0 1 19 0 0 3 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 0 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 1 1 366
Distance-to-Default in Banking: A Bridge Too Far? 0 0 1 389 0 0 2 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 0 65
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation 0 0 0 78 0 0 2 167
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets 0 2 3 600 1 3 7 1,715
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis 0 0 0 39 1 1 1 142
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic 0 0 0 36 0 0 1 162
Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis 0 0 0 70 0 0 2 101
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 0 926 0 0 3 3,049
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 297 0 0 1 890
Fixed Investment and Capital Flows: A Real Options Approach 0 0 0 364 0 1 1 759
Fundamentals-Based Estimation of Default Probabilities - A Survey 0 0 3 263 0 0 7 548
Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures 0 0 0 10 1 1 1 132
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 0 0 1 247
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices 0 0 1 185 1 1 2 548
Lasso Regressions and Forecasting Models in Applied Stress Testing 0 0 3 49 3 4 11 101
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance 0 0 0 223 0 0 1 458
Market-Based Structural Top-Down Stress Tests of the Banking System 0 0 1 48 0 0 2 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 0 2 687
Policy Instruments to Lean Against the Wind in Latin America 0 2 2 69 0 2 3 227
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 0 0 1 486
Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal 0 0 1 66 0 0 1 192
Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk 0 0 0 9 1 2 4 24
Tales From Two Neighbors: Productivity Growth in Canada and the United States 0 0 0 28 0 0 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 0 2 803
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions 0 0 0 164 0 0 0 554
The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability 0 0 0 199 0 1 2 507
The Global Financial Crisis and its Impact on the Chilean Banking System 0 0 0 72 0 0 1 186
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 0 522
UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification 0 0 0 27 0 0 2 199
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 2 891
Total Working Papers 0 4 22 7,902 10 22 93 23,210

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 1 1 323 0 1 3 799
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia 0 0 1 29 0 1 5 188
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 1 4 18 1 2 6 54
Corporate restructuring in Japan 0 0 0 0 0 0 4 120
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 0 1 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 0 106
Extreme Contagion in Equity Markets 0 0 0 138 0 0 1 376
Financial networks and interconnectedness in an advanced emerging market economy 0 0 1 5 0 1 5 28
Fixed Investments and Capital Flows: A Real Options Approach 0 0 0 0 0 0 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 1 2 19
The globalisation of finance and its implications for financial stability: an overview of the issues 0 0 0 126 0 1 1 300
Total Journal Articles 0 2 7 829 1 7 31 2,790

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Statistics updated 2025-08-05