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Authors (1-8 of 8)
Chan Lau Jorge A
1
The credit risk transfer market and stability implications for U.K. financial institutions
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., 2006. 2006
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Axe ProQuest E-Book
Electronic Book
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2
Currency mismatches and corporate default risk modeling, measurement, and surveillance applications
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Research Dept., c2006. 2006
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Axe ProQuest E-Book
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3
Distance-to-default in banking a bridge too far?
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006
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Axe ProQuest E-Book
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4
Equity returns in the banking sector in the wake of the Great Recession and the European sovereign d
Chan-Lau, Jorge A.
Washington, DC : International Monetary Fund, 2012. 2012
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5
Fundamentals-based estimation of default probabilities a survey
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006
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6
Idiosyncratic and systemic risk in the European corporate sector CDO perspective
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, 2006. 2006
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7
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivat
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, Monetary and Financial Systems Dept., c2006. 2006
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8
Market-based estimation of default probabilities and its application to financial market surveillanc
Chan-Lau, Jorge A.
[Washington, D.C.] : International Monetary Fund, IMF Institute, 2006. 2006
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