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 5 11 19 130
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets 0 0 0 194 0 4 6 507
Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises 1 1 1 269 1 4 9 738
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 3 6 376
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 19 0 4 8 72
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems 0 0 0 149 0 5 9 428
Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America 0 0 0 19 0 2 2 54
Contagion Risk in the International Banking System and Implications for London As a Global Financial Center 0 0 0 153 0 0 5 539
Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components 0 0 0 358 1 12 16 995
Corporate Restructuring in Japan: An Event-Study Analysis 0 0 0 173 1 1 2 482
Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications 0 0 0 147 0 2 3 368
Distance-to-Default in Banking: A Bridge Too Far? 0 0 0 389 0 2 5 1,187
Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System 0 0 0 21 0 3 4 69
Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation 0 0 0 78 0 5 7 174
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets 1 1 3 601 7 9 17 1,729
Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis 0 0 0 39 5 8 10 151
Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic 0 0 0 36 1 4 7 169
Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis 0 0 0 70 10 15 15 116
Extreme Contagion in Equity Markets 0 0 0 136 1 2 3 284
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 926 2 6 9 3,058
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis 0 0 0 297 2 35 37 927
Fixed Investment and Capital Flows: A Real Options Approach 0 0 0 364 0 1 3 761
Fundamentals-Based Estimation of Default Probabilities - A Survey 0 0 2 264 1 4 13 560
Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures 0 0 0 10 1 4 5 136
Hedging Foreign Exchange Risk in Chile: Markets and Instruments 0 0 0 253 0 6 7 809
Hong Kong SAR: Meeting the Challenges of Integration with the Mainland 0 0 0 36 0 4 5 310
Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective 0 0 0 90 1 2 5 252
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices 0 0 0 185 0 5 7 554
Lasso Regressions and Forecasting Models in Applied Stress Testing 0 0 1 50 2 6 17 112
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance 0 0 0 223 1 4 4 462
Market-Based Structural Top-Down Stress Tests of the Banking System 0 0 0 48 0 3 5 79
Monetary Policy in a Small Open Economy with Credit Goods Production 0 0 0 26 0 1 1 258
Pension Funds and Emerging Markets 0 0 0 319 1 3 6 693
Policy Instruments to Lean Against the Wind in Latin America 0 0 2 69 2 6 11 236
Public Debt Sustainability and Management in a Compound Option Framework 0 0 0 55 0 2 5 135
Recent Advances in Credit Risk Modeling 0 0 0 272 0 3 6 492
Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal 0 0 1 67 2 3 6 198
Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk 0 0 2 11 3 7 13 35
Tales From Two Neighbors: Productivity Growth in Canada and the United States 0 0 0 28 0 1 3 166
Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies 0 0 0 89 0 2 3 287
The Corporate Spread Curve and Industrial Production in the United States 0 0 0 204 0 7 10 812
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions 0 0 0 164 0 2 2 556
The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability 0 1 1 200 0 5 11 516
The Global Financial Crisis and its Impact on the Chilean Banking System 0 0 0 72 0 0 4 189
The Impact of Corporate Governance Structures on the Agency Cost of Debt 0 0 0 319 0 1 2 690
U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? 0 0 0 93 0 6 8 530
UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification 0 0 0 27 1 4 7 206
Variance Decomposition Networks: Potential Pitfalls and a Simple Solution 0 0 0 28 0 3 5 75
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 1 4 6 896
Total Working Papers 2 3 13 7,910 52 236 379 23,558

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 1 1 2 324 2 4 7 805
Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia 0 0 0 29 0 4 9 194
Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis 0 0 0 4 0 3 5 32
Bootstrap ARDL on energy-growth relationship for 22 OECD countries 0 2 6 22 0 6 13 64
Corporate restructuring in Japan 0 0 0 0 5 10 12 131
Corporate restructuring in Japan: an event-study analysis 0 0 0 45 0 3 8 154
Crash-Free Sequencing Strategies for Financial Development and Liberalization 0 0 0 113 0 3 3 529
Cytofkit: A Bioconductor Package for an Integrated Mass Cytometry Data Analysis Pipeline 0 0 0 4 1 7 7 58
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 4 110
Extreme Contagion in Equity Markets 0 0 0 138 0 8 9 385
Financial networks and interconnectedness in an advanced emerging market economy 0 0 0 5 1 4 8 34
Fixed Investments and Capital Flows: A Real Options Approach 0 0 0 0 1 6 8 55
Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway 0 0 0 0 0 3 4 7
Structural Market-Based Top–Down Stress Tests of the Banking System 0 0 0 6 0 5 9 26
The globalisation of finance and its implications for financial stability: an overview of the issues 0 0 0 126 0 2 7 306
Total Journal Articles 1 3 8 834 10 69 113 2,890

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Statistics updated 2026-03-04