Jorge A. Chan-Lau
· 51 obras en el catálogo
Obras
An option-based approach to bank vulnerabilities in emerging markets
2004
Anticipating credit events using credit default swaps, with an application to sovereign debt crises
2003
Asian flu or Wall Street virus?
2002
Corporate bond risk and real activity
2001
Corporate restructuring in Japan
2001
The corporate spread curve and industrial production in the United States
2002
The credit risk transfer market and stability implications for U.K. financial institutions
2006
Currency mismatches and corporate default risk
2006
Distance-to-default in banking
2006
The END
2005
Equity prices, credit default swaps, and bond spreads in emerging markets
2004
Extreme contagion in equity markets
2002
Fundamentals-based estimation of default probabilities
2006
Hedging foreign exchange risk in Chile
2005
Idiosyncratic and systemic risk in the european corporate sector
2006
The impact of corporate governance structures on the agency cost of debt
2001
Is systematic default risk priced in equity returns?
2006
Market-based estimation of default probabilities and its application to financial market surveillance
2006
Monetary policy in a small open economy with credit goods production
1998
Pension funds and emerging markets
2004
Testing the informational efficiency of OTC options on emerging market currencies
2003
U.S. mutual fund retail investors in international equity markets
2005
