Limit search to available items
Add Marked to Bag Add All On Page Add Marked to My Lists
Authors (Last name first) (1-31 of 31)
Chan-Lau, Jorge A.,
1
E-book
2017

ABBA : an Agent-Based Model of the Banking System.


Chan-Lau, Jorge A., author.



Rating:

 
4
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

Rating:

 
7
E-book
2017

Bottom-Up Default Analysis of Corporate Solvency Risk : an Application to Latin America.


Chan-Lau, Jorge A., author.

[Washington, D.C.] : International Monetary Fund, [2017]

Rating:

 
9
E-book
2007

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center


Chan-Lau, Jorge A

Washington, D.C. : International Monetary Fund, 2007

Rating:

 
16
E-book
2006

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


Chan-Lau, Jorge A., author.



Rating:

 
21
E-book
2007

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic


Shah, Hemant

Washington, D.C. : International Monetary Fund, 2007

Rating:

 
24
E-book
2002

Extreme contagion in equity markets


Chan-Lau, Jorge A.



Rating:

 
26
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

Rating:

 
 
30
E-book
2006

Fundamentals-Based Estimation of Default Probabilities - A Survey


Chan-Lau, Jorge A

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

Rating:

 
Add Marked to Bag Add All On Page
Locate in results