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~isPartOf:"Kiel working paper"
~person:"Chan-Lau, Jorge A."
~type_genre:"Graue Literatur"
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Chan-Lau, Jorge A.
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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
Saved in:
2
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:
3
Pension funds and emerging markets
Chan-Lau, Jorge A.
-
2004
Persistent link: https://www.econbiz.de/10002453071
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4
Regulatory capital charges for too-connected-to-fail institutions : a practical proposal
Chan-Lau, Jorge A.
-
2010
Persistent link: https://www.econbiz.de/10003973001
Saved in:
5
Recent advances in credit risk modeling
Capuano, Christian
;
Chan-Lau, Jorge A.
;
Gasha, Giancarlo
; …
-
2009
Persistent link: https://www.econbiz.de/10003901070
Saved in:
6
Fixed investment and capital flows : a real options approach
Chan-Lau, Jorge A.
-
1998
Persistent link: https://www.econbiz.de/10000680482
Saved in:
7
Extreme contagion in equity markets
Chan-Lau, Jorge A.
;
Mathieson, Donald J.
;
Yao, James Yudong
-
2002
Persistent link: https://www.econbiz.de/10001685314
Saved in:
8
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
Saved in:
9
Monetary policy in a small open economy with credit goods production
Chan-Lau, Jorge A.
-
1998
Persistent link: https://www.econbiz.de/10001350356
Saved in:
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