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Structural market-based top-down stress tests of the banking system

Chan-Lau, Jorge A. - In: Global credit review 5 (2015), pp. 35-48

Persistent link: https://www.econbiz.de/10011403840

US mutual fund retail investors in international equity markets : is the tail wagging the dog?

Chan-Lau, Jorge A.; Ong, Li Lian - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 73-88

Persistent link: https://www.econbiz.de/10003791151

US mutual fund retail investors in international equity markets : is the tail wagging the dog?

Chan-Lau, Jorge A.; Ong, Li Lian - 2005

Persistent link: https://www.econbiz.de/10003218827

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.; Ivaschenko, Iryna V. - 2002

Persistent link: https://www.econbiz.de/10001706290

Corporate bond risk and real activity : an empirical analysis of yield spreads and their systematic components

Chan-Lau, Jorge A.; Ivaschenko, Iryna V. - 2001

Persistent link: https://www.econbiz.de/10001630987

Asian flu or wall street virus? : Tech and nontech spillovers in the United States and Asia

Chan-Lau, Jorge A.; Ivaschenko, Iryna V. - In: Journal of multinational financial management 13 (2003) 4/5, pp. 303-322

Persistent link: https://www.econbiz.de/10001782059

Tales from two neighbors : productivity growth in Canada and the United States

Cerisola, Martin; Chan-Lau, Jorge A. - 2000

Persistent link: https://www.econbiz.de/10001548154

Why has inflation in the United States remained so low? : Reassessing the importance of labor costs and the price of imports

Chan-Lau, Jorge A.; Tokarick, Stephen Philip - 1999

Persistent link: https://www.econbiz.de/10001462151

The corporate spread curve and industrial production in the United States

Chan-Lau, Jorge A.; Ivaschenko, Iryna V. - 2002

Persistent link: https://www.econbiz.de/10001654568

Scenario analysis with the DD-PD mapping approach : stock market shocks and U.S. corporate default risk

Chan-Lau, Jorge A. - 2021

This paper introduces the quantile regression- based Distance-to-Default to Probability of Default (DD-PD) mapping, which links individual firms' DD to their real world PD. Since changes in the DD depend on a handful of parameters, the mapping easily accommodates shocks arising from quantitative...

Persistent link: https://www.econbiz.de/10012613371