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 0 49 0 0 4 105
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets 0 0 0 194 0 0 2 501
Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises 0 0 0 268 0 3 4 729
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 0 0 1 369
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 18 0 0 0 63
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems 0 0 0 146 0 0 3 414
Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America 0 0 1 18 0 0 2 48
Contagion Risk in the International Banking System and Implications for London As a Global Financial Center 0 0 0 153 0 0 0 533
Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components 0 0 0 358 0 0 1 978
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 1 147 0 1 2 365
Distance-to-Default in Banking: A Bridge Too Far? 0 0 0 387 0 1 4 1,179
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System 0 0 0 21 1 1 2 65
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation 0 0 0 78 0 1 4 165
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets 0 0 1 596 0 1 7 1,707
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis 0 0 0 39 0 1 1 141
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic 0 0 0 36 0 1 1 161
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 0 98
Extreme Contagion in Equity Markets 0 0 0 136 0 0 2 280
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 926 0 1 1 3,046
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 0 889
Fixed Investment and Capital Flows: A Real Options Approach 0 0 0 364 0 0 1 758
Fundamentals-Based Estimation of Default Probabilities - A Survey 1 1 6 257 1 3 12 538
Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures 0 0 2 10 1 1 4 131
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 0 0 1 246
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices 0 0 0 183 0 0 0 545
Lasso Regressions and Forecasting Models in Applied Stress Testing 0 0 2 46 1 2 9 88
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance 0 2 2 223 0 5 10 457
Market-Based Structural Top-Down Stress Tests of the Banking System 0 0 0 47 0 1 3 72
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 4 318 1 2 7 685
Policy Instruments to Lean Against the Wind in Latin America 0 0 1 67 0 1 5 224
Public Debt Sustainability and Management in a Compound Option Framework 0 0 0 54 0 0 0 129
Recent Advances in Credit Risk Modeling 0 0 1 272 0 2 5 485
Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal 0 0 0 65 1 1 2 191
Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk 0 0 0 9 0 0 2 20
Tales From Two Neighbors: Productivity Growth in Canada and the United States 0 0 0 28 0 0 2 162
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 0 801
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions 0 0 0 164 0 1 2 554
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 2 2 522
UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification 0 0 0 27 0 1 1 197
Variance Decomposition Networks: Potential Pitfalls and a Simple Solution 0 0 1 28 0 0 8 69
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 1 887
Total Working Papers 1 3 22 7,873 6 33 118 23,103


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 0 0 1 796
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia 0 0 1 27 0 0 1 182
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 4 0 0 1 27
Bootstrap ARDL on energy-growth relationship for 22 OECD countries 0 0 2 13 0 1 7 47
Corporate restructuring in Japan 0 0 0 0 0 1 2 116
Corporate restructuring in Japan: an event-study analysis 0 0 0 45 0 0 2 145
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 4 4 0 2 19 50
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis 0 0 0 18 0 1 2 106
Extreme Contagion in Equity Markets 0 0 0 138 0 0 0 375
Financial networks and interconnectedness in an advanced emerging market economy 0 0 0 4 0 1 3 23
Fixed Investments and Capital Flows: A Real Options Approach 0 0 0 0 0 0 0 45
Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway 0 0 0 0 0 0 1 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 7 820 0 6 39 2,757


Statistics updated 2024-06-06