Jorge Chan-Lau
Names
| first: |
Jorge |
| middle: |
Antonio |
| last: |
Chan-Lau |
Identifer
Contact
| phone: |
(202) 509-1575 |
| postal address: |
International Monetary Fund 700 19th St NW Washington DC 20431 |
Affiliations
-
International Monetary Fund (IMF)
Research profile
author of:
- A Theoretical Model of Financial Crisis (RePEc:bla:reviec:v:10:y:2002:i:1:p:53-63)
by Jorge A. Chan‐Lau & Zhaohui Chen - Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis (RePEc:eee:finsta:v:16:y:2015:i:c:p:164-172)
by Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M. - Corporate restructuring in Japan: an event-study analysis (RePEc:eee:japwor:v:14:y:2002:i:4:p:367-377)
by Chan-Lau, Jorge A. - Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia (RePEc:eee:mulfin:v:13:y:2003:i:4-5:p:303-322)
by Chan-Lau, Jorge A. & Ivaschenko, Iryna - The globalisation of finance and its implications for financial stability: an overview of the issues (RePEc:ids:injbaf:v:1:y:2008:i:1:p:3-29)
by Jorge A. Chan-Lau - Hong Kong SAR: Meeting the Challenges of Integration with the Mainland (RePEc:imf:imfops:2004/003)
by Mr. William Lee & Mr. Jorge A Chan-Lau & Ms. Dora M Iakova & Mr. Papa M N'Diaye & Ms. Tao Wang & Ida Liu & Ms. Hong Liang & Mr. Eswar S Prasad - Fixed Investment and Capital Flows: A Real Options Approach (RePEc:imf:imfwpa:1998/125)
by Mr. Jorge A Chan-Lau & Mr. Peter B. Clark - Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis (RePEc:imf:imfwpa:1998/127)
by Zhaohui Chen & Mr. Jorge A Chan-Lau - Monetary Policy in a Small Open Economy with Credit Goods Production (RePEc:imf:imfwpa:1998/153)
by Mr. Jorge A Chan-Lau - Why Has Inflation in the United States Remained So Low? Reassessing the Importance of Labor Costs and the Price of Imports (RePEc:imf:imfwpa:1999/149)
by Mr. Jorge A Chan-Lau & Mr. Stephen Tokarick - Tales From Two Neighbors: Productivity Growth in Canada and the United States (RePEc:imf:imfwpa:2000/169)
by Mr. Martin D. Cerisola & Mr. Jorge A Chan-Lau - Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components (RePEc:imf:imfwpa:2001/158)
by Mr. Iryna V. Ivaschenko & Mr. Jorge A Chan-Lau - Corporate Restructuring in Japan: An Event-Study Analysis (RePEc:imf:imfwpa:2001/202)
by Mr. Jorge A Chan-Lau - The Impact of Corporate Governance Structures on the Agency Cost of Debt (RePEc:imf:imfwpa:2001/204)
by Mr. Jorge A Chan-Lau - The Corporate Spread Curve and Industrial Production in the United States (RePEc:imf:imfwpa:2002/008)
by Mr. Jorge A Chan-Lau & Mr. Iryna V. Ivaschenko - Extreme Contagion in Equity Markets (RePEc:imf:imfwpa:2002/098)
by Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson - Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia (RePEc:imf:imfwpa:2002/154)
by Mr. Jorge A Chan-Lau & Mr. Iryna V. Ivaschenko - Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies (RePEc:imf:imfwpa:2003/001)
by Mr. Jorge A Chan-Lau & Mr. Armando Méndez Morales - Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises (RePEc:imf:imfwpa:2003/106)
by Mr. Jorge A Chan-Lau - Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets (RePEc:imf:imfwpa:2004/027)
by Mr. Jorge A Chan-Lau & Ms. Yoon Sook Kim - An Option-Based Approach to Bank Vulnerabilities in Emerging Markets (RePEc:imf:imfwpa:2004/033)
by Arnaud Jobert & Ms. Janet Kong & Mr. Jorge A Chan-Lau - Pension Funds and Emerging Markets (RePEc:imf:imfwpa:2004/181)
by Mr. Jorge A Chan-Lau - Hedging Foreign Exchange Risk in Chile: Markets and Instruments (RePEc:imf:imfwpa:2005/037)
by Mr. Jorge A Chan-Lau - U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog? (RePEc:imf:imfwpa:2005/162)
by Mr. Jorge A Chan-Lau & Ms. Li L Ong - The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability (RePEc:imf:imfwpa:2005/231)
by Mr. Jorge A Chan-Lau & Mr. Toni Gravelle - Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance (RePEc:imf:imfwpa:2006/104)
by Mr. Jorge A Chan-Lau - Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective (RePEc:imf:imfwpa:2006/107)
by Miss Yinqiu Lu & Mr. Jorge A Chan-Lau - The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions (RePEc:imf:imfwpa:2006/139)
by Ms. Li L Ong & Mr. Jorge A Chan-Lau - Is Systematic Default Risk Priced in Equity Returns? A Cross-Sectional Analysis Using Credit Derivatives Prices (RePEc:imf:imfwpa:2006/148)
by Mr. Jorge A Chan-Lau - Fundamentals-Based Estimation of Default Probabilities - A Survey (RePEc:imf:imfwpa:2006/149)
by Mr. Jorge A Chan-Lau - Distance-to-Default in Banking: A Bridge Too Far? (RePEc:imf:imfwpa:2006/215)
by Mr. Amadou N Sy & Mr. Jorge A Chan-Lau - Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications (RePEc:imf:imfwpa:2006/269)
by Mr. Andre O Santos & Mr. Jorge A Chan-Lau - Contagion Risk in the International Banking System and Implications for London As a Global Financial Center (RePEc:imf:imfwpa:2007/074)
by Mr. Jorge A Chan-Lau & Ms. Srobona Mitra & Ms. Li L Ong - Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic (RePEc:imf:imfwpa:2007/288)
by Mr. Hemant Shah & Mr. Jorge A Chan-Lau & Mr. Geoffrey J Bannister & Ana Carvajal & Mr. Ivan S Guerra - Recent Advances in Credit Risk Modeling (RePEc:imf:imfwpa:2009/162)
by Jose Giancarlo Gasha & Mr. Andre O Santos & Mr. Jorge A Chan-Lau & Mr. Carlos I. Medeiros & Mr. Marcos R Souto & Christian Capuano - Public Debt Sustainability and Management in a Compound Option Framework (RePEc:imf:imfwpa:2010/002)
by Mr. Jorge A Chan-Lau & Mr. Andre O Santos - Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal (RePEc:imf:imfwpa:2010/098)
by Mr. Jorge A Chan-Lau - Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems (RePEc:imf:imfwpa:2010/107)
by Mr. Jorge A Chan-Lau - The Global Financial Crisis and its Impact on the Chilean Banking System (RePEc:imf:imfwpa:2010/108)
by Mr. Jorge A Chan-Lau - Policy Instruments to Lean Against the Wind in Latin America (RePEc:imf:imfwpa:2011/159)
by Mr. G. Terrier & Mr. Rodrigo O. Valdes & Mr. Camilo E Tovar Mora & Mr. Jorge A Chan-Lau & Carlos Fernandez Valdovinos & Ms. Mercedes Garcia-Escribano & Mr. Carlos I. Medeiros & Man-Keung Tang & Miss M - Dynamic Loan Loss Provisioning: Simulationson Effectiveness and Guide to Implementation (RePEc:imf:imfwpa:2012/110)
by Torsten Wezel & Mr. Jorge A Chan-Lau & Mr. Francesco Columba - Do Dynamic Provisions Enhance Bank Solvency and Reduce Credit Procyclicality? a Study of the Chilean Banking System (RePEc:imf:imfwpa:2012/124)
by Mr. Jorge A Chan-Lau - Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis (RePEc:imf:imfwpa:2012/174)
by Mr. Jorge A Chan-Lau & Miss Estelle X Liu & Jochen M. Schmittmann - Market-Based Structural Top-Down Stress Tests of the Banking System (RePEc:imf:imfwpa:2013/088)
by Mr. Jorge A Chan-Lau - Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis (RePEc:imf:imfwpa:2017/097)
by Mr. Jorge A Chan-Lau & Weimin Miao & Mr. Ken Miyajima & Mr. Jongsoon Shin - Variance Decomposition Networks: Potential Pitfalls and a Simple Solution (RePEc:imf:imfwpa:2017/107)
by Mr. Jorge A Chan-Lau - Lasso Regressions and Forecasting Models in Applied Stress Testing (RePEc:imf:imfwpa:2017/108)
by Mr. Jorge A Chan-Lau - Bottom-Up Default Analysis of Corporate Solvency Risk: An Application to Latin America (RePEc:imf:imfwpa:2017/133)
by Mr. Jorge A Chan-Lau & Cheng Hoon Lim & Jose Daniel Rodríguez-Delgado & Mr. Bennett W Sutton & Melesse Tashu - ABBA: An Agent-Based Model of the Banking System (RePEc:imf:imfwpa:2017/136)
by Mr. Jorge A Chan-Lau - UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification (RePEc:imf:imfwpa:2020/262)
by Mr. Jorge A Chan-Lau - Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures (RePEc:imf:imfwpa:2020/285)
by Mr. Jorge A Chan-Lau & Mr. Yunhui Zhao - Scenario Analysis with the DD-PD Mapping Approach: Stock Market Shocks and U.S. Corporate Default Risk (RePEc:imf:imfwpa:2021/143)
by Mr. Jorge A Chan-Lau - Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis (RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9233-2)
by Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin - Immunological history governs human stem cell memory CD4 heterogeneity via the Wnt signaling pathway (RePEc:nat:natcom:v:11:y:2020:i:1:d:10.1038_s41467-020-14442-6)
by Hassen Kared & Shu Wen Tan & Mai Chan Lau & Marion Chevrier & Crystal Tan & Wilson How & Glenn Wong & Marie Strickland & Benoit Malleret & Amanda Amoah & Karolina Pilipow & Veronica Zanon & Naomi Mc G - Crash-Free Sequencing Strategies for Financial Development and Liberalization (RePEc:pal:imfstp:v:48:y:2001:i:1:p:7)
by By Jorge A. Chan-Lau & Zhaohui Chen - Extreme Contagion in Equity Markets (RePEc:pal:imfstp:v:51:y:2004:i:2:p:8)
by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao - Cytofkit: A Bioconductor Package for an Integrated Mass Cytometry Data Analysis Pipeline (RePEc:plo:pcbi00:1005112)
by Hao Chen & Mai Chan Lau & Michael Thomas Wong & Evan W Newell & Michael Poidinger & Jinmiao Chen - Fixed Investments and Capital Flows: A Real Options Approach (RePEc:ris:integr:0379)
by Chan-Lau, Jorge A. & Clark, P.B. - Corporate restructuring in Japan (RePEc:ris:jofitr:1303)
by Chan-Lau, Jorge - Bootstrap ARDL on energy-growth relationship for 22 OECD countries (RePEc:taf:apeclt:v:24:y:2017:i:20:p:1464-1467)
by Soo Khoon Goh & Joe Yee Yong & Cheng Chan Lau & Tuck Cheong Tang - Financial networks and interconnectedness in an advanced emerging market economy (RePEc:taf:quantf:v:17:y:2017:i:12:p:1833-1858)
by Ariel J. Sun & Jorge A. Chan-Lau - Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation—with Reference to the Asian Financial Crisis (RePEc:wpa:wuwpif:9804001)
by Jorge A. Chan-Lau & Zhaohui Chen - Structural Market-Based Top–Down Stress Tests of the Banking System (RePEc:wsi:gcrxxx:v:05:y:2015:i:01:n:s2010493615500038)
by Jorge A. Chan-Lau - Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis (RePEc:zbw:bubdps:322013)
by Chan-Lau, Jorge A. & Liu, Estelle X. & Schmittmann, Jochen M.