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 50 0 3 22 139
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets 0 0 0 194 0 5 12 514
Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises 0 0 1 269 1 1 14 744
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 7 378
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 19 3 5 13 78
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems 0 0 0 149 0 0 11 432
Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America 0 0 0 19 0 1 4 56
Contagion Risk in the International Banking System and Implications for London As a Global Financial Center 0 0 0 153 0 2 8 545
Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components 0 0 0 358 0 2 18 997
Corporate Restructuring in Japan: An Event-Study Analysis 0 0 0 173 1 2 7 487
Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications 0 0 0 147 0 1 3 369
Distance-to-Default in Banking: A Bridge Too Far? 0 0 0 389 0 0 8 1,193
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System 0 0 0 21 0 0 7 72
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation 0 0 0 78 0 0 9 177
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets 0 0 2 602 4 4 23 1,739
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis 0 0 0 39 0 2 15 158
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic 0 0 0 36 1 1 10 174
Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis 0 0 1 71 0 4 27 128
Extreme Contagion in Equity Markets 0 0 0 136 0 1 5 286
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 16 3,065
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 297 0 3 40 931
Fixed Investment and Capital Flows: A Real Options Approach 0 0 0 364 0 1 5 764
Fundamentals-Based Estimation of Default Probabilities - A Survey 0 0 0 264 0 0 15 564
Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures 0 0 0 10 0 1 8 140
Hedging Foreign Exchange Risk in Chile: Markets and Instruments 0 0 0 253 0 0 10 812
Hong Kong SAR: Meeting the Challenges of Integration with the Mainland 0 0 0 36 0 0 7 312
Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective 0 0 0 90 0 1 6 254
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices 0 0 0 185 0 0 6 555
Lasso Regressions and Forecasting Models in Applied Stress Testing 0 0 1 50 0 0 13 117
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance 0 0 0 223 2 3 10 468
Market-Based Structural Top-Down Stress Tests of the Banking System 0 0 1 49 0 0 10 85
Monetary Policy in a Small Open Economy with Credit Goods Production 0 0 0 26 0 0 7 264
Pension Funds and Emerging Markets 0 0 0 319 0 2 15 702
Policy Instruments to Lean Against the Wind in Latin America 0 0 0 69 1 2 13 240
Public Debt Sustainability and Management in a Compound Option Framework 0 0 0 55 0 0 5 135
Recent Advances in Credit Risk Modeling 0 0 0 272 1 2 10 496
Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal 0 0 0 67 0 0 6 199
Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk 0 0 1 11 0 0 9 36
Tales From Two Neighbors: Productivity Growth in Canada and the United States 0 0 0 28 1 1 10 173
Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies 0 0 0 89 2 2 7 291
The Corporate Spread Curve and Industrial Production in the United States 0 0 0 204 0 0 12 816
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions 0 0 0 164 0 0 6 560
The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability 0 0 1 200 0 1 9 519
The Global Financial Crisis and its Impact on the Chilean Banking System 0 0 0 72 0 0 8 195
The Impact of Corporate Governance Structures on the Agency Cost of Debt 0 0 0 319 0 0 4 692
U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? 0 0 0 93 1 2 13 536
UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification 0 0 0 27 0 1 7 207
Variance Decomposition Networks: Potential Pitfalls and a Simple Solution 0 0 0 28 0 3 14 84
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 2 2 7 899
Total Working Papers 0 0 8 7,913 21 62 531 23,777

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 1 324 1 1 8 807
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia 0 0 0 29 0 1 11 199
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 4 1 2 9 37
Corporate restructuring in Japan 0 0 0 0 1 1 15 136
Corporate restructuring in Japan: an event-study analysis 0 0 0 45 1 2 11 158
Crash-Free Sequencing Strategies for Financial Development and Liberalization 0 0 0 113 0 0 9 535
Cytofkit: A Bioconductor Package for an Integrated Mass Cytometry Data Analysis Pipeline 0 0 0 4 0 0 8 59
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis 0 0 1 19 1 2 11 117
Extreme Contagion in Equity Markets 0 0 0 138 0 0 12 388
Financial networks and interconnectedness in an advanced emerging market economy 0 0 0 5 0 0 8 36
Fixed Investments and Capital Flows: A Real Options Approach 0 0 0 0 0 0 13 60
Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway 0 0 0 0 0 1 7 10
Structural Market-Based Top–Down Stress Tests of the Banking System 0 0 0 6 0 0 8 27
The globalisation of finance and its implications for financial stability: an overview of the issues 0 0 0 126 0 1 8 310
Total Journal Articles 0 0 2 813 5 11 138 2,879

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Statistics updated 2026-10-11