Jorge A Chan-Lau

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

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/215
Publisher
International Monetary Fund, Monetary and Financial Systems Dept
Pub. Date
c2006
Language
English

2) Idiosyncratic and systemic risk in the European corporate sector: CDO perspective

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/107
Publisher
International Monetary Fund
Pub. Date
2006
Language
English

3) Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis

Author
Chan-Lau, Jorge A
Series
IMF working paper volume 12/174
Publisher
International Monetary Fund
Pub. Date
2012
Language
English

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

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/269
Publisher
International Monetary Fund, Research Dept
Pub. Date
c2006
Language
English

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

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/139
Publisher
International Monetary Fund, Monetary and Financial Systems Dept
Pub. Date
2006
Language
English

6) Fundamentals-based estimation of default probabilities: a survey

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/149
Publisher
International Monetary Fund, Monetary and Financial Systems Dept
Pub. Date
c2006
Language
English

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

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/104
Publisher
International Monetary Fund, IMF Institute
Pub. Date
2006
Language
English

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

Author
Chan-Lau, Jorge A
Series
IMF working paper volume WP/06/148
Publisher
International Monetary Fund, Monetary and Financial Systems Dept
Pub. Date
c2006
Language
English