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Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk
Chan-Lau, Jorge A. - 2021
additional bank capital needs could be large. The paper concludes discussing uses of the mapping beyond PD valuation suitable for …
Persistent link: https://www.econbiz.de/10012613371
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Asian Flu or Wall Street Virus? : Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
Chan-Lau, Jorge A. - 2002
Management crisis period, the ""tech bubble"" period, and the ""stock market correction"" period. Hong Kong SAR , Japan, and …
Persistent link: https://www.econbiz.de/10014399563
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U.S. Mutual Fund Retail Investors in International Equity Markets : Is the Tail Wagging the Dog?
Chan-Lau, Jorge A. - 2005
Do the dynamics of net flows to U.S. retail mutual funds affect equity returns in emerging markets? The question merits further examination since retail investors in mutual funds can exert a much greater degree of ""control"" over these funds via cash injections or redemptions at any time. A VAR...
Persistent link: https://www.econbiz.de/10014404228