Author Search Results

1

Idiosyncratic and systemic risk in the European corporate sector : CDO perspective / / prepared by Jorge A. Chan-Lau and Yinqiu Lu.

Participants: Chan-Lau, Jorge A. [ ]; ProQuest (Firm) [ ]; Lu, Yinqiu. [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: 2006.
Superior document: IMF working paper ; WP/06/107

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2

Market-based estimation of default probabilities and its application to financial market surveillance / prepared by Jorge A. Chan-Lau.

Participants: Chan-Lau, Jorge A. [ ]; ProQuest (Firm) [ ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: 2006.
Superior document: IMF working paper ; WP/06/104

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3

Fundamentals-based estimation of default probabilities : a survey / / Jorge A. Chan-Lau.

Participants: Chan-Lau, Jorge A. [ ]; International Monetary Fund. Monetary and Financial Systems Dept. [ ]; ProQuest (Firm) [ ]; International Monetary Fund. Monetary and Financial Systems Dept. [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: c2006.
Superior document: IMF working paper ; WP/06/149

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4

Is systematic default risk priced in equity returns? : a cross-sectional analysis using credit derivatives prices / / Jorge A. Chan-Lau.

Participants: Chan-Lau, Jorge A. [ ]; International Monetary Fund. Monetary and Financial Systems Dept. [ ]; ProQuest (Firm) [ ]; International Monetary Fund. Monetary and Financial Systems Dept. [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: c2006.
Superior document: IMF working paper ; WP/06/148

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5

The credit risk transfer market and stability implications for U.K. financial institutions / Jorge A. Chan-Lau and Li Lian Ong.

Participants: Chan-Lau, Jorge A. [ ]; International Monetary Fund. Monetary and Financial Systems Dept. [ ]; ProQuest (Firm) [ ]; Ong, Li Lian. [ TeilnehmendeR ]; International Monetary Fund. Monetary and Financial Systems Dept. [ TeilnehmendeR ]; ...
Published: 2006.
Superior document: IMF working paper ; WP/06/139

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6

Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis / Jorge A. Chan-Lau, Estelle X. Liu, and Jochen M. Schmittmann.

Participants: Chan-Lau, Jorge A. [ ]; ProQuest (Firm) [ ]; Liu, Estelle X. [ TeilnehmendeR ]; Schmittmann, Jochen M. [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: 2012.

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7

Distance-to-default in banking : a bridge too far? / / Jorge A. Chan-Lau and Amadou N.R. Sy.

Participants: Chan-Lau, Jorge A. [ ]; International Monetary Fund. Monetary and Financial Systems Dept. [ ]; ProQuest (Firm) [ ]; Sy, Amadou N. R. [ TeilnehmendeR ]; International Monetary Fund. Monetary and Financial Systems Dept. [ TeilnehmendeR ]; ...
Published: c2006.
Superior document: IMF working paper ; WP/06/215

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8

Currency mismatches and corporate default risk : modeling, measurement, and surveillance applications / / prepared by Jorge A. Chan-Lau and Andre O. Santos.

Participants: Chan-Lau, Jorge A. [ ]; ProQuest (Firm) [ ]; Santos, Andre O. [ TeilnehmendeR ]; ProQuest (Firm) [ TeilnehmendeR ]
Published: c2006.
Superior document: IMF working paper ; WP/06/269

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