Jorge A. Chan-Lau

发表

Systemic Centrality and Systemic Communities in Financial Networks

Jorge A. Chan-Lau, 2018 .

UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification

Ran Wang, Jorge A. Chan-Lau, Jorge A. Chan-lau, 2020, SSRN Electronic Journal.

Lasso Regressions and Forecasting Models in Applied Stress Testing

Jorge A. Chan-Lau, 2017 .

Pension Funds and Emerging Markets

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2004, SSRN Electronic Journal.

A Theoretical Model of Financial Crisis

Jorge A. Chan-Lau, Zhaohui Chen, Zhaohui Chen, 2002 .

IDENTIFYING CONTAGION RISK IN THE INTERNATIONAL BANKING SYSTEM: AN EXTREME VALUE THEORY APPROACH

Srobona Mitra, Li Lian Ong, Jorge A. Chan-Lau, 2012 .

Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia

Jorge A. Chan-Lau, Iryna V. Ivaschenko, Jorge A. Chan-lau, 2003 .

Bail-In Power, Depositor Preference, and Asset Encumbrance: The End of Cheap Senior Unsecured Debt? A Structural Pricing Perspective

Jorge A. Chan-Lau, Jorge A. Chan-lau, Hiroko Oura, 2016 .

Changes in Bank Funding Patterns and Financial Stability Risks

Jorge A. Chan-Lau, Jorge A. Chan-lau, Brenda González-Hermosillo, 2013 .

Policy Instruments to Lean Against the Wind in Latin America

Jorge A. Chan-Lau, R. Valdes, Jorge A. Chan-lau, 2011, SSRN Electronic Journal.

ABBA: An Agent-Based Model of the Banking System

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2015, SSRN Electronic Journal.

Variance Decomposition Networks: Potential Pitfalls and Simple Solutions

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2016, SSRN Electronic Journal.

Financial networks and interconnectedness in an advanced emerging market economy

Jorge A. Chan-Lau, Jorge A. Chan-lau, A. Sun, 2017 .

Financial Network and Interconnected Risk in an Advanced Emerging Economy

Jorge A. Chan-Lau, A. Sun, 2017 .

Balance Sheet Network Analysis of Too-Connected-To-Fail Risk in Global and Domestic Banking Systems

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2010, SSRN Electronic Journal.

Assessing the Systemic Implications of Financial Linkages

Kay Giesecke, Jorge A. Chan-Lau, K. Giesecke, 2009 .

The Insurance Sector - Trends and Systemic Risk Implications

Jorge A. Chan-Lau, J. Kiff, Kai Yan, 2016 .

Regulatory Capital Charges for Too-Connected-To-Fail Institutions: A Practical Proposal

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2009, SSRN Electronic Journal.

Equity Prices, Credit Default Swaps, and Bond Spreads in Emerging Markets

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2004, SSRN Electronic Journal.

The Globalization of Finance and its Implications for Financial Stability: An Overview of the Issues

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2007 .

Market-Based Structural Top-Down Stress Tests of the Banking System

Jorge A. Chan-Lau, 2013, SSRN Electronic Journal.

Fat-Tails and Their (Un)Happy Endings: Correlation Bias and its Implications for Systemic Risk and Prudential Regulation

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2011 .

The Global Financial Crisis and its Impact on the Chilean Banking System

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2010, SSRN Electronic Journal.

Crash-Free Sequencing Strategies for Financial Development and Liberalization

Jorge A. Chan-Lau, Zhaohui Chen, Jorge A. Chan-lau, 1998, IMF Staff Papers.

Financial Crisis and Credit Crunch as a Result of Inefficient Financial Intermediation--With Reference to the Asian Financial Crisis

Jorge A. Chan-Lau, Zhaohui Chen, 1998 .

Variance Decomposition Networks: Potential Pitfalls and a Simple Solution

Jorge A. Chan-Lau, 2017, Social Science Research Network.

Anticipating Credit Events Using Credit Default Swaps, with an Application to Sovereign Debt Crises

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2003, SSRN Electronic Journal.

Lasso Regressions and Forecasting Models in Applied Stress Testing

Jorge A. Chan-Lau, Jorge A. Chan-lau, Jorge A. Chan-Lau, 2015, SSRN Electronic Journal.

Do dynamic provisions enhance bank solvency and reduce credit procyclicality? A study of the Chilean Banking system

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2011, Journal of Banking Regulation.

The Global Financial Crisis and its Impact on the Chilean Banking System

Jorge A. Chan-Lau, 2010, SSRN Electronic Journal.

Extreme Contagion in Equity Markets

Jorge A. Chan-Lau, James Y. Yao, Donald J. Mathieson, 2002, IMF Staff Papers.

Hang in There: Stock Market Reactions to Withdrawals of COVID-19 Stimulus Measures

Jorge A. Chan-Lau, Jorge A. Chan-lau, Yunhui Zhao, 2020, IMF Working Papers.

Corporate Restructuring in Japan: An Event-Study Analysis

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2001, SSRN Electronic Journal.

Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis

Jorge A. Chan-Lau, Ken Miyajima, Weimin Miao, 2017, Asia-Pacific Financial Markets.

Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis

Jorge A. Chan-Lau, Ken Miyajima, Weimin Miao, 2017 .

Extreme Contagion in Equity Markets

Jorge A. Chan-Lau, Donald J. Mathieson, James Y. Yao, 2004 .

Contagion Risk in the International Banking System and Implications for London as a Global Financial Center

Jorge A. Chan-Lau, L. Ong, Srobona Mitra, 2007 .

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Jorge A. Chan-Lau, Jorge A. Chan-lau, A. Jobert, 2004, SSRN Electronic Journal.

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

Jorge A. Chan-Lau, Jochen M. Schmittmann, E. Liu, 2012, SSRN Electronic Journal.

Is Systematic Default Risk Priced in Equity Returns?: A Cross-Sectional Analysis Using Credit Derivatives Prices

Jorge A. Chan-Lau, 2006, SSRN Electronic Journal.

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance

Jorge A. Chan-Lau, Jorge A. Chan-lau, 2006, SSRN Electronic Journal.

Foreign exchange hedging in Chile

Jorge A. Chan-Lau, 2006 .

Hedging Foreign Exchange Risk in Chile: Markets and Instruments

Jorge A. Chan-Lau, 2005, SSRN Electronic Journal.

Default Risk Codependence in the Global Financial System: Was the Bear Stearns Bailout Justified?

Jorge A. Chan-Lau, 2010 .

Corporations Corporate restructuring in Japan 1

Jorge A. Chan-Lau, 2003 .

Financial Network and Systemic Risk via Forward ‐ Looking Partial Default Correlations

Jorge A. Chan-Lau, Wei Sun, J. Duan, 2017 .