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Authors (Last name first) (1-31 of 31)
Chan-Lau, Jorge A.,
1
E-book
2003

Anticipating credit events using credit default swaps, with an application to sovereign debt crises


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, [2003]

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2
E-book
2002

Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia


Chan-Lau, Jorge A.
Washington, D.C. : International Monetary Fund, 2002

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3
E-book
2017

Assessing corporate vulnerabilities in Indonesia : a bottom-up default analysis


Chan-Lau, Jorge A., author
Washington, District of Columbia : International Monetary Fund, 2017

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4
E-book
2017

Bottom-Up Default Analysis of Corporate Solvency Risk


Chan-Lau, Jorge A., author.


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5
E-book
2002

The corporate spread curve and industrial production in the United States


Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, [2002]

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6
E-book
2006

The credit risk transfer market and stability implications for U.K. financial institutions


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006

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7
E-book
2006

Currency mismatches and corporate default risk : modeling, measurement, and surveillance applications


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, Research Dept., [2006]

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8
E-book
2006

Distance-to-default in banking : a bridge too far?


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., [2006]

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9
E-book
2012

Dynamic loan loss provisioning : simulations on effectivenss and guide to implementation


Wezel, Torsten, author
[Washington, D.C.] : International Monetary Fund, [2012]

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10
E-book
2005

The END : a new indicator of financial and nonfinancial corporate sector vulnerability


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund Monetary and Financial Systems Department, 2005

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11
E-book
2004

Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets


Kim, Yoon Sook.
Washington, D.C. : International Monetary Fund, 2004

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12
E-book
2002

Extreme Contagion in Equity Markets


Yao, James Y.
Washington, D.C. : International Monetary Fund, 2002

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13
E-book
2011

Fat tails and their (un)happy endings : correlation bias and its implications for systemic risk and prudential regulation


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, [2011]

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14
E-book
1998

Financial crisis and credit crunch as a result of inefficient financial intermediation - with reference to the Asian financial crisis


Chan-Lau, Jorge A.
[Place of publication not identified] : International Monetary Fund, Research Department, 1998

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15
E-book
2006

Fundamentals-based estimation of default probabilities : a survey


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., [2006]

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16
E-book
2005

Hedging foreign exchange risk in Chile : markets and instruments


Chan-Lau, Jorge A., author
[Washington, D.C] : International Monetary Fund, [2005]

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17
E-book
2004

Hong Kong SAR : meeting the challenges of integration with the mainland



Washington, D.C. : International Monetary Fund, 2004

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18
E-book
2006

Idiosyncratic and Systemic Risk in the European Corporate Sector : a CDO Perspective /cLu, Yinqiu


Lu, Yinqiu.
Washington, D.C. : International Monetary Fund, 2006

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19
E-book
2010

Imf working papers balance sheet network analysis of too-connected-to-fail risk in global and domestic banking systems


Chan-Lau, Jorge A.
[Place of publication not identified] : International Monetary Fu, 2010

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20
E-book
2007

Imf working papers : contagion risk in the international banking system and implications for london as a global financial center



[Place of publication not identified] : International Monetary Fu, 2007

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21
E-book
2010

Imf working papers global financial crisis and its impact on the chilean banking system


Chan-Lau, Jorge A.
[Place of publication not identified] : International Monetary Fu, 2010

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22
E-book
2010

Imf working papers : regulatory capital charges for too-connected-to-fail institutions


Chan-Lau, Jorge A.
[Place of publication not identified] : International Monetary Fu, 2010

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23
E-book
2006

Is systematic default risk priced in equity returns? : a cross-sectional analysis using credit derivatives prices


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., [2006]

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24
E-book
2017

Lasso Regressions and Forecasting Models in Applied Stress Testing


Chan-Lau, Jorge A.
Washington, D.C. : International Monetary Fund, 2017

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25
E-book
2006

Market-based estimation of default probabilities and its application to financial market surveillance


Chan-Lau, Jorge A., author
[Washington, D.C.] : International Monetary Fund, IMF Institute, 2006

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26
E-book
2004

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets


Jobert, Arnaud.
Washington, D.C. : International Monetary Fund, 2004

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27
E-book
2004

Pension funds and emerging markets


Chan-Lau, Jorge A., author
[Washington D.C.] : International Monetary Fund, [2004]

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28
E-book
2000

Tales from two neighbors : productivity growth in Canada and the United States


Cerisola, Martin.
[Washington, D.C.] : International Monetary Fund, Western Hemisphere Dept., [2000]

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29
E-book
2003

Testing the Informational Efficiency of OTC Options on Emerging Market Currencies


Méndez Morales, Armando.
Washington, D.C. : International Monetary Fund, 2003

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30
E-book
2005

U.S. mutual fund retail investors in international equity markets : is the tail wagging the dog?


Chan-Lau, Jorge A., author
[Washington D.C.] : International Monetary Fund, International Capital Markets Dept., 2005

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31
E-book
2017

Variance Decomposition Networks


Chan-Lau, Jorge A.
Washington, D.C. : International Monetary Fund, 2017

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