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Title Author Copyright Date
Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises1 Jorge A. Chan-Lau 2003 04/06/13
Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia Jorge A. Chan-Lau Iryna Ivaschenko 2002 04/07/13
Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems Jorge A. Chan-Lau 2010 03/29/13
Contagion Risk in the International Banking System and Implications for London as a Global Financial Center Jorge A. Chan-Lau Srobona Mitra Li Lian Ong 2007 04/08/13
Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components Jorge A. Chan-Lau Iryna V. Ivaschenko 2001 04/08/13
Corporate Restructuring in Japan: An Event-Study Analysis Jorge A. Chan-Lau 2001 04/08/13
The Corporate Spread Curve and Industrial Production in the United States Jorge A. Chan-Lau Iryna V. Ivaschenko 2002 03/22/13
The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions Jorge A. Chan-Lau Li Lian Ong 2006 03/22/13
Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications Jorge A. Chan-Lau Andre O. Santos 2006 04/08/13
Distance-to-Default in Banking: A Bridge Too Far? Jorge A. Chan-Lau Amadou N.R. Sy 2006 04/09/13
The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability Jorge A. Chan-Lau Toni Gravelle 2005 03/23/13
Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets1 Yoon Sook Kim Jorge A. Chan-Lau 2004 04/09/13
Extreme Contagion in Equity Markets Jorge A. Chan-Lau Donald J. Mathieson James Y. Yao 2002 04/09/13
Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation--with Reference to the Asian Financial Crisis Jorge A. Chan-Lau Zhaohui Chen 1998 04/09/13
Fixed Investment and Capital Flows: A Real Options Approach Jorge A. Chan-Lau Peter B. Clark 1998 04/10/13
Fundamentals-Based Estimation of Default Probabilities: A Survey1 Jorge A. Chan-Lau 2006 04/10/13
The Global Financial Crisis and its Impact on the Chilean Banking System Jorge A. Chan-Lau 2010 03/29/13
Hedging Foreign Exchange Risk in Chile: Markets and Instruments1 Jorge A. Chan-Lau 2005 04/11/13
Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective Jorge A. Chan-Lau Yinqiu Lu 2006 04/11/13
The Impact of Corporate Governance Structures on the Agency Cost of Debt Jorge A. Chan-Lau 2001 03/23/13
Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices Jorge A. Chan-Lau 2006 04/12/13
Market-Based Estimation of Default Probabilities and Its Application to Financial Market Surveillance Jorge A. Chan-Lau 2006 03/19/13
Monetary Policy in a Small Open Economy with Credit Goods Production Jorge A. Chan-Lau 1998 03/19/13
An Option-Based Approach to Bank Vulnerabilities in Emerging Markets1 Jorge A. Chan-Lau Arnaud Jobert Janet Kong 2004 04/06/13
Pension Funds and Emerging Markets Jorge A. Chan-Lau 2004 03/20/13
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