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Is systematic default risk priced in equity returns? : A cross-sectional analysis using credit derivatives prices
Chan-Lau, Jorge A. - 2006
Persistent link: https://www.econbiz.de/10003354350
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Market-based estimation of default probabilities and its application to financial market surveillance
Chan-Lau, Jorge A. - 2006
Persistent link: https://www.econbiz.de/10003329109
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Idiosyncratic and systemic risk in the European corporate sector : a CDO perspective
Chan-Lau, Jorge A.; Lu, Yinqiu - 2006
Persistent link: https://www.econbiz.de/10003329113
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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
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Fixed investments and capital flows : a real options approach
Chan-Lau, Jorge A.; Clark, Peter B. - In: Journal of economic integration 21 (2006) 4, pp. 816-836
Persistent link: https://www.econbiz.de/10003398137
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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 - 2007
Persistent link: https://www.econbiz.de/10003491785
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Currency mismatches and corporate default risk : modeling, measurement and surveillance applications
Chan-Lau, Jorge A.; Santos, André Oliveira - 2006
Persistent link: https://www.econbiz.de/10003415534
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Distance-to-default in banking : a bridge too far?
Chan-Lau, Jorge A.; Sy, Amadou N. R. - 2006
Persistent link: https://www.econbiz.de/10003387374
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United Kingdom: selected issues
Hunt, Benjamin F.; Honjo, Keiko; Iakova, Dora; … - 2007
Persistent link: https://www.econbiz.de/10003432960
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Distance-to-default in banking : a bridge too far?
Chan-Lau, Jorge A.; Sy, Amadou N. R. - In: Journal of banking regulation 9 (2007) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10003585950