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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
The credit risk transfer market and stability implications for UK financial institutions
Chan-Lau, Jorge A.
;
Ong, Li Lian
-
2006
Persistent link: https://www.econbiz.de/10003354210
Saved in:
5
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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6
Hedging foreign exchange risk in Chile: markets and instruments
Chan-Lau, Jorge A.
-
2005
Persistent link: https://www.econbiz.de/10002746961
Saved in:
7
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
Saved in:
8
The END : a new indicator of financial and nonfinancial corporate sector vulnerability
Chan-Lau, Jorge A.
;
Gravelle, Toni
-
2005
Persistent link: https://www.econbiz.de/10003266735
Saved in:
9
Equity prices, credit defaults swaps, and bond spreads in emerging markets
Chan-Lau, Jorge A.
;
Sook Kim, Yoon
-
2004
Persistent link: https://www.econbiz.de/10002058702
Saved in:
10
Anticipating credit events using credit default swaps, with an application to sovereign debt crises
Chan-Lau, Jorge A.
-
2003
Persistent link: https://www.econbiz.de/10001777965
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