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Systemic centrality and systemic communities in financial networks

Quantitative finance and economics, 2018-01, Vol.2 (2), p.468-496

A. Chan-Lau, Jorge

2018

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

Jorge A. Chan-Lau

2010

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

Chan-Lau, Jorge A

1, 2006

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

Financial markets, institutions & instruments, 2010-12, Vol.19 (5), p.355-379

Chan-Lau, Jorge A.

2010

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Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective

1, 2006

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

Chan-Lau, Jorge A

1, 2006

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Fundamentals-Based Estimation of Default Probabilities: A Survey

Chan-Lau, Jorge A

1, 2006

Volltextzugriff (PDF)

Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications

1, 2006

Volltextzugriff (PDF)

Distance-to-Default in Banking: A Bridge Too Far?

1, 2006

Volltextzugriff (PDF)

Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions

1, 2006

Volltextzugriff (PDF)

Financial networks and interconnectedness in an advanced emerging market economy

Quantitative finance, 2017-12, Vol.17 (12), p.1833-1858

2017

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

Chan-Lau, Jorge A

1, 2013

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

Journal of banking regulation, 2012-07, Vol.13 (3), p.178-188

Chan-Lau, Jorge A

2012

Volltextzugriff (PDF)

Pension Funds and Emerging Markets

Financial markets, institutions & instruments, 2005-08, Vol.14 (3), p.107-134

Chan-Lau, Jorge A.

2005

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

Chan-Lau, Jorge A

1, 2010

Volltextzugriff (PDF)

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

Chan-Lau, Jorge A

1, 2010

Volltextzugriff (PDF)

Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis

Journal of financial stability, 2015-02, Vol.16, p.164-172

2015

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Hedging Foreign Exchange Risk in Chile: Markets and Instruments

Chan-Lau, Jorge A

1, 2005

Volltextzugriff (PDF)

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

Fund, International Monetary

1, 2012

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

Asia-Pacific financial markets, 2017-12, Vol.24 (4), p.269-289

2017

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

1998

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An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

2004

Volltextzugriff (PDF)

Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components

2001

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END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

1, 2005

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U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog?

1, 2005

Volltextzugriff (PDF)

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Systemic centrality and systemic communities in financial networks

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

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

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

Idiosyncratic and Systemic Risk in the European Corporate Sector: A CDO Perspective

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

Fundamentals-Based Estimation of Default Probabilities: A Survey

Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications

Distance-to-Default in Banking: A Bridge Too Far?

Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions

Financial networks and interconnectedness in an advanced emerging market economy

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

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

Pension Funds and Emerging Markets

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

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

Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis

Hedging Foreign Exchange Risk in Chile: Markets and Instruments

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

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

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

An Option-Based Approach to Bank Vulnerabilities in Emerging Markets

Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components

END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability

U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog?

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