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ID: 280860

Anticipating credit events using credit default swaps,with an a / Chan-Lau, Jorge A.

Chan-Lau, Jorge A.	Article
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Key Words

Default probability ; Sovereign risk ; Credit default swaps ; Maximum recovery rate

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ID: 260511

Asian flu or wall street virus?price and volatility spillovers / Chan-Lau, Jorge A.; Ivaschenko, Iryna

Chan-Lau, Jorge A.	Article
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Key Words

Asymmetric GARCH models ; Price spillovers ; Volatility spilliovers ; Asia ; Stock Markets ; United States

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ID: 318971

Contagion risk in the international banking system and implications for london as a global financial center / Chan-Lau, Jorge A.; Mitra, Srobona; Ong, Li Lian

Chan-Lau, Jorge A.	Article
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Key Words

Contagion risk, ; Bank soundness, ; Co-Exceedance, ; distance-to-default, ; Extreme value theory, ; LPGIT.

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ID: 255777

Corporate bond risk and real activity:An empirical analysis of / Chan-Lau, Jorge A.; Ivaschenko, Iryna V.

Chan-Lau, Jorge A.	Article
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Key Words

Systematic risk ; GMM estimation ; Markov process ; Investment grade bonds ; Business Cycle ; Corporate spreads ;
United States

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ID: 257027

Corporate restructuring in Japan:Event-study analysis / chan-Lau, Jorge A.

Chan-Lau, Jorge A.	Article
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Key Words

Corporate restructuring ; Japan ; Event-study analysis ; Corporate Governance

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ID: 257778

Corporate spread curve and industrial production in the United / Chan-Lau, Jorge A.; Ivaschenko, Iryna V.

Chan-Lau, Jorge A.	Article
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Key Words

Term structure ; Real activity ; GMM estimation ; Investment grade bonds ; Forecasting ; Corporate spreads ;
United States

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ID: 318471

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

Chan-Lau, Jorge A.	Article
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Key Words

Credit derivatives ; Cdo ; CDS ; Credit risk trensfer ; Structured credit priducts

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ID: 101491

Financial crisis and credit crunch as a result of inefficient f / Chan-Lau, Jorge A.; Chen, Zhaohui

Chan-Lau, Jorge A.	Article
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Key Words

IMF

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ID: 101486

Fixed investment and capital flows : Real option approach / Chan-Lau, Jorge A.; Clark, Peter B.

Chan-Lau, Jorge A.	Article
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IMF

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ID: 318489

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

Chan-Lau, Jorge A.	Article
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Key Words

Econometric models ; Default probabilities ; Scoring models ; Rating models

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ID: 257030

Impact of corporate governance structures on the agency cost of / Chan-Lau, Jorge A.

Chan-Lau, Jorge A.	Article
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Key Words

Agency cost of debt ; Bankruptcy ; Corporate Governance ; Exit decision

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ID: 161295

Tales from two neighbors:Productivity growth in Canada and the / Cerisola,Martin; Chan-Lau, Jorge A.

Cerisola,Martin	Article
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Key Words

Productivity growth:United States ; Productivity growth:Canada

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ID: 313727

U.S. Mutual fund retail investors in international equity markets: Is the tail wagging the dog? / Chan-Lau, Jorge A.; Ong, Lian Li

Chan-Lau, Jorge A.	Article
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Key Words

Mutual Funds ; Equity markets ; Retail investors ; Dedicated funds ; Crossover funds

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ID: 143697

Why has inflation in the United States remained so low? Reasses / Chan-Lau, Jorge A.; Tokarick, Stephen

Chan-Lau, Jorge A.	Article
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Key Words

IMF

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