IMF Publications by Author
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Jorge A Chan-Lau:
2003
Title: Anticipating Credit Events Using Credit Default Swaps, with An Application to Sovereign Debt Crises
Series: Working Paper No. 2003/106
Date: May 1, 2003
Subject: Credit Credit default swap Credit risk Financial crises Financial regulation and supervision Financial services Money Yield curve
Title: Testing the Informational Efficiency of OTC Optionson Emerging Market Currencies
Series: Working Paper No. 2003/001
Date: January 1, 2003
Subject: Asset prices Currencies Currency markets Exchange rates Financial institutions Financial markets Foreign exchange Money Options Prices
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Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Asia Hong Kong Special Administrative Region of China International financial markets Japan Malaysia Singapore Stock markets United States
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Asset prices Commercial banks Corporate governance Corporate sector Economic sectors Financial institutions Labor Labor force Prices
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Forecasting Investment United States
2002
Title: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia
Series: Working Paper No. 2002/154
Date: September 1, 2002
Subject: Asset prices Financial crises Financial institutions Financial markets Financial sector policy and analysis Prices Spillovers Stock markets Stocks
Title: Extreme Contagion in Equity Markets
Series: Working Paper No. 2002/098
Date: May 1, 2002
Subject: Emerging and frontier financial markets Financial crises Financial institutions Financial integration Financial markets Stock markets Stocks
Title: The Corporate Spread Curve and Industrial Production in the United States
Series: Working Paper No. 2002/008
Date: January 1, 2002
Subject: Bonds Corporate bonds Financial institutions Financial services Industrial production Production Securities Yield curve
2001
Title: The Impact of Corporate Governance Structures on the Agency Cost of Debt
Series: Working Paper No. 2001/204
Date: December 1, 2001
Subject: Banking Corporate governance Currencies Debt financing Economic sectors External debt Financial institutions Inflation Money Prices Stocks
Title: Corporate Restructuring in Japan: An Event-Study Analysis
Series: Working Paper No. 2001/202
Date: December 1, 2001
Subject: Asset prices Commercial banks Corporate governance Corporate sector Economic sectors Financial institutions Labor Labor force Prices